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<a href="linear__solver_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// Copyright 2010-2018 Google LLC</span></div><div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div><div class="line"><a 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><div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// You may obtain a copy of the License at</span></div><div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div><div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div><div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">//</span></div><div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div><div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div><div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div><div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment">// See the License for the specific language governing permissions and</span></div><div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment">// limitations under the License.</span></div><div class="line"><a name="l00013"></a><span class="lineno"> 13</span> </div><div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="comment">//</span></div><div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="comment">//</span></div><div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="comment">// A C++ wrapper that provides a simple and unified interface to</span></div><div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="comment">// several linear programming and mixed integer programming solvers:</span></div><div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="comment">// GLOP, GLPK, CLP, CBC, and SCIP. The wrapper can also be used in Java, C#,</span></div><div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="comment">// and Python via SWIG.</span></div><div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="comment">//</span></div><div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="comment">//</span></div><div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="comment">// -----------------------------------</span></div><div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="comment">//</span></div><div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="comment">// What is Linear Programming?</span></div><div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="comment">//</span></div><div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="comment">// In mathematics, linear programming (LP) is a technique for optimization of</span></div><div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="comment">// a linear objective function, subject to linear equality and linear</span></div><div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="comment">// inequality constraints. Informally, linear programming determines the way</span></div><div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="comment">// to achieve the best outcome (such as maximum profit or lowest cost) in a</span></div><div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="comment">// given mathematical model and given some list of requirements represented</span></div><div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="comment">// as linear equations.</span></div><div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="comment">//</span></div><div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="comment">// The most widely used technique for solving a linear program is the Simplex</span></div><div class="line"><a name="l00034"></a><span class="lineno"> 34</span> <span class="comment">// algorithm, devised by George Dantzig in 1947. It performs very well on</span></div><div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="comment">// most instances, for which its running time is polynomial. A lot of effort</span></div><div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="comment">// has been put into improving the algorithm and its implementation. As a</span></div><div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="comment">// byproduct, it has however been shown that one can always construct</span></div><div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="comment">// problems that take exponential time for the Simplex algorithm to solve.</span></div><div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="comment">// Research has thus focused on trying to find a polynomial algorithm for</span></div><div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="comment">// linear programming, or to prove that linear programming is indeed</span></div><div class="line"><a name="l00041"></a><span class="lineno"> 41</span> <span class="comment">// polynomial.</span></div><div class="line"><a name="l00042"></a><span class="lineno"> 42</span> <span class="comment">//</span></div><div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="comment">// Leonid Khachiyan first exhibited in 1979 a weakly polynomial algorithm for</span></div><div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="comment">// linear programming. "Weakly polynomial" means that the running time of the</span></div><div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="comment">// algorithm is in O(P(n) * 2^p) where P(n) is a polynomial of the size of the</span></div><div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="comment">// problem, and p is the precision of computations expressed in number of</span></div><div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="comment">// bits. With a fixed-precision, floating-point-based implementation, a weakly</span></div><div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="comment">// polynomial algorithm will thus run in polynomial time. No implementation</span></div><div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="comment">// of Khachiyan's algorithm has proved efficient, but a larger breakthrough in</span></div><div class="line"><a name="l00050"></a><span class="lineno"> 50</span> <span class="comment">// the field came in 1984 when Narendra Karmarkar introduced a new interior</span></div><div class="line"><a name="l00051"></a><span class="lineno"> 51</span> <span class="comment">// point method for solving linear programming problems. Interior point</span></div><div class="line"><a name="l00052"></a><span class="lineno"> 52</span> <span class="comment">// algorithms have proved efficient on very large linear programs.</span></div><div class="line"><a name="l00053"></a><span class="lineno"> 53</span> <span class="comment">//</span></div><div class="line"><a name="l00054"></a><span class="lineno"> 54</span> <span class="comment">// Check Wikipedia for more detail:</span></div><div class="line"><a name="l00055"></a><span class="lineno"> 55</span> <span class="comment">// http://en.wikipedia.org/wiki/Linear_programming</span></div><div class="line"><a name="l00056"></a><span class="lineno"> 56</span> <span class="comment">//</span></div><div class="line"><a name="l00057"></a><span class="lineno"> 57</span> <span class="comment">// -----------------------------------</span></div><div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="comment">//</span></div><div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="comment">// Example of a Linear Program</span></div><div class="line"><a name="l00060"></a><span class="lineno"> 60</span> <span class="comment">//</span></div><div class="line"><a name="l00061"></a><span class="lineno"> 61</span> <span class="comment">// maximize:</span></div><div class="line"><a name="l00062"></a><span class="lineno"> 62</span> <span class="comment">// 3x + y</span></div><div class="line"><a name="l00063"></a><span class="lineno"> 63</span> <span class="comment">// subject to:</span></div><div class="line"><a name="l00064"></a><span class="lineno"> 64</span> <span class="comment">// 1.5 x + 2 y <= 12</span></div><div class="line"><a name="l00065"></a><span class="lineno"> 65</span> <span class="comment">// 0 <= x <= 3</span></div><div class="line"><a name="l00066"></a><span class="lineno"> 66</span> <span class="comment">// 0 <= y <= 5</span></div><div class="line"><a name="l00067"></a><span class="lineno"> 67</span> <span class="comment">//</span></div><div class="line"><a name="l00068"></a><span class="lineno"> 68</span> <span class="comment">// A linear program has:</span></div><div class="line"><a name="l00069"></a><span class="lineno"> 69</span> <span class="comment">// 1) a linear objective function</span></div><div class="line"><a name="l00070"></a><span class="lineno"> 70</span> <span class="comment">// 2) linear constraints that can be equalities or inequalities</span></div><div class="line"><a name="l00071"></a><span class="lineno"> 71</span> <span class="comment">// 3) bounds on variables that can be positive, negative, finite or</span></div><div class="line"><a name="l00072"></a><span class="lineno"> 72</span> <span class="comment">// infinite.</span></div><div class="line"><a name="l00073"></a><span class="lineno"> 73</span> <span class="comment">//</span></div><div class="line"><a name="l00074"></a><span class="lineno"> 74</span> <span class="comment">// -----------------------------------</span></div><div class="line"><a name="l00075"></a><span class="lineno"> 75</span> <span class="comment">//</span></div><div class="line"><a name="l00076"></a><span class="lineno"> 76</span> <span class="comment">// What is Mixed Integer Programming?</span></div><div class="line"><a name="l00077"></a><span class="lineno"> 77</span> <span class="comment">//</span></div><div class="line"><a name="l00078"></a><span class="lineno"> 78</span> <span class="comment">// Here, the constraints and the objective are still linear but</span></div><div class="line"><a name="l00079"></a><span class="lineno"> 79</span> <span class="comment">// there are additional integrality requirements for variables. If</span></div><div class="line"><a name="l00080"></a><span class="lineno"> 80</span> <span class="comment">// all variables are required to take integer values, then the</span></div><div class="line"><a name="l00081"></a><span class="lineno"> 81</span> <span class="comment">// problem is called an integer program (IP). In most cases, only</span></div><div class="line"><a name="l00082"></a><span class="lineno"> 82</span> <span class="comment">// some variables are required to be integer and the rest of the</span></div><div class="line"><a name="l00083"></a><span class="lineno"> 83</span> <span class="comment">// variables are continuous: this is called a mixed integer program</span></div><div class="line"><a name="l00084"></a><span class="lineno"> 84</span> <span class="comment">// (MIP). IPs and MIPs are generally NP-hard.</span></div><div class="line"><a name="l00085"></a><span class="lineno"> 85</span> <span class="comment">//</span></div><div class="line"><a name="l00086"></a><span class="lineno"> 86</span> <span class="comment">// Integer variables can be used to model discrete decisions (build a</span></div><div class="line"><a name="l00087"></a><span class="lineno"> 87</span> <span class="comment">// datacenter in city A or city B), logical relationships (only</span></div><div class="line"><a name="l00088"></a><span class="lineno"> 88</span> <span class="comment">// place machines in datacenter A if we have decided to build</span></div><div class="line"><a name="l00089"></a><span class="lineno"> 89</span> <span class="comment">// datacenter A) and approximate non-linear functions with piecewise</span></div><div class="line"><a name="l00090"></a><span class="lineno"> 90</span> <span class="comment">// linear functions (for example, the cost of machines as a function</span></div><div class="line"><a name="l00091"></a><span class="lineno"> 91</span> <span class="comment">// of how many machines are bought, or the latency of a server as a</span></div><div class="line"><a name="l00092"></a><span class="lineno"> 92</span> <span class="comment">// function of its load).</span></div><div class="line"><a name="l00093"></a><span class="lineno"> 93</span> <span class="comment">//</span></div><div class="line"><a name="l00094"></a><span class="lineno"> 94</span> <span class="comment">// -----------------------------------</span></div><div class="line"><a name="l00095"></a><span class="lineno"> 95</span> <span class="comment">//</span></div><div class="line"><a name="l00096"></a><span class="lineno"> 96</span> <span class="comment">// How to use the wrapper</span></div><div class="line"><a name="l00097"></a><span class="lineno"> 97</span> <span class="comment">//</span></div><div class="line"><a name="l00098"></a><span class="lineno"> 98</span> <span class="comment">// The user builds the model and solves it through the MPSolver class,</span></div><div class="line"><a name="l00099"></a><span class="lineno"> 99</span> <span class="comment">// then queries the solution through the MPSolver, MPVariable and</span></div><div class="line"><a name="l00100"></a><span class="lineno"> 100</span> <span class="comment">// MPConstraint classes. To be able to query a solution, you need the</span></div><div class="line"><a name="l00101"></a><span class="lineno"> 101</span> <span class="comment">// following:</span></div><div class="line"><a name="l00102"></a><span class="lineno"> 102</span> <span class="comment">// - A solution exists: MPSolver::Solve has been called and a solution</span></div><div class="line"><a name="l00103"></a><span class="lineno"> 103</span> <span class="comment">// has been found.</span></div><div class="line"><a name="l00104"></a><span class="lineno"> 104</span> <span class="comment">// - The model has not been modified since the last time</span></div><div class="line"><a name="l00105"></a><span class="lineno"> 105</span> <span class="comment">// MPSolver::Solve was called. Otherwise, the solution obtained</span></div><div class="line"><a name="l00106"></a><span class="lineno"> 106</span> <span class="comment">// before the model modification may not longer be feasible or</span></div><div class="line"><a name="l00107"></a><span class="lineno"> 107</span> <span class="comment">// optimal.</span></div><div class="line"><a name="l00108"></a><span class="lineno"> 108</span> <span class="comment">//</span></div><div class="line"><a name="l00109"></a><span class="lineno"> 109</span> <span class="comment">// @see ../examples/linear_programming.cc for a simple LP example.</span></div><div class="line"><a name="l00110"></a><span class="lineno"> 110</span> <span class="comment">//</span></div><div class="line"><a name="l00111"></a><span class="lineno"> 111</span> <span class="comment">// @see ../examples/integer_programming.cc for a simple MIP example.</span></div><div class="line"><a name="l00112"></a><span class="lineno"> 112</span> <span class="comment">//</span></div><div class="line"><a name="l00113"></a><span class="lineno"> 113</span> <span class="comment">// All methods cannot be called successfully in all cases. For</span></div><div class="line"><a name="l00114"></a><span class="lineno"> 114</span> <span class="comment">// example: you cannot query a solution when no solution exists, you</span></div><div class="line"><a name="l00115"></a><span class="lineno"> 115</span> <span class="comment">// cannot query a reduced cost value (which makes sense only on</span></div><div class="line"><a name="l00116"></a><span class="lineno"> 116</span> <span class="comment">// continuous problems) on a discrete problem. When a method is</span></div><div class="line"><a name="l00117"></a><span class="lineno"> 117</span> <span class="comment">// called in an unsuitable context, it aborts with a</span></div><div class="line"><a name="l00118"></a><span class="lineno"> 118</span> <span class="comment">// LOG(FATAL).</span></div><div class="line"><a name="l00119"></a><span class="lineno"> 119</span> <span class="comment">// TODO(user): handle failures gracefully.</span></div><div class="line"><a name="l00120"></a><span class="lineno"> 120</span> <span class="comment">//</span></div><div class="line"><a name="l00121"></a><span class="lineno"> 121</span> <span class="comment">// -----------------------------------</span></div><div class="line"><a name="l00122"></a><span class="lineno"> 122</span> <span class="comment">//</span></div><div class="line"><a name="l00123"></a><span class="lineno"> 123</span> <span class="comment">// For developers: How the wrapper works</span></div><div class="line"><a name="l00124"></a><span class="lineno"> 124</span> <span class="comment">//</span></div><div class="line"><a name="l00125"></a><span class="lineno"> 125</span> <span class="comment">// MPSolver stores a representation of the model (variables,</span></div><div class="line"><a name="l00126"></a><span class="lineno"> 126</span> <span class="comment">// constraints and objective) in its own data structures and a</span></div><div class="line"><a name="l00127"></a><span class="lineno"> 127</span> <span class="comment">// pointer to a MPSolverInterface that wraps the underlying solver</span></div><div class="line"><a name="l00128"></a><span class="lineno"> 128</span> <span class="comment">// (GLOP, CBC, CLP, GLPK, or SCIP) that does the actual work. The</span></div><div class="line"><a name="l00129"></a><span class="lineno"> 129</span> <span class="comment">// underlying solver also keeps a representation of the model in its</span></div><div class="line"><a name="l00130"></a><span class="lineno"> 130</span> <span class="comment">// own data structures. The model representations in MPSolver and in</span></div><div class="line"><a name="l00131"></a><span class="lineno"> 131</span> <span class="comment">// the underlying solver are kept in sync by the 'extraction'</span></div><div class="line"><a name="l00132"></a><span class="lineno"> 132</span> <span class="comment">// mechanism: synchronously for some changes and asynchronously</span></div><div class="line"><a name="l00133"></a><span class="lineno"> 133</span> <span class="comment">// (when MPSolver::Solve is called) for others. Synchronicity</span></div><div class="line"><a name="l00134"></a><span class="lineno"> 134</span> <span class="comment">// depends on the modification applied and on the underlying solver.</span></div><div class="line"><a name="l00135"></a><span class="lineno"> 135</span> </div><div class="line"><a name="l00136"></a><span class="lineno"> 136</span> <span class="preprocessor">#ifndef OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_H_</span></div><div class="line"><a name="l00137"></a><span class="lineno"> 137</span> <span class="preprocessor">#define OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_H_</span></div><div class="line"><a name="l00138"></a><span class="lineno"> 138</span> </div><div class="line"><a name="l00139"></a><span class="lineno"> 139</span> <span class="preprocessor">#include <functional></span></div><div class="line"><a name="l00140"></a><span class="lineno"> 140</span> <span class="preprocessor">#include <limits></span></div><div class="line"><a name="l00141"></a><span class="lineno"> 141</span> <span class="preprocessor">#include <map></span></div><div class="line"><a name="l00142"></a><span class="lineno"> 142</span> <span class="preprocessor">#include <memory></span></div><div class="line"><a name="l00143"></a><span class="lineno"> 143</span> <span class="preprocessor">#include <string></span></div><div class="line"><a name="l00144"></a><span class="lineno"> 144</span> <span class="preprocessor">#include <utility></span></div><div class="line"><a name="l00145"></a><span class="lineno"> 145</span> <span class="preprocessor">#include <vector></span></div><div class="line"><a name="l00146"></a><span class="lineno"> 146</span> </div><div class="line"><a name="l00147"></a><span class="lineno"> 147</span> <span class="preprocessor">#include "absl/container/flat_hash_map.h"</span></div><div class="line"><a name="l00148"></a><span class="lineno"> 148</span> <span class="preprocessor">#include "absl/strings/match.h"</span></div><div class="line"><a name="l00149"></a><span class="lineno"> 149</span> <span class="preprocessor">#include "absl/strings/str_format.h"</span></div><div class="line"><a name="l00150"></a><span class="lineno"> 150</span> <span class="preprocessor">#include "absl/types/optional.h"</span></div><div class="line"><a name="l00151"></a><span class="lineno"> 151</span> <span class="preprocessor">#include "ortools/base/commandlineflags.h"</span></div><div class="line"><a name="l00152"></a><span class="lineno"> 152</span> <span class="preprocessor">#include "ortools/base/integral_types.h"</span></div><div class="line"><a name="l00153"></a><span class="lineno"> 153</span> <span class="preprocessor">#include "ortools/base/logging.h"</span></div><div class="line"><a name="l00154"></a><span class="lineno"> 154</span> <span class="preprocessor">#include "ortools/base/macros.h"</span></div><div class="line"><a name="l00155"></a><span class="lineno"> 155</span> <span class="preprocessor">#include "ortools/base/status.h"</span></div><div class="line"><a name="l00156"></a><span class="lineno"> 156</span> <span class="preprocessor">#include "ortools/base/timer.h"</span></div><div class="line"><a name="l00157"></a><span class="lineno"> 157</span> <span class="preprocessor">#include "ortools/glop/parameters.pb.h"</span></div><div class="line"><a name="l00158"></a><span class="lineno"> 158</span> <span class="preprocessor">#include "ortools/linear_solver/linear_expr.h"</span></div><div class="line"><a name="l00159"></a><span class="lineno"> 159</span> <span class="preprocessor">#include "<a class="code" href="linear__solver_8pb_8h.html">ortools/linear_solver/linear_solver.pb.h</a>"</span></div><div class="line"><a name="l00160"></a><span class="lineno"> 160</span> <span class="preprocessor">#include "ortools/port/proto_utils.h"</span></div><div class="line"><a name="l00161"></a><span class="lineno"> 161</span> </div><div class="line"><a name="l00162"></a><span class="lineno"> 162</span> <span class="keyword">namespace </span><a class="code" href="namespaceoperations__research.html">operations_research</a> {</div><div class="line"><a name="l00163"></a><span class="lineno"> 163</span> </div><div class="line"><a name="l00164"></a><span class="lineno"> 164</span> constexpr <span class="keywordtype">double</span> kDefaultPrimalTolerance = 1e-07;</div><div class="line"><a name="l00165"></a><span class="lineno"> 165</span> </div><div class="line"><a name="l00166"></a><span class="lineno"> 166</span> <span class="keyword">class </span>MPConstraint;</div><div class="line"><a name="l00167"></a><span class="lineno"> 167</span> <span class="keyword">class </span>MPObjective;</div><div class="line"><a name="l00168"></a><span class="lineno"> 168</span> <span class="keyword">class </span>MPSolverInterface;</div><div class="line"><a name="l00169"></a><span class="lineno"> 169</span> <span class="keyword">class </span>MPSolverParameters;</div><div class="line"><a name="l00170"></a><span class="lineno"> 170</span> <span class="keyword">class </span>MPVariable;</div><div class="line"><a name="l00171"></a><span class="lineno"> 171</span> </div><div class="line"><a name="l00172"></a><span class="lineno"> 172</span> <span class="comment">// This mathematical programming (MP) solver class is the main class</span></div><div class="line"><a name="l00173"></a><span class="lineno"> 173</span> <span class="comment">// though which users build and solve problems.</span></div><div class="line"><a name="l00174"></a><span class="lineno"> 174</span> <span class="keyword">class </span>MPSolver {</div><div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  <span class="comment">// The type of problems (LP or MIP) that will be solved and the</span></div><div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  <span class="comment">// underlying solver (GLOP, GLPK, CLP, CBC or SCIP) that will solve them.</span></div><div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  <span class="comment">// This must remain consistent with MPModelRequest::OptimizationProblemType</span></div><div class="line"><a name="l00179"></a><span class="lineno"> 179</span>  <span class="comment">// (take particular care of the open-source version).</span></div><div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  <span class="keyword">enum</span> OptimizationProblemType {</div><div class="line"><a name="l00181"></a><span class="lineno"> 181</span> <span class="comment">// Linear programming problems.</span></div><div class="line"><a name="l00182"></a><span class="lineno"> 182</span> <span class="preprocessor">#ifdef USE_CLP</span></div><div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  CLP_LINEAR_PROGRAMMING = 0, <span class="comment">// Recommended default value.</span></div><div class="line"><a name="l00184"></a><span class="lineno"> 184</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00185"></a><span class="lineno"> 185</span> <span class="preprocessor">#ifdef USE_GLPK</span></div><div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  GLPK_LINEAR_PROGRAMMING = 1,</div><div class="line"><a name="l00187"></a><span class="lineno"> 187</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00188"></a><span class="lineno"> 188</span> <span class="preprocessor">#ifdef USE_GLOP</span></div><div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  GLOP_LINEAR_PROGRAMMING = 2,</div><div class="line"><a name="l00190"></a><span class="lineno"> 190</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00191"></a><span class="lineno"> 191</span> <span class="preprocessor">#ifdef USE_GUROBI</span></div><div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  GUROBI_LINEAR_PROGRAMMING = 6,</div><div class="line"><a name="l00193"></a><span class="lineno"> 193</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00194"></a><span class="lineno"> 194</span> <span class="preprocessor">#ifdef USE_CPLEX</span></div><div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  CPLEX_LINEAR_PROGRAMMING = 10,</div><div class="line"><a name="l00196"></a><span class="lineno"> 196</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00197"></a><span class="lineno"> 197</span> </div><div class="line"><a name="l00198"></a><span class="lineno"> 198</span> <span class="comment">// Integer programming problems.</span></div><div class="line"><a name="l00199"></a><span class="lineno"> 199</span> <span class="preprocessor">#ifdef USE_SCIP</span></div><div class="line"><a name="l00200"></a><span class="lineno"> 200</span>  SCIP_MIXED_INTEGER_PROGRAMMING = 3, <span class="comment">// Recommended default value.</span></div><div class="line"><a name="l00201"></a><span class="lineno"> 201</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00202"></a><span class="lineno"> 202</span> <span class="preprocessor">#ifdef USE_GLPK</span></div><div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  GLPK_MIXED_INTEGER_PROGRAMMING = 4,</div><div class="line"><a name="l00204"></a><span class="lineno"> 204</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00205"></a><span class="lineno"> 205</span> <span class="preprocessor">#ifdef USE_CBC</span></div><div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  CBC_MIXED_INTEGER_PROGRAMMING = 5,</div><div class="line"><a name="l00207"></a><span class="lineno"> 207</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00208"></a><span class="lineno"> 208</span> <span class="preprocessor">#if defined(USE_GUROBI)</span></div><div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  GUROBI_MIXED_INTEGER_PROGRAMMING = 7,</div><div class="line"><a name="l00210"></a><span class="lineno"> 210</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00211"></a><span class="lineno"> 211</span> <span class="preprocessor">#if defined(USE_CPLEX)</span></div><div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  CPLEX_MIXED_INTEGER_PROGRAMMING = 11,</div><div class="line"><a name="l00213"></a><span class="lineno"> 213</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00214"></a><span class="lineno"> 214</span> <span class="preprocessor">#if defined(USE_BOP)</span></div><div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  BOP_INTEGER_PROGRAMMING = 12,</div><div class="line"><a name="l00216"></a><span class="lineno"> 216</span> <span class="preprocessor">#endif</span></div><div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  };</div><div class="line"><a name="l00218"></a><span class="lineno"> 218</span> </div><div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  MPSolver(<span class="keyword">const</span> std::string& name, OptimizationProblemType problem_type);</div><div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  <span class="keyword">virtual</span> ~MPSolver();</div><div class="line"><a name="l00221"></a><span class="lineno"> 221</span> </div><div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  <span class="comment">// Whether the given problem type is supported (this will depend on the</span></div><div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  <span class="comment">// targets that you linked).</span></div><div class="line"><a name="l00224"></a><span class="lineno"> 224</span>  <span class="keyword">static</span> <span class="keywordtype">bool</span> SupportsProblemType(OptimizationProblemType problem_type);</div><div class="line"><a name="l00225"></a><span class="lineno"> 225</span> </div><div class="line"><a name="l00226"></a><span class="lineno"> 226</span>  <span class="comment">// Parses the name of the solver. Returns true if the solver type is</span></div><div class="line"><a name="l00227"></a><span class="lineno"> 227</span>  <span class="comment">// successfully parsed as one of the OptimizationProblemType.</span></div><div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  <span class="keyword">static</span> <span class="keywordtype">bool</span> ParseSolverType(absl::string_view solver,</div><div class="line"><a name="l00229"></a><span class="lineno"> 229</span>  OptimizationProblemType* type);</div><div class="line"><a name="l00230"></a><span class="lineno"> 230</span> </div><div class="line"><a name="l00231"></a><span class="lineno"> 231</span>  <span class="keywordtype">bool</span> IsMIP() <span class="keyword">const</span>;</div><div class="line"><a name="l00232"></a><span class="lineno"> 232</span> </div><div class="line"><a name="l00233"></a><span class="lineno"> 233</span>  <span class="keyword">const</span> std::string& Name()<span class="keyword"> const </span>{</div><div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  <span class="keywordflow">return</span> name_; <span class="comment">// Set at construction.</span></div><div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  }</div><div class="line"><a name="l00236"></a><span class="lineno"> 236</span> </div><div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  <span class="keyword">virtual</span> OptimizationProblemType ProblemType()<span class="keyword"> const </span>{</div><div class="line"><a name="l00238"></a><span class="lineno"> 238</span>  <span class="keywordflow">return</span> problem_type_; <span class="comment">// Set at construction.</span></div><div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  }</div><div class="line"><a name="l00240"></a><span class="lineno"> 240</span> </div><div class="line"><a name="l00241"></a><span class="lineno"> 241</span>  <span class="comment">// Clears the objective (including the optimization direction), all</span></div><div class="line"><a name="l00242"></a><span class="lineno"> 242</span>  <span class="comment">// variables and constraints. All the other properties of the MPSolver</span></div><div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  <span class="comment">// (like the time limit) are kept untouched.</span></div><div class="line"><a name="l00244"></a><span class="lineno"> 244</span>  <span class="keywordtype">void</span> Clear();</div><div class="line"><a name="l00245"></a><span class="lineno"> 245</span> </div><div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  <span class="comment">// ----- Variables ------</span></div><div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  <span class="comment">// Returns the number of variables.</span></div><div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  <span class="keywordtype">int</span> NumVariables()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> variables_.size(); }</div><div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  <span class="comment">// Returns the array of variables handled by the MPSolver.</span></div><div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  <span class="comment">// (They are listed in the order in which they were created.)</span></div><div class="line"><a name="l00251"></a><span class="lineno"> 251</span>  <span class="keyword">const</span> std::vector<MPVariable*>& variables()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> variables_; }</div><div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  <span class="comment">// Looks up a variable by name, and returns nullptr if it does not exist.</span></div><div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  <span class="comment">// The first call has a O(n) complexity, as the variable name index is lazily</span></div><div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  <span class="comment">// created upon first use. Will crash if variable names are not unique.</span></div><div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  MPVariable* LookupVariableOrNull(<span class="keyword">const</span> std::string& var_name) <span class="keyword">const</span>;</div><div class="line"><a name="l00256"></a><span class="lineno"> 256</span> </div><div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  <span class="comment">// Creates a variable with the given bounds, integrality requirement</span></div><div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  <span class="comment">// and name. Bounds can be finite or +/- MPSolver::infinity().</span></div><div class="line"><a name="l00259"></a><span class="lineno"> 259</span>  <span class="comment">// The MPSolver owns the variable (i.e. the returned pointer is borrowed).</span></div><div class="line"><a name="l00260"></a><span class="lineno"> 260</span>  <span class="comment">// Variable names are optional. If you give an empty name, name() will</span></div><div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  <span class="comment">// auto-generate one for you upon request.</span></div><div class="line"><a name="l00262"></a><span class="lineno"> 262</span> </div><div class="line"><a name="l00263"></a><span class="lineno"> 263</span>  MPVariable* MakeVar(<span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keywordtype">bool</span> integer,</div><div class="line"><a name="l00264"></a><span class="lineno"> 264</span>  <span class="keyword">const</span> std::string& name);</div><div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  <span class="comment">// Creates a continuous variable.</span></div><div class="line"><a name="l00266"></a><span class="lineno"> 266</span>  MPVariable* MakeNumVar(<span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keyword">const</span> std::string& name);</div><div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  <span class="comment">// Creates an integer variable.</span></div><div class="line"><a name="l00268"></a><span class="lineno"> 268</span>  MPVariable* MakeIntVar(<span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keyword">const</span> std::string& name);</div><div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  <span class="comment">// Creates a boolean variable.</span></div><div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  MPVariable* MakeBoolVar(<span class="keyword">const</span> std::string& name);</div><div class="line"><a name="l00271"></a><span class="lineno"> 271</span> </div><div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  <span class="comment">// Creates an array of variables. All variables created have the</span></div><div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  <span class="comment">// same bounds and integrality requirement. If nb <= 0, no variables are</span></div><div class="line"><a name="l00274"></a><span class="lineno"> 274</span>  <span class="comment">// created, the function crashes in non-opt mode.</span></div><div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  <span class="comment">// @param name the prefix of the variable names. Variables are named</span></div><div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  <span class="comment">// name0, name1, ...</span></div><div class="line"><a name="l00277"></a><span class="lineno"> 277</span>  <span class="keywordtype">void</span> MakeVarArray(<span class="keywordtype">int</span> nb, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keywordtype">bool</span> integer,</div><div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  <span class="keyword">const</span> std::string& name_prefix,</div><div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  std::vector<MPVariable*>* vars);</div><div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  <span class="comment">// Creates an array of continuous variables.</span></div><div class="line"><a name="l00281"></a><span class="lineno"> 281</span>  <span class="keywordtype">void</span> MakeNumVarArray(<span class="keywordtype">int</span> nb, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keyword">const</span> std::string& name,</div><div class="line"><a name="l00282"></a><span class="lineno"> 282</span>  std::vector<MPVariable*>* vars);</div><div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  <span class="comment">// Creates an array of integer variables.</span></div><div class="line"><a name="l00284"></a><span class="lineno"> 284</span>  <span class="keywordtype">void</span> MakeIntVarArray(<span class="keywordtype">int</span> nb, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keyword">const</span> std::string& name,</div><div class="line"><a name="l00285"></a><span class="lineno"> 285</span>  std::vector<MPVariable*>* vars);</div><div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  <span class="comment">// Creates an array of boolean variables.</span></div><div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  <span class="keywordtype">void</span> MakeBoolVarArray(<span class="keywordtype">int</span> nb, <span class="keyword">const</span> std::string& name,</div><div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  std::vector<MPVariable*>* vars);</div><div class="line"><a name="l00289"></a><span class="lineno"> 289</span> </div><div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  <span class="comment">// ----- Constraints -----</span></div><div class="line"><a name="l00291"></a><span class="lineno"> 291</span>  <span class="comment">// Returns the number of constraints.</span></div><div class="line"><a name="l00292"></a><span class="lineno"> 292</span>  <span class="keywordtype">int</span> NumConstraints()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> constraints_.size(); }</div><div class="line"><a name="l00293"></a><span class="lineno"> 293</span>  <span class="comment">// Returns the array of constraints handled by the MPSolver.</span></div><div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  <span class="comment">// (They are listed in the order in which they were created.)</span></div><div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  <span class="keyword">const</span> std::vector<MPConstraint*>& constraints()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> constraints_; }</div><div class="line"><a name="l00296"></a><span class="lineno"> 296</span> </div><div class="line"><a name="l00297"></a><span class="lineno"> 297</span>  <span class="comment">// Looks up a constraint by name, and returns nullptr if it does not exist.</span></div><div class="line"><a name="l00298"></a><span class="lineno"> 298</span>  <span class="comment">// The first call has a O(n) complexity, as the constraint name index is</span></div><div class="line"><a name="l00299"></a><span class="lineno"> 299</span>  <span class="comment">// lazily created upon first use. Will crash if constraint names are not</span></div><div class="line"><a name="l00300"></a><span class="lineno"> 300</span>  <span class="comment">// unique.</span></div><div class="line"><a name="l00301"></a><span class="lineno"> 301</span>  MPConstraint* LookupConstraintOrNull(</div><div class="line"><a name="l00302"></a><span class="lineno"> 302</span>  <span class="keyword">const</span> std::string& constraint_name) <span class="keyword">const</span>;</div><div class="line"><a name="l00303"></a><span class="lineno"> 303</span> </div><div class="line"><a name="l00304"></a><span class="lineno"> 304</span>  <span class="comment">// Creates a linear constraint with given bounds. Bounds can be</span></div><div class="line"><a name="l00305"></a><span class="lineno"> 305</span>  <span class="comment">// finite or +/- MPSolver::infinity(). The MPSolver class assumes</span></div><div class="line"><a name="l00306"></a><span class="lineno"> 306</span>  <span class="comment">// ownership of the constraint.</span></div><div class="line"><a name="l00307"></a><span class="lineno"> 307</span>  <span class="comment">// @return a pointer to the newly created constraint.</span></div><div class="line"><a name="l00308"></a><span class="lineno"> 308</span>  MPConstraint* MakeRowConstraint(<span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub);</div><div class="line"><a name="l00309"></a><span class="lineno"> 309</span>  <span class="comment">// Creates a constraint with -infinity and +infinity bounds.</span></div><div class="line"><a name="l00310"></a><span class="lineno"> 310</span>  MPConstraint* MakeRowConstraint();</div><div class="line"><a name="l00311"></a><span class="lineno"> 311</span>  <span class="comment">// Creates a named constraint with given bounds.</span></div><div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  MPConstraint* MakeRowConstraint(<span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub,</div><div class="line"><a name="l00313"></a><span class="lineno"> 313</span>  <span class="keyword">const</span> std::string& name);</div><div class="line"><a name="l00314"></a><span class="lineno"> 314</span>  <span class="comment">// Creates a named constraint with -infinity and +infinity bounds.</span></div><div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  MPConstraint* MakeRowConstraint(<span class="keyword">const</span> std::string& name);</div><div class="line"><a name="l00316"></a><span class="lineno"> 316</span> </div><div class="line"><a name="l00317"></a><span class="lineno"> 317</span>  <span class="comment">// Creates a constraint owned by MPSolver enforcing:</span></div><div class="line"><a name="l00318"></a><span class="lineno"> 318</span>  <span class="comment">// range.lower_bound() <= range.linear_expr() <= range.upper_bound()</span></div><div class="line"><a name="l00319"></a><span class="lineno"> 319</span>  MPConstraint* MakeRowConstraint(<span class="keyword">const</span> LinearRange& range);</div><div class="line"><a name="l00320"></a><span class="lineno"> 320</span>  <span class="comment">// As above, but also names the constraint.</span></div><div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  MPConstraint* MakeRowConstraint(<span class="keyword">const</span> LinearRange& range,</div><div class="line"><a name="l00322"></a><span class="lineno"> 322</span>  <span class="keyword">const</span> std::string& name);</div><div class="line"><a name="l00323"></a><span class="lineno"> 323</span> </div><div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  <span class="comment">// ----- Objective -----</span></div><div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  <span class="comment">// Note that the objective is owned by the solver, and is initialized to</span></div><div class="line"><a name="l00326"></a><span class="lineno"> 326</span>  <span class="comment">// its default value (see the MPObjective class below) at construction.</span></div><div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  <span class="keyword">const</span> MPObjective& Objective()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> *objective_; }</div><div class="line"><a name="l00328"></a><span class="lineno"> 328</span>  MPObjective* MutableObjective() { <span class="keywordflow">return</span> objective_.get(); }</div><div class="line"><a name="l00329"></a><span class="lineno"> 329</span> </div><div class="line"><a name="l00330"></a><span class="lineno"> 330</span>  <span class="comment">// ----- Solve -----</span></div><div class="line"><a name="l00331"></a><span class="lineno"> 331</span> </div><div class="line"><a name="l00332"></a><span class="lineno"> 332</span>  <span class="comment">// The status of solving the problem. The straightforward translation to</span></div><div class="line"><a name="l00333"></a><span class="lineno"> 333</span>  <span class="comment">// homonymous enum values of MPSolverResponseStatus</span></div><div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  <span class="comment">// (see ./linear_solver.proto) is guaranteed by ./enum_consistency_test.cc,</span></div><div class="line"><a name="l00335"></a><span class="lineno"> 335</span>  <span class="comment">// you may rely on it.</span></div><div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  <span class="keyword">enum</span> ResultStatus {</div><div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  OPTIMAL, <span class="comment">// optimal.</span></div><div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  FEASIBLE, <span class="comment">// feasible, or stopped by limit.</span></div><div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  INFEASIBLE, <span class="comment">// proven infeasible.</span></div><div class="line"><a name="l00340"></a><span class="lineno"> 340</span>  UNBOUNDED, <span class="comment">// proven unbounded.</span></div><div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  ABNORMAL, <span class="comment">// abnormal, i.e., error of some kind.</span></div><div class="line"><a name="l00342"></a><span class="lineno"> 342</span>  MODEL_INVALID, <span class="comment">// the model is trivially invalid (NaN coefficients, etc).</span></div><div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  NOT_SOLVED = 6 <span class="comment">// not been solved yet.</span></div><div class="line"><a name="l00344"></a><span class="lineno"> 344</span>  };</div><div class="line"><a name="l00345"></a><span class="lineno"> 345</span> </div><div class="line"><a name="l00346"></a><span class="lineno"> 346</span>  <span class="comment">// Solves the problem using default parameter values.</span></div><div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  ResultStatus Solve();</div><div class="line"><a name="l00348"></a><span class="lineno"> 348</span>  <span class="comment">// Solves the problem using the specified parameter values.</span></div><div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  ResultStatus Solve(<span class="keyword">const</span> MPSolverParameters& param);</div><div class="line"><a name="l00350"></a><span class="lineno"> 350</span> </div><div class="line"><a name="l00351"></a><span class="lineno"> 351</span>  <span class="comment">// Writes the model using the solver internal write function. Currently only</span></div><div class="line"><a name="l00352"></a><span class="lineno"> 352</span>  <span class="comment">// available for Gurobi.</span></div><div class="line"><a name="l00353"></a><span class="lineno"> 353</span>  <span class="keywordtype">void</span> Write(<span class="keyword">const</span> std::string& file_name);</div><div class="line"><a name="l00354"></a><span class="lineno"> 354</span> </div><div class="line"><a name="l00355"></a><span class="lineno"> 355</span>  <span class="comment">// Advanced usage: compute the "activities" of all constraints, which are the</span></div><div class="line"><a name="l00356"></a><span class="lineno"> 356</span>  <span class="comment">// sums of their linear terms. The activities are returned in the same order</span></div><div class="line"><a name="l00357"></a><span class="lineno"> 357</span>  <span class="comment">// as constraints(), which is the order in which constraints were added; but</span></div><div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  <span class="comment">// you can also use MPConstraint::index() to get a constraint's index.</span></div><div class="line"><a name="l00359"></a><span class="lineno"> 359</span>  std::vector<double> ComputeConstraintActivities() <span class="keyword">const</span>;</div><div class="line"><a name="l00360"></a><span class="lineno"> 360</span> </div><div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  <span class="comment">// Advanced usage:</span></div><div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  <span class="comment">// Verifies the *correctness* of the solution: all variables must be within</span></div><div class="line"><a name="l00363"></a><span class="lineno"> 363</span>  <span class="comment">// their domains, all constraints must be satisfied, and the reported</span></div><div class="line"><a name="l00364"></a><span class="lineno"> 364</span>  <span class="comment">// objective value must be accurate.</span></div><div class="line"><a name="l00365"></a><span class="lineno"> 365</span>  <span class="comment">// Usage:</span></div><div class="line"><a name="l00366"></a><span class="lineno"> 366</span>  <span class="comment">// - This can only be called after Solve() was called.</span></div><div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  <span class="comment">// - "tolerance" is interpreted as an absolute error threshold.</span></div><div class="line"><a name="l00368"></a><span class="lineno"> 368</span>  <span class="comment">// - For the objective value only, if the absolute error is too large,</span></div><div class="line"><a name="l00369"></a><span class="lineno"> 369</span>  <span class="comment">// the tolerance is interpreted as a relative error threshold instead.</span></div><div class="line"><a name="l00370"></a><span class="lineno"> 370</span>  <span class="comment">// - If "log_errors" is true, every single violation will be logged.</span></div><div class="line"><a name="l00371"></a><span class="lineno"> 371</span>  <span class="comment">// - If "tolerance" is negative, it will be set to infinity().</span></div><div class="line"><a name="l00372"></a><span class="lineno"> 372</span>  <span class="comment">//</span></div><div class="line"><a name="l00373"></a><span class="lineno"> 373</span>  <span class="comment">// Most users should just set the --verify_solution flag and not bother</span></div><div class="line"><a name="l00374"></a><span class="lineno"> 374</span>  <span class="comment">// using this method directly.</span></div><div class="line"><a name="l00375"></a><span class="lineno"> 375</span>  <span class="keywordtype">bool</span> VerifySolution(<span class="keywordtype">double</span> tolerance, <span class="keywordtype">bool</span> log_errors) <span class="keyword">const</span>;</div><div class="line"><a name="l00376"></a><span class="lineno"> 376</span> </div><div class="line"><a name="l00377"></a><span class="lineno"> 377</span>  <span class="comment">// Advanced usage: resets extracted model to solve from scratch. This won't</span></div><div class="line"><a name="l00378"></a><span class="lineno"> 378</span>  <span class="comment">// reset the parameters that were set with</span></div><div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  <span class="comment">// SetSolverSpecificParametersAsString() or set_time_limit() or even clear the</span></div><div class="line"><a name="l00380"></a><span class="lineno"> 380</span>  <span class="comment">// linear program. It will just make sure that next Solve() will be as if</span></div><div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  <span class="comment">// everything was reconstructed from scratch.</span></div><div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  <span class="keywordtype">void</span> Reset();</div><div class="line"><a name="l00383"></a><span class="lineno"> 383</span> </div><div class="line"><a name="l00384"></a><span class="lineno"> 384</span>  <span class="comment">// Interrupts the Solve() execution to terminate processing early if possible.</span></div><div class="line"><a name="l00385"></a><span class="lineno"> 385</span>  <span class="comment">// If the underlying interface supports interruption; it does that and returns</span></div><div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  <span class="comment">// true regardless of whether there's an ongoing Solve() or not. The Solve()</span></div><div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  <span class="comment">// call may still linger for a while depending on the conditions. If</span></div><div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  <span class="comment">// interruption is not supported; returns false and does nothing.</span></div><div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  <span class="keywordtype">bool</span> InterruptSolve();</div><div class="line"><a name="l00390"></a><span class="lineno"> 390</span> </div><div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  <span class="comment">// ----- Methods using protocol buffers -----</span></div><div class="line"><a name="l00392"></a><span class="lineno"> 392</span> </div><div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  <span class="comment">// Loads model from protocol buffer. Returns MPSOLVER_MODEL_IS_VALID if the</span></div><div class="line"><a name="l00394"></a><span class="lineno"> 394</span>  <span class="comment">// model is valid, and another status otherwise (currently only</span></div><div class="line"><a name="l00395"></a><span class="lineno"> 395</span>  <span class="comment">// MPSOLVER_MODEL_INVALID and MPSOLVER_INFEASIBLE). If the model isn't</span></div><div class="line"><a name="l00396"></a><span class="lineno"> 396</span>  <span class="comment">// valid, populates "error_message".</span></div><div class="line"><a name="l00397"></a><span class="lineno"> 397</span>  <a class="code" href="namespaceoperations__research.html#a8cc975b7db5017319901da0f63a114aa">MPSolverResponseStatus</a> LoadModelFromProto(<span class="keyword">const</span> MPModelProto& input_model,</div><div class="line"><a name="l00398"></a><span class="lineno"> 398</span>  std::string* error_message);</div><div class="line"><a name="l00399"></a><span class="lineno"> 399</span>  <span class="comment">// The same as above, except that the loading keeps original variable and</span></div><div class="line"><a name="l00400"></a><span class="lineno"> 400</span>  <span class="comment">// constraint names. Caller should make sure that all variable names and</span></div><div class="line"><a name="l00401"></a><span class="lineno"> 401</span>  <span class="comment">// constraint names are unique, respectively.</span></div><div class="line"><a name="l00402"></a><span class="lineno"> 402</span>  <a class="code" href="namespaceoperations__research.html#a8cc975b7db5017319901da0f63a114aa">MPSolverResponseStatus</a> LoadModelFromProtoWithUniqueNamesOrDie(</div><div class="line"><a name="l00403"></a><span class="lineno"> 403</span>  <span class="keyword">const</span> MPModelProto& input_model, std::string* error_message);</div><div class="line"><a name="l00404"></a><span class="lineno"> 404</span> </div><div class="line"><a name="l00405"></a><span class="lineno"> 405</span>  <span class="comment">// Encodes the current solution in a solution response protocol buffer.</span></div><div class="line"><a name="l00406"></a><span class="lineno"> 406</span> </div><div class="line"><a name="l00407"></a><span class="lineno"> 407</span>  <span class="keywordtype">void</span> FillSolutionResponseProto(MPSolutionResponse* response) <span class="keyword">const</span>;</div><div class="line"><a name="l00408"></a><span class="lineno"> 408</span> </div><div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  <span class="comment">// Solves the model encoded by a MPModelRequest protocol buffer and</span></div><div class="line"><a name="l00410"></a><span class="lineno"> 410</span>  <span class="comment">// fills the solution encoded as a MPSolutionResponse.</span></div><div class="line"><a name="l00411"></a><span class="lineno"> 411</span>  <span class="comment">// Note(user): This creates a temporary MPSolver and destroys it at the</span></div><div class="line"><a name="l00412"></a><span class="lineno"> 412</span>  <span class="comment">// end. If you want to keep the MPSolver alive (for debugging, or for</span></div><div class="line"><a name="l00413"></a><span class="lineno"> 413</span>  <span class="comment">// incremental solving), you should write another version of this function</span></div><div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  <span class="comment">// that creates the MPSolver object on the heap and returns it.</span></div><div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  <span class="comment">//</span></div><div class="line"><a name="l00416"></a><span class="lineno"> 416</span>  <span class="comment">// TODO(user): populate an error message in the response.</span></div><div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  <span class="keyword">static</span> <span class="keywordtype">void</span> SolveWithProto(<span class="keyword">const</span> MPModelRequest& model_request,</div><div class="line"><a name="l00418"></a><span class="lineno"> 418</span>  MPSolutionResponse* response);</div><div class="line"><a name="l00419"></a><span class="lineno"> 419</span> </div><div class="line"><a name="l00420"></a><span class="lineno"> 420</span>  <span class="comment">// Exports model to protocol buffer.</span></div><div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  <span class="keywordtype">void</span> ExportModelToProto(MPModelProto* output_model) <span class="keyword">const</span>;</div><div class="line"><a name="l00422"></a><span class="lineno"> 422</span> </div><div class="line"><a name="l00423"></a><span class="lineno"> 423</span>  <span class="comment">// Load a solution encoded in a protocol buffer onto this solver for easy</span></div><div class="line"><a name="l00424"></a><span class="lineno"> 424</span>  <span class="comment">// access via the MPSolver interface.</span></div><div class="line"><a name="l00425"></a><span class="lineno"> 425</span>  <span class="comment">//</span></div><div class="line"><a name="l00426"></a><span class="lineno"> 426</span>  <span class="comment">// IMPORTANT: This may only be used in conjunction with ExportModel(),</span></div><div class="line"><a name="l00427"></a><span class="lineno"> 427</span>  <span class="comment">// following this example:</span></div><div class="line"><a name="l00428"></a><span class="lineno"> 428</span>  <span class="comment">// MPSolver my_solver;</span></div><div class="line"><a name="l00429"></a><span class="lineno"> 429</span>  <span class="comment">// ... add variables and constraints ...</span></div><div class="line"><a name="l00430"></a><span class="lineno"> 430</span>  <span class="comment">// MPModelProto model_proto;</span></div><div class="line"><a name="l00431"></a><span class="lineno"> 431</span>  <span class="comment">// my_solver.ExportModelToProto(&model_proto);</span></div><div class="line"><a name="l00432"></a><span class="lineno"> 432</span>  <span class="comment">// MPSolutionResponse solver_response;</span></div><div class="line"><a name="l00433"></a><span class="lineno"> 433</span>  <span class="comment">// // This can be replaced by a stubby call to the linear solver server.</span></div><div class="line"><a name="l00434"></a><span class="lineno"> 434</span>  <span class="comment">// MPSolver::SolveWithProto(model_proto, &solver_response);</span></div><div class="line"><a name="l00435"></a><span class="lineno"> 435</span>  <span class="comment">// if (solver_response.result_status() == MPSolutionResponse::OPTIMAL) {</span></div><div class="line"><a name="l00436"></a><span class="lineno"> 436</span>  <span class="comment">// CHECK_OK(my_solver.LoadSolutionFromProto(solver_response));</span></div><div class="line"><a name="l00437"></a><span class="lineno"> 437</span>  <span class="comment">// ... inspect the solution using the usual API: solution_value(), etc...</span></div><div class="line"><a name="l00438"></a><span class="lineno"> 438</span>  <span class="comment">// }</span></div><div class="line"><a name="l00439"></a><span class="lineno"> 439</span>  <span class="comment">//</span></div><div class="line"><a name="l00440"></a><span class="lineno"> 440</span>  <span class="comment">// This allows users of the pythonic API to conveniently communicate with</span></div><div class="line"><a name="l00441"></a><span class="lineno"> 441</span>  <span class="comment">// a linear solver stubby server, via the MPSolver object as a proxy.</span></div><div class="line"><a name="l00442"></a><span class="lineno"> 442</span>  <span class="comment">// See /.linear_solver_server_integration_test.py.</span></div><div class="line"><a name="l00443"></a><span class="lineno"> 443</span>  <span class="comment">//</span></div><div class="line"><a name="l00444"></a><span class="lineno"> 444</span>  <span class="comment">// The response must be in OPTIMAL or FEASIBLE status.</span></div><div class="line"><a name="l00445"></a><span class="lineno"> 445</span>  <span class="comment">// Returns a non-OK status if a problem arised (typically, if it wasn't used</span></div><div class="line"><a name="l00446"></a><span class="lineno"> 446</span>  <span class="comment">// like it should be):</span></div><div class="line"><a name="l00447"></a><span class="lineno"> 447</span>  <span class="comment">// - loading a solution whose variables don't correspond to the solver's</span></div><div class="line"><a name="l00448"></a><span class="lineno"> 448</span>  <span class="comment">// current variables</span></div><div class="line"><a name="l00449"></a><span class="lineno"> 449</span>  <span class="comment">// - loading a solution with a status other than OPTIMAL / FEASIBLE.</span></div><div class="line"><a name="l00450"></a><span class="lineno"> 450</span>  <span class="comment">// Note: the objective value isnn't checked. You can use VerifySolution()</span></div><div class="line"><a name="l00451"></a><span class="lineno"> 451</span>  <span class="comment">// for that.</span></div><div class="line"><a name="l00452"></a><span class="lineno"> 452</span>  <span class="comment">// TODO(b/116117536) split this into two separate functions: Load...() without</span></div><div class="line"><a name="l00453"></a><span class="lineno"> 453</span>  <span class="comment">// checking for tolerance and SolutionIsFeasibleWithTolerance().</span></div><div class="line"><a name="l00454"></a><span class="lineno"> 454</span>  util::Status LoadSolutionFromProto(</div><div class="line"><a name="l00455"></a><span class="lineno"> 455</span>  <span class="keyword">const</span> MPSolutionResponse& response,</div><div class="line"><a name="l00456"></a><span class="lineno"> 456</span>  <span class="keywordtype">double</span> tolerance = kDefaultPrimalTolerance);</div><div class="line"><a name="l00457"></a><span class="lineno"> 457</span> </div><div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  <span class="comment">// Resets values of out of bound variables to the corresponding bound</span></div><div class="line"><a name="l00459"></a><span class="lineno"> 459</span>  <span class="comment">// and returns an error if any of the variables have NaN value.</span></div><div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  util::Status ClampSolutionWithinBounds();</div><div class="line"><a name="l00461"></a><span class="lineno"> 461</span> </div><div class="line"><a name="l00462"></a><span class="lineno"> 462</span>  <span class="comment">// ----- Export model to files or strings -----</span></div><div class="line"><a name="l00463"></a><span class="lineno"> 463</span>  <span class="comment">// Shortcuts to the homonymous MPModelProtoExporter methods, via</span></div><div class="line"><a name="l00464"></a><span class="lineno"> 464</span>  <span class="comment">// exporting to a MPModelProto with ExportModelToProto() (see above).</span></div><div class="line"><a name="l00465"></a><span class="lineno"> 465</span>  <span class="comment">//</span></div><div class="line"><a name="l00466"></a><span class="lineno"> 466</span>  <span class="comment">// Produces empty std::string on portable platforms (e.g. android, ios).</span></div><div class="line"><a name="l00467"></a><span class="lineno"> 467</span>  <span class="keywordtype">bool</span> <a class="code" href="namespaceoperations__research.html#a689d3552f87e89456c0c9a43847c964a">ExportModelAsLpFormat</a>(<span class="keywordtype">bool</span> obfuscate, std::string* model_str) <span class="keyword">const</span>;</div><div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  <span class="keywordtype">bool</span> <a class="code" href="namespaceoperations__research.html#aef684073daca7460490db8d881f886e0">ExportModelAsMpsFormat</a>(<span class="keywordtype">bool</span> fixed_format, <span class="keywordtype">bool</span> obfuscate,</div><div class="line"><a name="l00469"></a><span class="lineno"> 469</span>  std::string* model_str) <span class="keyword">const</span>;</div><div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  <span class="comment">// ----- Misc -----</span></div><div class="line"><a name="l00471"></a><span class="lineno"> 471</span> </div><div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  <span class="comment">// Sets the number of threads to use by the underlying solver. Returns</span></div><div class="line"><a name="l00473"></a><span class="lineno"> 473</span>  <span class="comment">// OkStatus if the operation was successful. num_threads must be equal</span></div><div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  <span class="comment">// to or greater than 1. Note that the behaviour of this call depends on</span></div><div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  <span class="comment">// the underlying solver. E.g., it may set the exact number of threads or</span></div><div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  <span class="comment">// the max number of threads (check the solver's interface implementation</span></div><div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  <span class="comment">// for details). Also, some solvers may not (yet) support this function,</span></div><div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  <span class="comment">// but still enable multi-threading via SetSolverSpecificParametersAsString().</span></div><div class="line"><a name="l00479"></a><span class="lineno"> 479</span>  util::Status SetNumThreads(<span class="keywordtype">int</span> num_threads);</div><div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  <span class="keywordtype">int</span> GetNumThreads()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> num_threads_; }</div><div class="line"><a name="l00481"></a><span class="lineno"> 481</span> </div><div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  <span class="comment">// Advanced usage: pass solver specific parameters in text format. The format</span></div><div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  <span class="comment">// is solver-specific and is the same as the corresponding solver</span></div><div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  <span class="comment">// configuration file format. Returns true if the operation was successful.</span></div><div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  <span class="comment">//</span></div><div class="line"><a name="l00486"></a><span class="lineno"> 486</span>  <span class="comment">// TODO(user): Currently SCIP will always return true even if the format is</span></div><div class="line"><a name="l00487"></a><span class="lineno"> 487</span>  <span class="comment">// wrong (you can check the log if you suspect an issue there). This seems to</span></div><div class="line"><a name="l00488"></a><span class="lineno"> 488</span>  <span class="comment">// be a bug in SCIP though.</span></div><div class="line"><a name="l00489"></a><span class="lineno"> 489</span>  <span class="keywordtype">bool</span> SetSolverSpecificParametersAsString(<span class="keyword">const</span> std::string& parameters);</div><div class="line"><a name="l00490"></a><span class="lineno"> 490</span>  std::string GetSolverSpecificParametersAsString()<span class="keyword"> const </span>{</div><div class="line"><a name="l00491"></a><span class="lineno"> 491</span>  <span class="keywordflow">return</span> solver_specific_parameter_string_;</div><div class="line"><a name="l00492"></a><span class="lineno"> 492</span>  }</div><div class="line"><a name="l00493"></a><span class="lineno"> 493</span> </div><div class="line"><a name="l00494"></a><span class="lineno"> 494</span>  <span class="comment">// Set a hint for solution.</span></div><div class="line"><a name="l00495"></a><span class="lineno"> 495</span>  <span class="comment">//</span></div><div class="line"><a name="l00496"></a><span class="lineno"> 496</span>  <span class="comment">// If a feasible or almost-feasible solution to the problem is already known,</span></div><div class="line"><a name="l00497"></a><span class="lineno"> 497</span>  <span class="comment">// it may be helpful to pass it to the solver so that it can be used. A solver</span></div><div class="line"><a name="l00498"></a><span class="lineno"> 498</span>  <span class="comment">// that supports this feature will try to use this information to create its</span></div><div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  <span class="comment">// initial feasible solution.</span></div><div class="line"><a name="l00500"></a><span class="lineno"> 500</span>  <span class="comment">//</span></div><div class="line"><a name="l00501"></a><span class="lineno"> 501</span>  <span class="comment">// Note that it may not always be faster to give a hint like this to the</span></div><div class="line"><a name="l00502"></a><span class="lineno"> 502</span>  <span class="comment">// solver. There is also no guarantee that the solver will use this hint or</span></div><div class="line"><a name="l00503"></a><span class="lineno"> 503</span>  <span class="comment">// try to return a solution "close" to this assignment in case of multiple</span></div><div class="line"><a name="l00504"></a><span class="lineno"> 504</span>  <span class="comment">// optimal solutions.</span></div><div class="line"><a name="l00505"></a><span class="lineno"> 505</span>  <span class="comment">//</span></div><div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  <span class="keywordtype">void</span> SetHint(std::vector<std::pair<const MPVariable*, double> > hint);</div><div class="line"><a name="l00507"></a><span class="lineno"> 507</span> </div><div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  <span class="comment">// Advanced usage: possible basis status values for a variable and the</span></div><div class="line"><a name="l00509"></a><span class="lineno"> 509</span>  <span class="comment">// slack variable of a linear constraint.</span></div><div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  <span class="keyword">enum</span> BasisStatus {</div><div class="line"><a name="l00511"></a><span class="lineno"> 511</span>  FREE = 0,</div><div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  AT_LOWER_BOUND,</div><div class="line"><a name="l00513"></a><span class="lineno"> 513</span>  AT_UPPER_BOUND,</div><div class="line"><a name="l00514"></a><span class="lineno"> 514</span>  FIXED_VALUE,</div><div class="line"><a name="l00515"></a><span class="lineno"> 515</span>  BASIC</div><div class="line"><a name="l00516"></a><span class="lineno"> 516</span>  };</div><div class="line"><a name="l00517"></a><span class="lineno"> 517</span> </div><div class="line"><a name="l00518"></a><span class="lineno"> 518</span>  <span class="comment">// Advanced usage: Incrementality. This function takes a starting basis to be</span></div><div class="line"><a name="l00519"></a><span class="lineno"> 519</span>  <span class="comment">// used in the next LP Solve() call. The statuses of a current solution can be</span></div><div class="line"><a name="l00520"></a><span class="lineno"> 520</span>  <span class="comment">// retrieved via the basis_status() function of a MPVariable or a</span></div><div class="line"><a name="l00521"></a><span class="lineno"> 521</span>  <span class="comment">// MPConstraint.</span></div><div class="line"><a name="l00522"></a><span class="lineno"> 522</span>  <span class="comment">//</span></div><div class="line"><a name="l00523"></a><span class="lineno"> 523</span>  <span class="comment">// WARNING: With Glop, you should disable presolve when using this because</span></div><div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  <span class="comment">// this information will not be modified in sync with the presolve and will</span></div><div class="line"><a name="l00525"></a><span class="lineno"> 525</span>  <span class="comment">// likely not mean much on the presolved problem.</span></div><div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  <span class="keywordtype">void</span> SetStartingLpBasis(</div><div class="line"><a name="l00527"></a><span class="lineno"> 527</span>  <span class="keyword">const</span> std::vector<MPSolver::BasisStatus>& variable_statuses,</div><div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  <span class="keyword">const</span> std::vector<MPSolver::BasisStatus>& constraint_statuses);</div><div class="line"><a name="l00529"></a><span class="lineno"> 529</span> </div><div class="line"><a name="l00530"></a><span class="lineno"> 530</span>  <span class="comment">// Infinity. You can use -MPSolver::infinity() for negative infinity.</span></div><div class="line"><a name="l00531"></a><span class="lineno"> 531</span>  <span class="keyword">static</span> <span class="keywordtype">double</span> infinity() { <span class="keywordflow">return</span> std::numeric_limits<double>::infinity(); }</div><div class="line"><a name="l00532"></a><span class="lineno"> 532</span> </div><div class="line"><a name="l00533"></a><span class="lineno"> 533</span>  <span class="comment">// Controls (or queries) the amount of output produced by the underlying</span></div><div class="line"><a name="l00534"></a><span class="lineno"> 534</span>  <span class="comment">// solver. The output can surface to LOGs, or to stdout or stderr, depending</span></div><div class="line"><a name="l00535"></a><span class="lineno"> 535</span>  <span class="comment">// on the implementation. The amount of output will greatly vary with each</span></div><div class="line"><a name="l00536"></a><span class="lineno"> 536</span>  <span class="comment">// implementation and each problem.</span></div><div class="line"><a name="l00537"></a><span class="lineno"> 537</span>  <span class="comment">//</span></div><div class="line"><a name="l00538"></a><span class="lineno"> 538</span>  <span class="comment">// Output is suppressed by default.</span></div><div class="line"><a name="l00539"></a><span class="lineno"> 539</span>  <span class="keywordtype">bool</span> OutputIsEnabled() <span class="keyword">const</span>;</div><div class="line"><a name="l00540"></a><span class="lineno"> 540</span>  <span class="keywordtype">void</span> EnableOutput();</div><div class="line"><a name="l00541"></a><span class="lineno"> 541</span>  <span class="keywordtype">void</span> SuppressOutput();</div><div class="line"><a name="l00542"></a><span class="lineno"> 542</span> </div><div class="line"><a name="l00543"></a><span class="lineno"> 543</span>  absl::Duration TimeLimit()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> time_limit_; }</div><div class="line"><a name="l00544"></a><span class="lineno"> 544</span>  <span class="keywordtype">void</span> SetTimeLimit(absl::Duration time_limit) {</div><div class="line"><a name="l00545"></a><span class="lineno"> 545</span>  DCHECK_GE(time_limit, absl::ZeroDuration());</div><div class="line"><a name="l00546"></a><span class="lineno"> 546</span>  time_limit_ = time_limit;</div><div class="line"><a name="l00547"></a><span class="lineno"> 547</span>  }</div><div class="line"><a name="l00548"></a><span class="lineno"> 548</span> </div><div class="line"><a name="l00549"></a><span class="lineno"> 549</span>  absl::Duration DurationSinceConstruction()<span class="keyword"> const </span>{</div><div class="line"><a name="l00550"></a><span class="lineno"> 550</span>  <span class="keywordflow">return</span> absl::Now() - construction_time_;</div><div class="line"><a name="l00551"></a><span class="lineno"> 551</span>  }</div><div class="line"><a name="l00552"></a><span class="lineno"> 552</span> </div><div class="line"><a name="l00553"></a><span class="lineno"> 553</span>  <span class="comment">// Returns the number of simplex iterations.</span></div><div class="line"><a name="l00554"></a><span class="lineno"> 554</span>  int64 iterations() <span class="keyword">const</span>;</div><div class="line"><a name="l00555"></a><span class="lineno"> 555</span> </div><div class="line"><a name="l00556"></a><span class="lineno"> 556</span>  <span class="comment">// Returns the number of branch-and-bound nodes evaluated during the solve.</span></div><div class="line"><a name="l00557"></a><span class="lineno"> 557</span>  <span class="comment">// Only available for discrete problems.</span></div><div class="line"><a name="l00558"></a><span class="lineno"> 558</span>  int64 nodes() <span class="keyword">const</span>;</div><div class="line"><a name="l00559"></a><span class="lineno"> 559</span> </div><div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  <span class="comment">// Returns a std::string describing the underlying solver and its version.</span></div><div class="line"><a name="l00561"></a><span class="lineno"> 561</span>  std::string SolverVersion() <span class="keyword">const</span>;</div><div class="line"><a name="l00562"></a><span class="lineno"> 562</span> </div><div class="line"><a name="l00563"></a><span class="lineno"> 563</span>  <span class="comment">// Advanced usage: returns the underlying solver so that the user</span></div><div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  <span class="comment">// can use solver-specific features or features that are not exposed</span></div><div class="line"><a name="l00565"></a><span class="lineno"> 565</span>  <span class="comment">// in the simple API of MPSolver. This method is for advanced users,</span></div><div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  <span class="comment">// use at your own risk! In particular, if you modify the model or</span></div><div class="line"><a name="l00567"></a><span class="lineno"> 567</span>  <span class="comment">// the solution by accessing the underlying solver directly, then</span></div><div class="line"><a name="l00568"></a><span class="lineno"> 568</span>  <span class="comment">// the underlying solver will be out of sync with the information</span></div><div class="line"><a name="l00569"></a><span class="lineno"> 569</span>  <span class="comment">// kept in the wrapper (MPSolver, MPVariable, MPConstraint,</span></div><div class="line"><a name="l00570"></a><span class="lineno"> 570</span>  <span class="comment">// MPObjective). You need to cast the void* returned back to its</span></div><div class="line"><a name="l00571"></a><span class="lineno"> 571</span>  <span class="comment">// original type that depends on the interface (CBC:</span></div><div class="line"><a name="l00572"></a><span class="lineno"> 572</span>  <span class="comment">// OsiClpSolverInterface*, CLP: ClpSimplex*, GLPK: glp_prob*, SCIP:</span></div><div class="line"><a name="l00573"></a><span class="lineno"> 573</span>  <span class="comment">// SCIP*).</span></div><div class="line"><a name="l00574"></a><span class="lineno"> 574</span>  <span class="keywordtype">void</span>* underlying_solver();</div><div class="line"><a name="l00575"></a><span class="lineno"> 575</span> </div><div class="line"><a name="l00576"></a><span class="lineno"> 576</span>  <span class="comment">// Advanced usage: computes the exact condition number of the</span></div><div class="line"><a name="l00577"></a><span class="lineno"> 577</span>  <span class="comment">// current scaled basis: L1norm(B) * L1norm(inverse(B)), where B is</span></div><div class="line"><a name="l00578"></a><span class="lineno"> 578</span>  <span class="comment">// the scaled basis.</span></div><div class="line"><a name="l00579"></a><span class="lineno"> 579</span>  <span class="comment">// This method requires that a basis exists: it should be called</span></div><div class="line"><a name="l00580"></a><span class="lineno"> 580</span>  <span class="comment">// after Solve. It is only available for continuous problems. It is</span></div><div class="line"><a name="l00581"></a><span class="lineno"> 581</span>  <span class="comment">// implemented for GLPK but not CLP because CLP does not provide the</span></div><div class="line"><a name="l00582"></a><span class="lineno"> 582</span>  <span class="comment">// API for doing it.</span></div><div class="line"><a name="l00583"></a><span class="lineno"> 583</span>  <span class="comment">// The condition number measures how well the constraint matrix is</span></div><div class="line"><a name="l00584"></a><span class="lineno"> 584</span>  <span class="comment">// conditioned and can be used to predict whether numerical issues</span></div><div class="line"><a name="l00585"></a><span class="lineno"> 585</span>  <span class="comment">// will arise during the solve: the model is declared infeasible</span></div><div class="line"><a name="l00586"></a><span class="lineno"> 586</span>  <span class="comment">// whereas it is feasible (or vice-versa), the solution obtained is</span></div><div class="line"><a name="l00587"></a><span class="lineno"> 587</span>  <span class="comment">// not optimal or violates some constraints, the resolution is slow</span></div><div class="line"><a name="l00588"></a><span class="lineno"> 588</span>  <span class="comment">// because of repeated singularities.</span></div><div class="line"><a name="l00589"></a><span class="lineno"> 589</span>  <span class="comment">// The rule of thumb to interpret the condition number kappa is:</span></div><div class="line"><a name="l00590"></a><span class="lineno"> 590</span>  <span class="comment">// o kappa <= 1e7: virtually no chance of numerical issues</span></div><div class="line"><a name="l00591"></a><span class="lineno"> 591</span>  <span class="comment">// o 1e7 < kappa <= 1e10: small chance of numerical issues</span></div><div class="line"><a name="l00592"></a><span class="lineno"> 592</span>  <span class="comment">// o 1e10 < kappa <= 1e13: medium chance of numerical issues</span></div><div class="line"><a name="l00593"></a><span class="lineno"> 593</span>  <span class="comment">// o kappa > 1e13: high chance of numerical issues</span></div><div class="line"><a name="l00594"></a><span class="lineno"> 594</span>  <span class="comment">// The computation of the condition number depends on the quality of</span></div><div class="line"><a name="l00595"></a><span class="lineno"> 595</span>  <span class="comment">// the LU decomposition, so it is not very accurate when the matrix</span></div><div class="line"><a name="l00596"></a><span class="lineno"> 596</span>  <span class="comment">// is ill conditioned.</span></div><div class="line"><a name="l00597"></a><span class="lineno"> 597</span>  <span class="keywordtype">double</span> ComputeExactConditionNumber() <span class="keyword">const</span>;</div><div class="line"><a name="l00598"></a><span class="lineno"> 598</span> </div><div class="line"><a name="l00599"></a><span class="lineno"> 599</span>  <span class="comment">// Some solvers (MIP only, not LP) can produce multiple solutions to the</span></div><div class="line"><a name="l00600"></a><span class="lineno"> 600</span>  <span class="comment">// problem. Returns true when another solution is available, and updates the</span></div><div class="line"><a name="l00601"></a><span class="lineno"> 601</span>  <span class="comment">// MPVariable* objects to make the new solution queryable. Call only after</span></div><div class="line"><a name="l00602"></a><span class="lineno"> 602</span>  <span class="comment">// calling solve.</span></div><div class="line"><a name="l00603"></a><span class="lineno"> 603</span>  <span class="comment">//</span></div><div class="line"><a name="l00604"></a><span class="lineno"> 604</span>  <span class="comment">// The optimality properties of the additional solutions found, and whether</span></div><div class="line"><a name="l00605"></a><span class="lineno"> 605</span>  <span class="comment">// or not the solver computes them ahead of time or when NextSolution() is</span></div><div class="line"><a name="l00606"></a><span class="lineno"> 606</span>  <span class="comment">// called is solver specific.</span></div><div class="line"><a name="l00607"></a><span class="lineno"> 607</span>  <span class="comment">//</span></div><div class="line"><a name="l00608"></a><span class="lineno"> 608</span>  <span class="comment">// As of 2018-08-09, only Gurobi supports NextSolution(), see</span></div><div class="line"><a name="l00609"></a><span class="lineno"> 609</span>  <span class="comment">// linear_solver_underlying_gurobi_test for an example of how to configure</span></div><div class="line"><a name="l00610"></a><span class="lineno"> 610</span>  <span class="comment">// Gurobi for this purpose. The other solvers return false unconditionally.</span></div><div class="line"><a name="l00611"></a><span class="lineno"> 611</span>  ABSL_MUST_USE_RESULT <span class="keywordtype">bool</span> NextSolution();</div><div class="line"><a name="l00612"></a><span class="lineno"> 612</span> </div><div class="line"><a name="l00613"></a><span class="lineno"> 613</span>  <span class="comment">// DEPRECATED: Use TimeLimit() and SetTimeLimit(absl::Duration) instead.</span></div><div class="line"><a name="l00614"></a><span class="lineno"> 614</span>  <span class="comment">// NOTE: These deprecated functions used the convention time_limit = 0 to mean</span></div><div class="line"><a name="l00615"></a><span class="lineno"> 615</span>  <span class="comment">// "no limit", which now corresponds to time_limit_ = InfiniteDuration().</span></div><div class="line"><a name="l00616"></a><span class="lineno"> 616</span>  int64 time_limit()<span class="keyword"> const </span>{</div><div class="line"><a name="l00617"></a><span class="lineno"> 617</span>  <span class="keywordflow">return</span> time_limit_ == absl::InfiniteDuration()</div><div class="line"><a name="l00618"></a><span class="lineno"> 618</span>  ? 0</div><div class="line"><a name="l00619"></a><span class="lineno"> 619</span>  : absl::ToInt64Milliseconds(time_limit_);</div><div class="line"><a name="l00620"></a><span class="lineno"> 620</span>  }</div><div class="line"><a name="l00621"></a><span class="lineno"> 621</span>  <span class="keywordtype">void</span> set_time_limit(int64 time_limit_milliseconds) {</div><div class="line"><a name="l00622"></a><span class="lineno"> 622</span>  SetTimeLimit(time_limit_milliseconds == 0</div><div class="line"><a name="l00623"></a><span class="lineno"> 623</span>  ? absl::InfiniteDuration()</div><div class="line"><a name="l00624"></a><span class="lineno"> 624</span>  : absl::Milliseconds(time_limit_milliseconds));</div><div class="line"><a name="l00625"></a><span class="lineno"> 625</span>  }</div><div class="line"><a name="l00626"></a><span class="lineno"> 626</span>  <span class="keywordtype">double</span> time_limit_in_secs()<span class="keyword"> const </span>{</div><div class="line"><a name="l00627"></a><span class="lineno"> 627</span>  <span class="keywordflow">return</span> static_cast<double>(time_limit()) / 1000.0;</div><div class="line"><a name="l00628"></a><span class="lineno"> 628</span>  }</div><div class="line"><a name="l00629"></a><span class="lineno"> 629</span> </div><div class="line"><a name="l00630"></a><span class="lineno"> 630</span>  <span class="comment">// DEPRECATED: Use DurationSinceConstruction() instead.</span></div><div class="line"><a name="l00631"></a><span class="lineno"> 631</span>  int64 wall_time()<span class="keyword"> const </span>{</div><div class="line"><a name="l00632"></a><span class="lineno"> 632</span>  <span class="keywordflow">return</span> absl::ToInt64Milliseconds(DurationSinceConstruction());</div><div class="line"><a name="l00633"></a><span class="lineno"> 633</span>  }</div><div class="line"><a name="l00634"></a><span class="lineno"> 634</span> </div><div class="line"><a name="l00635"></a><span class="lineno"> 635</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GLPKInterface;</div><div class="line"><a name="l00636"></a><span class="lineno"> 636</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CLPInterface;</div><div class="line"><a name="l00637"></a><span class="lineno"> 637</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CBCInterface;</div><div class="line"><a name="l00638"></a><span class="lineno"> 638</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SCIPInterface;</div><div class="line"><a name="l00639"></a><span class="lineno"> 639</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GurobiInterface;</div><div class="line"><a name="l00640"></a><span class="lineno"> 640</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CplexInterface;</div><div class="line"><a name="l00641"></a><span class="lineno"> 641</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SLMInterface;</div><div class="line"><a name="l00642"></a><span class="lineno"> 642</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPSolverInterface;</div><div class="line"><a name="l00643"></a><span class="lineno"> 643</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GLOPInterface;</div><div class="line"><a name="l00644"></a><span class="lineno"> 644</span>  <span class="keyword">friend</span> <span class="keyword">class </span>BopInterface;</div><div class="line"><a name="l00645"></a><span class="lineno"> 645</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SatInterface;</div><div class="line"><a name="l00646"></a><span class="lineno"> 646</span>  <span class="keyword">friend</span> <span class="keyword">class </span>KnapsackInterface;</div><div class="line"><a name="l00647"></a><span class="lineno"> 647</span> </div><div class="line"><a name="l00648"></a><span class="lineno"> 648</span>  <span class="comment">// Debugging: verify that the given MPVariable* belongs to this solver.</span></div><div class="line"><a name="l00649"></a><span class="lineno"> 649</span>  <span class="keywordtype">bool</span> OwnsVariable(<span class="keyword">const</span> MPVariable* var) <span class="keyword">const</span>;</div><div class="line"><a name="l00650"></a><span class="lineno"> 650</span> </div><div class="line"><a name="l00651"></a><span class="lineno"> 651</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00652"></a><span class="lineno"> 652</span>  <span class="comment">// Computes the size of the constraint with the largest number of</span></div><div class="line"><a name="l00653"></a><span class="lineno"> 653</span>  <span class="comment">// coefficients with index in [min_constraint_index,</span></div><div class="line"><a name="l00654"></a><span class="lineno"> 654</span>  <span class="comment">// max_constraint_index)</span></div><div class="line"><a name="l00655"></a><span class="lineno"> 655</span>  <span class="keywordtype">int</span> ComputeMaxConstraintSize(<span class="keywordtype">int</span> min_constraint_index,</div><div class="line"><a name="l00656"></a><span class="lineno"> 656</span>  <span class="keywordtype">int</span> max_constraint_index) <span class="keyword">const</span>;</div><div class="line"><a name="l00657"></a><span class="lineno"> 657</span> </div><div class="line"><a name="l00658"></a><span class="lineno"> 658</span>  <span class="comment">// Returns true if the model has constraints with lower bound > upper bound.</span></div><div class="line"><a name="l00659"></a><span class="lineno"> 659</span>  <span class="keywordtype">bool</span> HasInfeasibleConstraints() <span class="keyword">const</span>;</div><div class="line"><a name="l00660"></a><span class="lineno"> 660</span> </div><div class="line"><a name="l00661"></a><span class="lineno"> 661</span>  <span class="comment">// Returns true if the model has at least 1 integer variable.</span></div><div class="line"><a name="l00662"></a><span class="lineno"> 662</span>  <span class="keywordtype">bool</span> HasIntegerVariables() <span class="keyword">const</span>;</div><div class="line"><a name="l00663"></a><span class="lineno"> 663</span> </div><div class="line"><a name="l00664"></a><span class="lineno"> 664</span>  <span class="comment">// Generates the map from variable names to their indices.</span></div><div class="line"><a name="l00665"></a><span class="lineno"> 665</span>  <span class="keywordtype">void</span> GenerateVariableNameIndex() <span class="keyword">const</span>;</div><div class="line"><a name="l00666"></a><span class="lineno"> 666</span> </div><div class="line"><a name="l00667"></a><span class="lineno"> 667</span>  <span class="comment">// Generates the map from constraint names to their indices.</span></div><div class="line"><a name="l00668"></a><span class="lineno"> 668</span>  <span class="keywordtype">void</span> GenerateConstraintNameIndex() <span class="keyword">const</span>;</div><div class="line"><a name="l00669"></a><span class="lineno"> 669</span> </div><div class="line"><a name="l00670"></a><span class="lineno"> 670</span>  <span class="comment">// The name of the linear programming problem.</span></div><div class="line"><a name="l00671"></a><span class="lineno"> 671</span>  <span class="keyword">const</span> std::string name_;</div><div class="line"><a name="l00672"></a><span class="lineno"> 672</span> </div><div class="line"><a name="l00673"></a><span class="lineno"> 673</span>  <span class="comment">// The type of the linear programming problem.</span></div><div class="line"><a name="l00674"></a><span class="lineno"> 674</span>  <span class="keyword">const</span> OptimizationProblemType problem_type_;</div><div class="line"><a name="l00675"></a><span class="lineno"> 675</span> </div><div class="line"><a name="l00676"></a><span class="lineno"> 676</span>  <span class="comment">// The solver interface.</span></div><div class="line"><a name="l00677"></a><span class="lineno"> 677</span>  std::unique_ptr<MPSolverInterface> interface_;</div><div class="line"><a name="l00678"></a><span class="lineno"> 678</span> </div><div class="line"><a name="l00679"></a><span class="lineno"> 679</span>  <span class="comment">// The vector of variables in the problem.</span></div><div class="line"><a name="l00680"></a><span class="lineno"> 680</span>  std::vector<MPVariable*> variables_;</div><div class="line"><a name="l00681"></a><span class="lineno"> 681</span>  <span class="comment">// A map from a variable's name to its index in variables_.</span></div><div class="line"><a name="l00682"></a><span class="lineno"> 682</span>  <span class="keyword">mutable</span> absl::optional<absl::flat_hash_map<std::string, int> ></div><div class="line"><a name="l00683"></a><span class="lineno"> 683</span>  variable_name_to_index_;</div><div class="line"><a name="l00684"></a><span class="lineno"> 684</span>  <span class="comment">// Whether variables have been extracted to the underlying interface.</span></div><div class="line"><a name="l00685"></a><span class="lineno"> 685</span>  std::vector<bool> variable_is_extracted_;</div><div class="line"><a name="l00686"></a><span class="lineno"> 686</span> </div><div class="line"><a name="l00687"></a><span class="lineno"> 687</span>  <span class="comment">// The vector of constraints in the problem.</span></div><div class="line"><a name="l00688"></a><span class="lineno"> 688</span>  std::vector<MPConstraint*> constraints_;</div><div class="line"><a name="l00689"></a><span class="lineno"> 689</span>  <span class="comment">// A map from a constraint's name to its index in constraints_.</span></div><div class="line"><a name="l00690"></a><span class="lineno"> 690</span>  <span class="keyword">mutable</span> absl::optional<absl::flat_hash_map<std::string, int> ></div><div class="line"><a name="l00691"></a><span class="lineno"> 691</span>  constraint_name_to_index_;</div><div class="line"><a name="l00692"></a><span class="lineno"> 692</span>  <span class="comment">// Whether constraints have been extracted to the underlying interface.</span></div><div class="line"><a name="l00693"></a><span class="lineno"> 693</span>  std::vector<bool> constraint_is_extracted_;</div><div class="line"><a name="l00694"></a><span class="lineno"> 694</span> </div><div class="line"><a name="l00695"></a><span class="lineno"> 695</span>  <span class="comment">// The linear objective function.</span></div><div class="line"><a name="l00696"></a><span class="lineno"> 696</span>  std::unique_ptr<MPObjective> objective_;</div><div class="line"><a name="l00697"></a><span class="lineno"> 697</span> </div><div class="line"><a name="l00698"></a><span class="lineno"> 698</span>  <span class="comment">// Initial values for all or some of the problem variables that can be</span></div><div class="line"><a name="l00699"></a><span class="lineno"> 699</span>  <span class="comment">// exploited as a starting hint by a solver.</span></div><div class="line"><a name="l00700"></a><span class="lineno"> 700</span>  <span class="comment">//</span></div><div class="line"><a name="l00701"></a><span class="lineno"> 701</span>  <span class="comment">// Note(user): as of 05/05/2015, we can't use >> because of some SWIG errors.</span></div><div class="line"><a name="l00702"></a><span class="lineno"> 702</span>  <span class="comment">//</span></div><div class="line"><a name="l00703"></a><span class="lineno"> 703</span>  <span class="comment">// TODO(user): replace by two vectors, a std::vector<bool> to indicate if a</span></div><div class="line"><a name="l00704"></a><span class="lineno"> 704</span>  <span class="comment">// hint is provided and a std::vector<double> for the hint value.</span></div><div class="line"><a name="l00705"></a><span class="lineno"> 705</span>  std::vector<std::pair<const MPVariable*, double> > solution_hint_;</div><div class="line"><a name="l00706"></a><span class="lineno"> 706</span> </div><div class="line"><a name="l00707"></a><span class="lineno"> 707</span>  absl::Duration time_limit_ = absl::InfiniteDuration(); <span class="comment">// Default = No limit.</span></div><div class="line"><a name="l00708"></a><span class="lineno"> 708</span> </div><div class="line"><a name="l00709"></a><span class="lineno"> 709</span>  <span class="keyword">const</span> absl::Time construction_time_;</div><div class="line"><a name="l00710"></a><span class="lineno"> 710</span> </div><div class="line"><a name="l00711"></a><span class="lineno"> 711</span>  <span class="comment">// Permanent storage for the number of threads.</span></div><div class="line"><a name="l00712"></a><span class="lineno"> 712</span>  <span class="keywordtype">int</span> num_threads_ = 1;</div><div class="line"><a name="l00713"></a><span class="lineno"> 713</span> </div><div class="line"><a name="l00714"></a><span class="lineno"> 714</span>  <span class="comment">// Permanent storage for SetSolverSpecificParametersAsString().</span></div><div class="line"><a name="l00715"></a><span class="lineno"> 715</span>  std::string solver_specific_parameter_string_;</div><div class="line"><a name="l00716"></a><span class="lineno"> 716</span> </div><div class="line"><a name="l00717"></a><span class="lineno"> 717</span>  <a class="code" href="namespaceoperations__research.html#a8cc975b7db5017319901da0f63a114aa">MPSolverResponseStatus</a> LoadModelFromProtoInternal(</div><div class="line"><a name="l00718"></a><span class="lineno"> 718</span>  <span class="keyword">const</span> MPModelProto& input_model, <span class="keywordtype">bool</span> clear_names,</div><div class="line"><a name="l00719"></a><span class="lineno"> 719</span>  std::string* error_message);</div><div class="line"><a name="l00720"></a><span class="lineno"> 720</span> </div><div class="line"><a name="l00721"></a><span class="lineno"> 721</span>  DISALLOW_COPY_AND_ASSIGN(MPSolver);</div><div class="line"><a name="l00722"></a><span class="lineno"> 722</span> };</div><div class="line"><a name="l00723"></a><span class="lineno"> 723</span> </div><div class="line"><a name="l00724"></a><span class="lineno"> 724</span> <span class="keyword">const</span> absl::string_view ToString(</div><div class="line"><a name="l00725"></a><span class="lineno"> 725</span>  MPSolver::OptimizationProblemType optimization_problem_type);</div><div class="line"><a name="l00726"></a><span class="lineno"> 726</span> </div><div class="line"><a name="l00727"></a><span class="lineno"> 727</span> <span class="keyword">inline</span> std::ostream& operator<<(</div><div class="line"><a name="l00728"></a><span class="lineno"> 728</span>  std::ostream& os,</div><div class="line"><a name="l00729"></a><span class="lineno"> 729</span>  MPSolver::OptimizationProblemType optimization_problem_type) {</div><div class="line"><a name="l00730"></a><span class="lineno"> 730</span>  <span class="keywordflow">return</span> os << ToString(optimization_problem_type);</div><div class="line"><a name="l00731"></a><span class="lineno"> 731</span> }</div><div class="line"><a name="l00732"></a><span class="lineno"> 732</span> </div><div class="line"><a name="l00733"></a><span class="lineno"> 733</span> <span class="keyword">inline</span> std::ostream& operator<<(std::ostream& os,</div><div class="line"><a name="l00734"></a><span class="lineno"> 734</span>  MPSolver::ResultStatus status) {</div><div class="line"><a name="l00735"></a><span class="lineno"> 735</span>  <span class="keywordflow">return</span> os << ProtoEnumToString<MPSolverResponseStatus>(</div><div class="line"><a name="l00736"></a><span class="lineno"> 736</span>  static_cast<MPSolverResponseStatus>(status));</div><div class="line"><a name="l00737"></a><span class="lineno"> 737</span> }</div><div class="line"><a name="l00738"></a><span class="lineno"> 738</span> </div><div class="line"><a name="l00739"></a><span class="lineno"> 739</span> <span class="keywordtype">bool</span> AbslParseFlag(absl::string_view text,</div><div class="line"><a name="l00740"></a><span class="lineno"> 740</span>  MPSolver::OptimizationProblemType* solver_type,</div><div class="line"><a name="l00741"></a><span class="lineno"> 741</span>  std::string* error);</div><div class="line"><a name="l00742"></a><span class="lineno"> 742</span> </div><div class="line"><a name="l00743"></a><span class="lineno"> 743</span> <span class="keyword">inline</span> std::string AbslUnparseFlag(</div><div class="line"><a name="l00744"></a><span class="lineno"> 744</span>  MPSolver::OptimizationProblemType solver_type) {</div><div class="line"><a name="l00745"></a><span class="lineno"> 745</span>  <span class="keywordflow">return</span> std::string(ToString(solver_type));</div><div class="line"><a name="l00746"></a><span class="lineno"> 746</span> }</div><div class="line"><a name="l00747"></a><span class="lineno"> 747</span> </div><div class="line"><a name="l00748"></a><span class="lineno"> 748</span> <span class="comment">// A class to express a linear objective.</span></div><div class="line"><a name="l00749"></a><span class="lineno"> 749</span> <span class="keyword">class </span>MPObjective {</div><div class="line"><a name="l00750"></a><span class="lineno"> 750</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00751"></a><span class="lineno"> 751</span>  <span class="comment">// Clears the offset, all variables and coefficients, and the optimization</span></div><div class="line"><a name="l00752"></a><span class="lineno"> 752</span>  <span class="comment">// direction.</span></div><div class="line"><a name="l00753"></a><span class="lineno"> 753</span>  <span class="keywordtype">void</span> Clear();</div><div class="line"><a name="l00754"></a><span class="lineno"> 754</span> </div><div class="line"><a name="l00755"></a><span class="lineno"> 755</span>  <span class="comment">// Sets the coefficient of the variable in the objective. If the variable</span></div><div class="line"><a name="l00756"></a><span class="lineno"> 756</span>  <span class="comment">// does not belong to the solver, the function just returns, or crashes in</span></div><div class="line"><a name="l00757"></a><span class="lineno"> 757</span>  <span class="comment">// non-opt mode.</span></div><div class="line"><a name="l00758"></a><span class="lineno"> 758</span>  <span class="keywordtype">void</span> SetCoefficient(<span class="keyword">const</span> MPVariable* <span class="keyword">const</span> var, <span class="keywordtype">double</span> coeff);</div><div class="line"><a name="l00759"></a><span class="lineno"> 759</span>  <span class="comment">// Gets the coefficient of a given variable in the objective (which</span></div><div class="line"><a name="l00760"></a><span class="lineno"> 760</span>  <span class="comment">// is 0 if the variable does not appear in the objective).</span></div><div class="line"><a name="l00761"></a><span class="lineno"> 761</span>  <span class="keywordtype">double</span> GetCoefficient(<span class="keyword">const</span> MPVariable* <span class="keyword">const</span> var) <span class="keyword">const</span>;</div><div class="line"><a name="l00762"></a><span class="lineno"> 762</span> </div><div class="line"><a name="l00763"></a><span class="lineno"> 763</span>  <span class="comment">// Returns a map from variables to their coefficients in the objective. If a</span></div><div class="line"><a name="l00764"></a><span class="lineno"> 764</span>  <span class="comment">// variable is not present in the map, then its coefficient is zero.</span></div><div class="line"><a name="l00765"></a><span class="lineno"> 765</span>  <span class="keyword">const</span> absl::flat_hash_map<const MPVariable*, double>& terms()<span class="keyword"> const </span>{</div><div class="line"><a name="l00766"></a><span class="lineno"> 766</span>  <span class="keywordflow">return</span> coefficients_;</div><div class="line"><a name="l00767"></a><span class="lineno"> 767</span>  }</div><div class="line"><a name="l00768"></a><span class="lineno"> 768</span> </div><div class="line"><a name="l00769"></a><span class="lineno"> 769</span>  <span class="comment">// Sets the constant term in the objective.</span></div><div class="line"><a name="l00770"></a><span class="lineno"> 770</span>  <span class="keywordtype">void</span> SetOffset(<span class="keywordtype">double</span> value);</div><div class="line"><a name="l00771"></a><span class="lineno"> 771</span>  <span class="comment">// Gets the constant term in the objective.</span></div><div class="line"><a name="l00772"></a><span class="lineno"> 772</span>  <span class="keywordtype">double</span> offset()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> offset_; }</div><div class="line"><a name="l00773"></a><span class="lineno"> 773</span> </div><div class="line"><a name="l00774"></a><span class="lineno"> 774</span>  <span class="comment">// Resets the current objective to take the value of linear_expr, and sets</span></div><div class="line"><a name="l00775"></a><span class="lineno"> 775</span>  <span class="comment">// the objective direction to maximize if "is_maximize", otherwise minimizes.</span></div><div class="line"><a name="l00776"></a><span class="lineno"> 776</span>  <span class="keywordtype">void</span> OptimizeLinearExpr(<span class="keyword">const</span> LinearExpr& linear_expr, <span class="keywordtype">bool</span> is_maximization);</div><div class="line"><a name="l00777"></a><span class="lineno"> 777</span>  <span class="keywordtype">void</span> MaximizeLinearExpr(<span class="keyword">const</span> LinearExpr& linear_expr) {</div><div class="line"><a name="l00778"></a><span class="lineno"> 778</span>  OptimizeLinearExpr(linear_expr, <span class="keyword">true</span>);</div><div class="line"><a name="l00779"></a><span class="lineno"> 779</span>  }</div><div class="line"><a name="l00780"></a><span class="lineno"> 780</span>  <span class="keywordtype">void</span> MinimizeLinearExpr(<span class="keyword">const</span> LinearExpr& linear_expr) {</div><div class="line"><a name="l00781"></a><span class="lineno"> 781</span>  OptimizeLinearExpr(linear_expr, <span class="keyword">false</span>);</div><div class="line"><a name="l00782"></a><span class="lineno"> 782</span>  }</div><div class="line"><a name="l00783"></a><span class="lineno"> 783</span> </div><div class="line"><a name="l00784"></a><span class="lineno"> 784</span>  <span class="comment">// Adds linear_expr to the current objective, does not change the direction.</span></div><div class="line"><a name="l00785"></a><span class="lineno"> 785</span>  <span class="keywordtype">void</span> AddLinearExpr(<span class="keyword">const</span> LinearExpr& linear_expr);</div><div class="line"><a name="l00786"></a><span class="lineno"> 786</span> </div><div class="line"><a name="l00787"></a><span class="lineno"> 787</span>  <span class="comment">// Sets the optimization direction (maximize: true or minimize: false).</span></div><div class="line"><a name="l00788"></a><span class="lineno"> 788</span>  <span class="keywordtype">void</span> SetOptimizationDirection(<span class="keywordtype">bool</span> maximize);</div><div class="line"><a name="l00789"></a><span class="lineno"> 789</span>  <span class="comment">// Sets the optimization direction to minimize.</span></div><div class="line"><a name="l00790"></a><span class="lineno"> 790</span>  <span class="keywordtype">void</span> SetMinimization() { SetOptimizationDirection(<span class="keyword">false</span>); }</div><div class="line"><a name="l00791"></a><span class="lineno"> 791</span>  <span class="comment">// Sets the optimization direction to maximize.</span></div><div class="line"><a name="l00792"></a><span class="lineno"> 792</span>  <span class="keywordtype">void</span> SetMaximization() { SetOptimizationDirection(<span class="keyword">true</span>); }</div><div class="line"><a name="l00793"></a><span class="lineno"> 793</span>  <span class="comment">// Is the optimization direction set to maximize?</span></div><div class="line"><a name="l00794"></a><span class="lineno"> 794</span>  <span class="keywordtype">bool</span> maximization() <span class="keyword">const</span>;</div><div class="line"><a name="l00795"></a><span class="lineno"> 795</span>  <span class="comment">// Is the optimization direction set to minimize?</span></div><div class="line"><a name="l00796"></a><span class="lineno"> 796</span>  <span class="keywordtype">bool</span> minimization() <span class="keyword">const</span>;</div><div class="line"><a name="l00797"></a><span class="lineno"> 797</span> </div><div class="line"><a name="l00798"></a><span class="lineno"> 798</span>  <span class="comment">// Returns the objective value of the best solution found so far. It</span></div><div class="line"><a name="l00799"></a><span class="lineno"> 799</span>  <span class="comment">// is the optimal objective value if the problem has been solved to</span></div><div class="line"><a name="l00800"></a><span class="lineno"> 800</span>  <span class="comment">// optimality.</span></div><div class="line"><a name="l00801"></a><span class="lineno"> 801</span>  <span class="comment">//</span></div><div class="line"><a name="l00802"></a><span class="lineno"> 802</span>  <span class="comment">// Note: the objective value may be slightly different than what you</span></div><div class="line"><a name="l00803"></a><span class="lineno"> 803</span>  <span class="comment">// could compute yourself using MPVariable::solution_value();</span></div><div class="line"><a name="l00804"></a><span class="lineno"> 804</span>  <span class="comment">// please use the --verify_solution flag to gain confidence about the</span></div><div class="line"><a name="l00805"></a><span class="lineno"> 805</span>  <span class="comment">// numerical stability of your solution.</span></div><div class="line"><a name="l00806"></a><span class="lineno"> 806</span>  <span class="keywordtype">double</span> Value() <span class="keyword">const</span>;</div><div class="line"><a name="l00807"></a><span class="lineno"> 807</span> </div><div class="line"><a name="l00808"></a><span class="lineno"> 808</span>  <span class="comment">// Returns the best objective bound. In case of minimization, it is</span></div><div class="line"><a name="l00809"></a><span class="lineno"> 809</span>  <span class="comment">// a lower bound on the objective value of the optimal integer</span></div><div class="line"><a name="l00810"></a><span class="lineno"> 810</span>  <span class="comment">// solution. Only available for discrete problems.</span></div><div class="line"><a name="l00811"></a><span class="lineno"> 811</span>  <span class="keywordtype">double</span> BestBound() <span class="keyword">const</span>;</div><div class="line"><a name="l00812"></a><span class="lineno"> 812</span> </div><div class="line"><a name="l00813"></a><span class="lineno"> 813</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00814"></a><span class="lineno"> 814</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPSolver;</div><div class="line"><a name="l00815"></a><span class="lineno"> 815</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPSolverInterface;</div><div class="line"><a name="l00816"></a><span class="lineno"> 816</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CBCInterface;</div><div class="line"><a name="l00817"></a><span class="lineno"> 817</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CLPInterface;</div><div class="line"><a name="l00818"></a><span class="lineno"> 818</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GLPKInterface;</div><div class="line"><a name="l00819"></a><span class="lineno"> 819</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SCIPInterface;</div><div class="line"><a name="l00820"></a><span class="lineno"> 820</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SLMInterface;</div><div class="line"><a name="l00821"></a><span class="lineno"> 821</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GurobiInterface;</div><div class="line"><a name="l00822"></a><span class="lineno"> 822</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CplexInterface;</div><div class="line"><a name="l00823"></a><span class="lineno"> 823</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GLOPInterface;</div><div class="line"><a name="l00824"></a><span class="lineno"> 824</span>  <span class="keyword">friend</span> <span class="keyword">class </span>BopInterface;</div><div class="line"><a name="l00825"></a><span class="lineno"> 825</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SatInterface;</div><div class="line"><a name="l00826"></a><span class="lineno"> 826</span>  <span class="keyword">friend</span> <span class="keyword">class </span>KnapsackInterface;</div><div class="line"><a name="l00827"></a><span class="lineno"> 827</span> </div><div class="line"><a name="l00828"></a><span class="lineno"> 828</span>  <span class="comment">// Constructor. An objective points to a single MPSolverInterface</span></div><div class="line"><a name="l00829"></a><span class="lineno"> 829</span>  <span class="comment">// that is specified in the constructor. An objective cannot belong</span></div><div class="line"><a name="l00830"></a><span class="lineno"> 830</span>  <span class="comment">// to several models.</span></div><div class="line"><a name="l00831"></a><span class="lineno"> 831</span>  <span class="comment">// At construction, an MPObjective has no terms (which is equivalent</span></div><div class="line"><a name="l00832"></a><span class="lineno"> 832</span>  <span class="comment">// on having a coefficient of 0 for all variables), and an offset of 0.</span></div><div class="line"><a name="l00833"></a><span class="lineno"> 833</span>  <span class="keyword">explicit</span> MPObjective(MPSolverInterface* <span class="keyword">const</span> interface_in)</div><div class="line"><a name="l00834"></a><span class="lineno"> 834</span>  : interface_(interface_in), coefficients_(1), offset_(0.0) {}</div><div class="line"><a name="l00835"></a><span class="lineno"> 835</span> </div><div class="line"><a name="l00836"></a><span class="lineno"> 836</span>  MPSolverInterface* <span class="keyword">const</span> interface_;</div><div class="line"><a name="l00837"></a><span class="lineno"> 837</span> </div><div class="line"><a name="l00838"></a><span class="lineno"> 838</span>  <span class="comment">// Mapping var -> coefficient.</span></div><div class="line"><a name="l00839"></a><span class="lineno"> 839</span>  absl::flat_hash_map<const MPVariable*, double> coefficients_;</div><div class="line"><a name="l00840"></a><span class="lineno"> 840</span>  <span class="comment">// Constant term.</span></div><div class="line"><a name="l00841"></a><span class="lineno"> 841</span>  <span class="keywordtype">double</span> offset_;</div><div class="line"><a name="l00842"></a><span class="lineno"> 842</span> </div><div class="line"><a name="l00843"></a><span class="lineno"> 843</span>  DISALLOW_COPY_AND_ASSIGN(MPObjective);</div><div class="line"><a name="l00844"></a><span class="lineno"> 844</span> };</div><div class="line"><a name="l00845"></a><span class="lineno"> 845</span> </div><div class="line"><a name="l00846"></a><span class="lineno"> 846</span> <span class="comment">// The class for variables of a Mathematical Programming (MP) model.</span></div><div class="line"><a name="l00847"></a><span class="lineno"> 847</span> <span class="keyword">class </span>MPVariable {</div><div class="line"><a name="l00848"></a><span class="lineno"> 848</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00849"></a><span class="lineno"> 849</span>  <span class="comment">// Returns the name of the variable.</span></div><div class="line"><a name="l00850"></a><span class="lineno"> 850</span>  <span class="keyword">const</span> std::string& name()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> name_; }</div><div class="line"><a name="l00851"></a><span class="lineno"> 851</span> </div><div class="line"><a name="l00852"></a><span class="lineno"> 852</span>  <span class="comment">// Sets the integrality requirement of the variable.</span></div><div class="line"><a name="l00853"></a><span class="lineno"> 853</span>  <span class="keywordtype">void</span> SetInteger(<span class="keywordtype">bool</span> integer);</div><div class="line"><a name="l00854"></a><span class="lineno"> 854</span>  <span class="comment">// Returns the integrality requirement of the variable.</span></div><div class="line"><a name="l00855"></a><span class="lineno"> 855</span>  <span class="keywordtype">bool</span> integer()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> integer_; }</div><div class="line"><a name="l00856"></a><span class="lineno"> 856</span> </div><div class="line"><a name="l00857"></a><span class="lineno"> 857</span>  <span class="comment">// Returns the value of the variable in the current solution.</span></div><div class="line"><a name="l00858"></a><span class="lineno"> 858</span>  <span class="comment">// If the variable is integer, then the value will always be an integer</span></div><div class="line"><a name="l00859"></a><span class="lineno"> 859</span>  <span class="comment">// (the underlying solver handles floating-point values only, but this</span></div><div class="line"><a name="l00860"></a><span class="lineno"> 860</span>  <span class="comment">// function automatically rounds it to the nearest integer; see: man 3 round).</span></div><div class="line"><a name="l00861"></a><span class="lineno"> 861</span>  <span class="keywordtype">double</span> solution_value() <span class="keyword">const</span>;</div><div class="line"><a name="l00862"></a><span class="lineno"> 862</span> </div><div class="line"><a name="l00863"></a><span class="lineno"> 863</span>  <span class="comment">// Returns the index of the variable in the MPSolver::variables_.</span></div><div class="line"><a name="l00864"></a><span class="lineno"> 864</span>  <span class="keywordtype">int</span> index()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> index_; }</div><div class="line"><a name="l00865"></a><span class="lineno"> 865</span> </div><div class="line"><a name="l00866"></a><span class="lineno"> 866</span>  <span class="comment">// Returns the lower bound.</span></div><div class="line"><a name="l00867"></a><span class="lineno"> 867</span>  <span class="keywordtype">double</span> lb()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> lb_; }</div><div class="line"><a name="l00868"></a><span class="lineno"> 868</span>  <span class="comment">// Returns the upper bound.</span></div><div class="line"><a name="l00869"></a><span class="lineno"> 869</span>  <span class="keywordtype">double</span> ub()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> ub_; }</div><div class="line"><a name="l00870"></a><span class="lineno"> 870</span>  <span class="comment">// Sets the lower bound.</span></div><div class="line"><a name="l00871"></a><span class="lineno"> 871</span>  <span class="keywordtype">void</span> SetLB(<span class="keywordtype">double</span> lb) { SetBounds(lb, ub_); }</div><div class="line"><a name="l00872"></a><span class="lineno"> 872</span>  <span class="comment">// Sets the upper bound.</span></div><div class="line"><a name="l00873"></a><span class="lineno"> 873</span>  <span class="keywordtype">void</span> SetUB(<span class="keywordtype">double</span> ub) { SetBounds(lb_, ub); }</div><div class="line"><a name="l00874"></a><span class="lineno"> 874</span>  <span class="comment">// Sets both the lower and upper bounds.</span></div><div class="line"><a name="l00875"></a><span class="lineno"> 875</span>  <span class="keywordtype">void</span> SetBounds(<span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub);</div><div class="line"><a name="l00876"></a><span class="lineno"> 876</span> </div><div class="line"><a name="l00877"></a><span class="lineno"> 877</span>  <span class="comment">// Advanced usage: unrounded solution value, i.e. it won't be rounded to the</span></div><div class="line"><a name="l00878"></a><span class="lineno"> 878</span>  <span class="comment">// nearest integer even if the variable is integer.</span></div><div class="line"><a name="l00879"></a><span class="lineno"> 879</span>  <span class="keywordtype">double</span> unrounded_solution_value() <span class="keyword">const</span>;</div><div class="line"><a name="l00880"></a><span class="lineno"> 880</span>  <span class="comment">// Advanced usage: returns the reduced cost of the variable in the</span></div><div class="line"><a name="l00881"></a><span class="lineno"> 881</span>  <span class="comment">// current solution (only available for continuous problems).</span></div><div class="line"><a name="l00882"></a><span class="lineno"> 882</span>  <span class="keywordtype">double</span> reduced_cost() <span class="keyword">const</span>;</div><div class="line"><a name="l00883"></a><span class="lineno"> 883</span>  <span class="comment">// Advanced usage: returns the basis status of the variable in the</span></div><div class="line"><a name="l00884"></a><span class="lineno"> 884</span>  <span class="comment">// current solution (only available for continuous problems).</span></div><div class="line"><a name="l00885"></a><span class="lineno"> 885</span>  <span class="comment">// @see MPSolver::BasisStatus.</span></div><div class="line"><a name="l00886"></a><span class="lineno"> 886</span>  MPSolver::BasisStatus basis_status() <span class="keyword">const</span>;</div><div class="line"><a name="l00887"></a><span class="lineno"> 887</span> </div><div class="line"><a name="l00888"></a><span class="lineno"> 888</span>  <span class="comment">// Advanced usage: Certain MIP solvers (e.g. Gurobi or SCIP) allow you to set</span></div><div class="line"><a name="l00889"></a><span class="lineno"> 889</span>  <span class="comment">// a per-variable priority for determining which variable to branch on. A</span></div><div class="line"><a name="l00890"></a><span class="lineno"> 890</span>  <span class="comment">// value of 0 is treated as default, and is equivalent to not setting the</span></div><div class="line"><a name="l00891"></a><span class="lineno"> 891</span>  <span class="comment">// branching priority. The solver looks first to branch on fractional</span></div><div class="line"><a name="l00892"></a><span class="lineno"> 892</span>  <span class="comment">// variables in higher priority levels. As of 2019-05, only Gurobi and SCIP</span></div><div class="line"><a name="l00893"></a><span class="lineno"> 893</span>  <span class="comment">// support setting branching priority; all other solvers will simply ignore</span></div><div class="line"><a name="l00894"></a><span class="lineno"> 894</span>  <span class="comment">// this annotation.</span></div><div class="line"><a name="l00895"></a><span class="lineno"> 895</span>  <span class="keywordtype">int</span> branching_priority()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> branching_priority_; }</div><div class="line"><a name="l00896"></a><span class="lineno"> 896</span>  <span class="keywordtype">void</span> SetBranchingPriority(<span class="keywordtype">int</span> priority);</div><div class="line"><a name="l00897"></a><span class="lineno"> 897</span> </div><div class="line"><a name="l00898"></a><span class="lineno"> 898</span>  <span class="keyword">protected</span>:</div><div class="line"><a name="l00899"></a><span class="lineno"> 899</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPSolver;</div><div class="line"><a name="l00900"></a><span class="lineno"> 900</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPSolverInterface;</div><div class="line"><a name="l00901"></a><span class="lineno"> 901</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CBCInterface;</div><div class="line"><a name="l00902"></a><span class="lineno"> 902</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CLPInterface;</div><div class="line"><a name="l00903"></a><span class="lineno"> 903</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GLPKInterface;</div><div class="line"><a name="l00904"></a><span class="lineno"> 904</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SCIPInterface;</div><div class="line"><a name="l00905"></a><span class="lineno"> 905</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SLMInterface;</div><div class="line"><a name="l00906"></a><span class="lineno"> 906</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GurobiInterface;</div><div class="line"><a name="l00907"></a><span class="lineno"> 907</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CplexInterface;</div><div class="line"><a name="l00908"></a><span class="lineno"> 908</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GLOPInterface;</div><div class="line"><a name="l00909"></a><span class="lineno"> 909</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPVariableSolutionValueTest;</div><div class="line"><a name="l00910"></a><span class="lineno"> 910</span>  <span class="keyword">friend</span> <span class="keyword">class </span>BopInterface;</div><div class="line"><a name="l00911"></a><span class="lineno"> 911</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SatInterface;</div><div class="line"><a name="l00912"></a><span class="lineno"> 912</span>  <span class="keyword">friend</span> <span class="keyword">class </span>KnapsackInterface;</div><div class="line"><a name="l00913"></a><span class="lineno"> 913</span> </div><div class="line"><a name="l00914"></a><span class="lineno"> 914</span>  <span class="comment">// Constructor. A variable points to a single MPSolverInterface that</span></div><div class="line"><a name="l00915"></a><span class="lineno"> 915</span>  <span class="comment">// is specified in the constructor. A variable cannot belong to</span></div><div class="line"><a name="l00916"></a><span class="lineno"> 916</span>  <span class="comment">// several models.</span></div><div class="line"><a name="l00917"></a><span class="lineno"> 917</span>  MPVariable(<span class="keywordtype">int</span> index, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keywordtype">bool</span> integer,</div><div class="line"><a name="l00918"></a><span class="lineno"> 918</span>  <span class="keyword">const</span> std::string& name, MPSolverInterface* <span class="keyword">const</span> interface_in)</div><div class="line"><a name="l00919"></a><span class="lineno"> 919</span>  : index_(index),</div><div class="line"><a name="l00920"></a><span class="lineno"> 920</span>  lb_(lb),</div><div class="line"><a name="l00921"></a><span class="lineno"> 921</span>  ub_(ub),</div><div class="line"><a name="l00922"></a><span class="lineno"> 922</span>  integer_(integer),</div><div class="line"><a name="l00923"></a><span class="lineno"> 923</span>  name_(name.empty() ? absl::StrFormat(<span class="stringliteral">"auto_v_%09d"</span>, index) : name),</div><div class="line"><a name="l00924"></a><span class="lineno"> 924</span>  solution_value_(0.0),</div><div class="line"><a name="l00925"></a><span class="lineno"> 925</span>  reduced_cost_(0.0),</div><div class="line"><a name="l00926"></a><span class="lineno"> 926</span>  interface_(interface_in) {}</div><div class="line"><a name="l00927"></a><span class="lineno"> 927</span> </div><div class="line"><a name="l00928"></a><span class="lineno"> 928</span>  <span class="keywordtype">void</span> set_solution_value(<span class="keywordtype">double</span> value) { solution_value_ = value; }</div><div class="line"><a name="l00929"></a><span class="lineno"> 929</span>  <span class="keywordtype">void</span> set_reduced_cost(<span class="keywordtype">double</span> reduced_cost) { reduced_cost_ = reduced_cost; }</div><div class="line"><a name="l00930"></a><span class="lineno"> 930</span> </div><div class="line"><a name="l00931"></a><span class="lineno"> 931</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00932"></a><span class="lineno"> 932</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> index_;</div><div class="line"><a name="l00933"></a><span class="lineno"> 933</span>  <span class="keywordtype">double</span> lb_;</div><div class="line"><a name="l00934"></a><span class="lineno"> 934</span>  <span class="keywordtype">double</span> ub_;</div><div class="line"><a name="l00935"></a><span class="lineno"> 935</span>  <span class="keywordtype">bool</span> integer_;</div><div class="line"><a name="l00936"></a><span class="lineno"> 936</span>  <span class="keyword">const</span> std::string name_;</div><div class="line"><a name="l00937"></a><span class="lineno"> 937</span>  <span class="keywordtype">double</span> solution_value_;</div><div class="line"><a name="l00938"></a><span class="lineno"> 938</span>  <span class="keywordtype">double</span> reduced_cost_;</div><div class="line"><a name="l00939"></a><span class="lineno"> 939</span>  <span class="keywordtype">int</span> branching_priority_ = 0;</div><div class="line"><a name="l00940"></a><span class="lineno"> 940</span>  MPSolverInterface* <span class="keyword">const</span> interface_;</div><div class="line"><a name="l00941"></a><span class="lineno"> 941</span>  DISALLOW_COPY_AND_ASSIGN(MPVariable);</div><div class="line"><a name="l00942"></a><span class="lineno"> 942</span> };</div><div class="line"><a name="l00943"></a><span class="lineno"> 943</span> </div><div class="line"><a name="l00944"></a><span class="lineno"> 944</span> <span class="comment">// The class for constraints of a Mathematical Programming (MP) model.</span></div><div class="line"><a name="l00945"></a><span class="lineno"> 945</span> <span class="comment">// A constraint is represented as a linear equation or inequality.</span></div><div class="line"><a name="l00946"></a><span class="lineno"> 946</span> <span class="keyword">class </span>MPConstraint {</div><div class="line"><a name="l00947"></a><span class="lineno"> 947</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00948"></a><span class="lineno"> 948</span>  <span class="comment">// Returns the name of the constraint.</span></div><div class="line"><a name="l00949"></a><span class="lineno"> 949</span>  <span class="keyword">const</span> std::string& name()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> name_; }</div><div class="line"><a name="l00950"></a><span class="lineno"> 950</span> </div><div class="line"><a name="l00951"></a><span class="lineno"> 951</span>  <span class="comment">// Clears all variables and coefficients. Does not clear the bounds.</span></div><div class="line"><a name="l00952"></a><span class="lineno"> 952</span>  <span class="keywordtype">void</span> Clear();</div><div class="line"><a name="l00953"></a><span class="lineno"> 953</span> </div><div class="line"><a name="l00954"></a><span class="lineno"> 954</span>  <span class="comment">// Sets the coefficient of the variable on the constraint. If the variable</span></div><div class="line"><a name="l00955"></a><span class="lineno"> 955</span>  <span class="comment">// does not belong to the solver, the function just returns, or crashes in</span></div><div class="line"><a name="l00956"></a><span class="lineno"> 956</span>  <span class="comment">// non-opt mode.</span></div><div class="line"><a name="l00957"></a><span class="lineno"> 957</span>  <span class="keywordtype">void</span> SetCoefficient(<span class="keyword">const</span> MPVariable* <span class="keyword">const</span> var, <span class="keywordtype">double</span> coeff);</div><div class="line"><a name="l00958"></a><span class="lineno"> 958</span>  <span class="comment">// Gets the coefficient of a given variable on the constraint (which</span></div><div class="line"><a name="l00959"></a><span class="lineno"> 959</span>  <span class="comment">// is 0 if the variable does not appear in the constraint).</span></div><div class="line"><a name="l00960"></a><span class="lineno"> 960</span>  <span class="keywordtype">double</span> GetCoefficient(<span class="keyword">const</span> MPVariable* <span class="keyword">const</span> var) <span class="keyword">const</span>;</div><div class="line"><a name="l00961"></a><span class="lineno"> 961</span> </div><div class="line"><a name="l00962"></a><span class="lineno"> 962</span>  <span class="comment">// Returns a map from variables to their coefficients in the constraint. If a</span></div><div class="line"><a name="l00963"></a><span class="lineno"> 963</span>  <span class="comment">// variable is not present in the map, then its coefficient is zero.</span></div><div class="line"><a name="l00964"></a><span class="lineno"> 964</span>  <span class="keyword">const</span> absl::flat_hash_map<const MPVariable*, double>& terms()<span class="keyword"> const </span>{</div><div class="line"><a name="l00965"></a><span class="lineno"> 965</span>  <span class="keywordflow">return</span> coefficients_;</div><div class="line"><a name="l00966"></a><span class="lineno"> 966</span>  }</div><div class="line"><a name="l00967"></a><span class="lineno"> 967</span> </div><div class="line"><a name="l00968"></a><span class="lineno"> 968</span>  <span class="comment">// Returns the lower bound.</span></div><div class="line"><a name="l00969"></a><span class="lineno"> 969</span>  <span class="keywordtype">double</span> lb()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> lb_; }</div><div class="line"><a name="l00970"></a><span class="lineno"> 970</span>  <span class="comment">// Returns the upper bound.</span></div><div class="line"><a name="l00971"></a><span class="lineno"> 971</span>  <span class="keywordtype">double</span> ub()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> ub_; }</div><div class="line"><a name="l00972"></a><span class="lineno"> 972</span>  <span class="comment">// Sets the lower bound.</span></div><div class="line"><a name="l00973"></a><span class="lineno"> 973</span>  <span class="keywordtype">void</span> SetLB(<span class="keywordtype">double</span> lb) { SetBounds(lb, ub_); }</div><div class="line"><a name="l00974"></a><span class="lineno"> 974</span>  <span class="comment">// Sets the upper bound.</span></div><div class="line"><a name="l00975"></a><span class="lineno"> 975</span>  <span class="keywordtype">void</span> SetUB(<span class="keywordtype">double</span> ub) { SetBounds(lb_, ub); }</div><div class="line"><a name="l00976"></a><span class="lineno"> 976</span>  <span class="comment">// Sets both the lower and upper bounds.</span></div><div class="line"><a name="l00977"></a><span class="lineno"> 977</span>  <span class="keywordtype">void</span> SetBounds(<span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub);</div><div class="line"><a name="l00978"></a><span class="lineno"> 978</span> </div><div class="line"><a name="l00979"></a><span class="lineno"> 979</span>  <span class="comment">// Advanced usage: returns true if the constraint is "lazy" (see below).</span></div><div class="line"><a name="l00980"></a><span class="lineno"> 980</span>  <span class="keywordtype">bool</span> is_lazy()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> is_lazy_; }</div><div class="line"><a name="l00981"></a><span class="lineno"> 981</span>  <span class="comment">// Advanced usage: sets the constraint "laziness".</span></div><div class="line"><a name="l00982"></a><span class="lineno"> 982</span>  <span class="comment">// *** This is only supported for SCIP and has no effect on other solvers. ***</span></div><div class="line"><a name="l00983"></a><span class="lineno"> 983</span>  <span class="comment">// When 'laziness' is true, the constraint is only considered by the Linear</span></div><div class="line"><a name="l00984"></a><span class="lineno"> 984</span>  <span class="comment">// Programming solver if its current solution violates the constraint.</span></div><div class="line"><a name="l00985"></a><span class="lineno"> 985</span>  <span class="comment">// In this case, the constraint is definitively added to the problem.</span></div><div class="line"><a name="l00986"></a><span class="lineno"> 986</span>  <span class="comment">// This may be useful in some MIP problems, and may have a dramatic impact</span></div><div class="line"><a name="l00987"></a><span class="lineno"> 987</span>  <span class="comment">// on performance.</span></div><div class="line"><a name="l00988"></a><span class="lineno"> 988</span>  <span class="comment">// For more info see: http://tinyurl.com/lazy-constraints.</span></div><div class="line"><a name="l00989"></a><span class="lineno"> 989</span>  <span class="keywordtype">void</span> set_is_lazy(<span class="keywordtype">bool</span> laziness) { is_lazy_ = laziness; }</div><div class="line"><a name="l00990"></a><span class="lineno"> 990</span> </div><div class="line"><a name="l00991"></a><span class="lineno"> 991</span>  <span class="keyword">const</span> MPVariable* indicator_variable()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> indicator_variable_; }</div><div class="line"><a name="l00992"></a><span class="lineno"> 992</span>  <span class="keywordtype">bool</span> indicator_value()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> indicator_value_; }</div><div class="line"><a name="l00993"></a><span class="lineno"> 993</span> </div><div class="line"><a name="l00994"></a><span class="lineno"> 994</span>  <span class="comment">// Returns the index of the constraint in the MPSolver::constraints_.</span></div><div class="line"><a name="l00995"></a><span class="lineno"> 995</span>  <span class="keywordtype">int</span> index()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> index_; }</div><div class="line"><a name="l00996"></a><span class="lineno"> 996</span> </div><div class="line"><a name="l00997"></a><span class="lineno"> 997</span>  <span class="comment">// Advanced usage: returns the dual value of the constraint in the</span></div><div class="line"><a name="l00998"></a><span class="lineno"> 998</span>  <span class="comment">// current solution (only available for continuous problems).</span></div><div class="line"><a name="l00999"></a><span class="lineno"> 999</span>  <span class="keywordtype">double</span> dual_value() <span class="keyword">const</span>;</div><div class="line"><a name="l01000"></a><span class="lineno"> 1000</span> </div><div class="line"><a name="l01001"></a><span class="lineno"> 1001</span>  <span class="comment">// Advanced usage: returns the basis status of the constraint (only available</span></div><div class="line"><a name="l01002"></a><span class="lineno"> 1002</span>  <span class="comment">// for continuous problems). Note that if a constraint "linear_expression in</span></div><div class="line"><a name="l01003"></a><span class="lineno"> 1003</span>  <span class="comment">// [lb, ub]" is transformed into "linear_expression + slack = 0" with slack in</span></div><div class="line"><a name="l01004"></a><span class="lineno"> 1004</span>  <span class="comment">// [-ub, -lb], then this status is the same as the status of the slack</span></div><div class="line"><a name="l01005"></a><span class="lineno"> 1005</span>  <span class="comment">// variable with AT_UPPER_BOUND and AT_LOWER_BOUND swapped.</span></div><div class="line"><a name="l01006"></a><span class="lineno"> 1006</span>  <span class="comment">//</span></div><div class="line"><a name="l01007"></a><span class="lineno"> 1007</span>  <span class="comment">// @see MPSolver::BasisStatus.</span></div><div class="line"><a name="l01008"></a><span class="lineno"> 1008</span>  MPSolver::BasisStatus basis_status() <span class="keyword">const</span>;</div><div class="line"><a name="l01009"></a><span class="lineno"> 1009</span> </div><div class="line"><a name="l01010"></a><span class="lineno"> 1010</span>  <span class="keyword">protected</span>:</div><div class="line"><a name="l01011"></a><span class="lineno"> 1011</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPSolver;</div><div class="line"><a name="l01012"></a><span class="lineno"> 1012</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPSolverInterface;</div><div class="line"><a name="l01013"></a><span class="lineno"> 1013</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CBCInterface;</div><div class="line"><a name="l01014"></a><span class="lineno"> 1014</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CLPInterface;</div><div class="line"><a name="l01015"></a><span class="lineno"> 1015</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GLPKInterface;</div><div class="line"><a name="l01016"></a><span class="lineno"> 1016</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SCIPInterface;</div><div class="line"><a name="l01017"></a><span class="lineno"> 1017</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SLMInterface;</div><div class="line"><a name="l01018"></a><span class="lineno"> 1018</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GurobiInterface;</div><div class="line"><a name="l01019"></a><span class="lineno"> 1019</span>  <span class="keyword">friend</span> <span class="keyword">class </span>CplexInterface;</div><div class="line"><a name="l01020"></a><span class="lineno"> 1020</span>  <span class="keyword">friend</span> <span class="keyword">class </span>GLOPInterface;</div><div class="line"><a name="l01021"></a><span class="lineno"> 1021</span>  <span class="keyword">friend</span> <span class="keyword">class </span>BopInterface;</div><div class="line"><a name="l01022"></a><span class="lineno"> 1022</span>  <span class="keyword">friend</span> <span class="keyword">class </span>SatInterface;</div><div class="line"><a name="l01023"></a><span class="lineno"> 1023</span>  <span class="keyword">friend</span> <span class="keyword">class </span>KnapsackInterface;</div><div class="line"><a name="l01024"></a><span class="lineno"> 1024</span> </div><div class="line"><a name="l01025"></a><span class="lineno"> 1025</span>  <span class="comment">// Constructor. A constraint points to a single MPSolverInterface</span></div><div class="line"><a name="l01026"></a><span class="lineno"> 1026</span>  <span class="comment">// that is specified in the constructor. A constraint cannot belong</span></div><div class="line"><a name="l01027"></a><span class="lineno"> 1027</span>  <span class="comment">// to several models.</span></div><div class="line"><a name="l01028"></a><span class="lineno"> 1028</span>  MPConstraint(<span class="keywordtype">int</span> index, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub, <span class="keyword">const</span> std::string& name,</div><div class="line"><a name="l01029"></a><span class="lineno"> 1029</span>  MPSolverInterface* <span class="keyword">const</span> interface_in)</div><div class="line"><a name="l01030"></a><span class="lineno"> 1030</span>  : coefficients_(1),</div><div class="line"><a name="l01031"></a><span class="lineno"> 1031</span>  index_(index),</div><div class="line"><a name="l01032"></a><span class="lineno"> 1032</span>  lb_(lb),</div><div class="line"><a name="l01033"></a><span class="lineno"> 1033</span>  ub_(ub),</div><div class="line"><a name="l01034"></a><span class="lineno"> 1034</span>  name_(name.empty() ? absl::StrFormat(<span class="stringliteral">"auto_c_%09d"</span>, index) : name),</div><div class="line"><a name="l01035"></a><span class="lineno"> 1035</span>  is_lazy_(false),</div><div class="line"><a name="l01036"></a><span class="lineno"> 1036</span>  indicator_variable_(nullptr),</div><div class="line"><a name="l01037"></a><span class="lineno"> 1037</span>  dual_value_(0.0),</div><div class="line"><a name="l01038"></a><span class="lineno"> 1038</span>  interface_(interface_in) {}</div><div class="line"><a name="l01039"></a><span class="lineno"> 1039</span> </div><div class="line"><a name="l01040"></a><span class="lineno"> 1040</span>  <span class="keywordtype">void</span> set_dual_value(<span class="keywordtype">double</span> dual_value) { dual_value_ = dual_value; }</div><div class="line"><a name="l01041"></a><span class="lineno"> 1041</span> </div><div class="line"><a name="l01042"></a><span class="lineno"> 1042</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l01043"></a><span class="lineno"> 1043</span>  <span class="comment">// Returns true if the constraint contains variables that have not</span></div><div class="line"><a name="l01044"></a><span class="lineno"> 1044</span>  <span class="comment">// been extracted yet.</span></div><div class="line"><a name="l01045"></a><span class="lineno"> 1045</span>  <span class="keywordtype">bool</span> ContainsNewVariables();</div><div class="line"><a name="l01046"></a><span class="lineno"> 1046</span> </div><div class="line"><a name="l01047"></a><span class="lineno"> 1047</span>  <span class="comment">// Mapping var -> coefficient.</span></div><div class="line"><a name="l01048"></a><span class="lineno"> 1048</span>  absl::flat_hash_map<const MPVariable*, double> coefficients_;</div><div class="line"><a name="l01049"></a><span class="lineno"> 1049</span> </div><div class="line"><a name="l01050"></a><span class="lineno"> 1050</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> index_; <span class="comment">// See index().</span></div><div class="line"><a name="l01051"></a><span class="lineno"> 1051</span> </div><div class="line"><a name="l01052"></a><span class="lineno"> 1052</span>  <span class="comment">// The lower bound for the linear constraint.</span></div><div class="line"><a name="l01053"></a><span class="lineno"> 1053</span>  <span class="keywordtype">double</span> lb_;</div><div class="line"><a name="l01054"></a><span class="lineno"> 1054</span> </div><div class="line"><a name="l01055"></a><span class="lineno"> 1055</span>  <span class="comment">// The upper bound for the linear constraint.</span></div><div class="line"><a name="l01056"></a><span class="lineno"> 1056</span>  <span class="keywordtype">double</span> ub_;</div><div class="line"><a name="l01057"></a><span class="lineno"> 1057</span> </div><div class="line"><a name="l01058"></a><span class="lineno"> 1058</span>  <span class="comment">// Name.</span></div><div class="line"><a name="l01059"></a><span class="lineno"> 1059</span>  <span class="keyword">const</span> std::string name_;</div><div class="line"><a name="l01060"></a><span class="lineno"> 1060</span> </div><div class="line"><a name="l01061"></a><span class="lineno"> 1061</span>  <span class="comment">// True if the constraint is "lazy", i.e. the constraint is added to the</span></div><div class="line"><a name="l01062"></a><span class="lineno"> 1062</span>  <span class="comment">// underlying Linear Programming solver only if it is violated.</span></div><div class="line"><a name="l01063"></a><span class="lineno"> 1063</span>  <span class="comment">// By default this parameter is 'false'.</span></div><div class="line"><a name="l01064"></a><span class="lineno"> 1064</span>  <span class="keywordtype">bool</span> is_lazy_;</div><div class="line"><a name="l01065"></a><span class="lineno"> 1065</span> </div><div class="line"><a name="l01066"></a><span class="lineno"> 1066</span>  <span class="comment">// If given, this constraint is only active if `indicator_variable_`'s value</span></div><div class="line"><a name="l01067"></a><span class="lineno"> 1067</span>  <span class="comment">// is equal to `indicator_value_`.</span></div><div class="line"><a name="l01068"></a><span class="lineno"> 1068</span>  <span class="keyword">const</span> MPVariable* indicator_variable_;</div><div class="line"><a name="l01069"></a><span class="lineno"> 1069</span>  <span class="keywordtype">bool</span> indicator_value_;</div><div class="line"><a name="l01070"></a><span class="lineno"> 1070</span> </div><div class="line"><a name="l01071"></a><span class="lineno"> 1071</span>  <span class="keywordtype">double</span> dual_value_;</div><div class="line"><a name="l01072"></a><span class="lineno"> 1072</span>  MPSolverInterface* <span class="keyword">const</span> interface_;</div><div class="line"><a name="l01073"></a><span class="lineno"> 1073</span>  DISALLOW_COPY_AND_ASSIGN(MPConstraint);</div><div class="line"><a name="l01074"></a><span class="lineno"> 1074</span> };</div><div class="line"><a name="l01075"></a><span class="lineno"> 1075</span> </div><div class="line"><a name="l01076"></a><span class="lineno"> 1076</span> <span class="comment">// This class stores parameter settings for LP and MIP solvers.</span></div><div class="line"><a name="l01077"></a><span class="lineno"> 1077</span> <span class="comment">// Some parameters are marked as advanced: do not change their values</span></div><div class="line"><a name="l01078"></a><span class="lineno"> 1078</span> <span class="comment">// unless you know what you are doing!</span></div><div class="line"><a name="l01079"></a><span class="lineno"> 1079</span> <span class="comment">//</span></div><div class="line"><a name="l01080"></a><span class="lineno"> 1080</span> <span class="comment">// For developers: how to add a new parameter:</span></div><div class="line"><a name="l01081"></a><span class="lineno"> 1081</span> <span class="comment">// - Add the new Foo parameter in the DoubleParam or IntegerParam enum.</span></div><div class="line"><a name="l01082"></a><span class="lineno"> 1082</span> <span class="comment">// - If it is a categorical param, add a FooValues enum.</span></div><div class="line"><a name="l01083"></a><span class="lineno"> 1083</span> <span class="comment">// - Decide if the wrapper should define a default value for it: yes</span></div><div class="line"><a name="l01084"></a><span class="lineno"> 1084</span> <span class="comment">// if it controls the properties of the solution (example:</span></div><div class="line"><a name="l01085"></a><span class="lineno"> 1085</span> <span class="comment">// tolerances) or if it consistently improves performance, no</span></div><div class="line"><a name="l01086"></a><span class="lineno"> 1086</span> <span class="comment">// otherwise. If yes, define kDefaultFoo.</span></div><div class="line"><a name="l01087"></a><span class="lineno"> 1087</span> <span class="comment">// - Add a foo_value_ member and, if no default value is defined, a</span></div><div class="line"><a name="l01088"></a><span class="lineno"> 1088</span> <span class="comment">// foo_is_default_ member.</span></div><div class="line"><a name="l01089"></a><span class="lineno"> 1089</span> <span class="comment">// - Add code to handle Foo in Set...Param, Reset...Param,</span></div><div class="line"><a name="l01090"></a><span class="lineno"> 1090</span> <span class="comment">// Get...Param, Reset and the constructor.</span></div><div class="line"><a name="l01091"></a><span class="lineno"> 1091</span> <span class="comment">// - In class MPSolverInterface, add a virtual method SetFoo, add it</span></div><div class="line"><a name="l01092"></a><span class="lineno"> 1092</span> <span class="comment">// to SetCommonParameters or SetMIPParameters, and implement it for</span></div><div class="line"><a name="l01093"></a><span class="lineno"> 1093</span> <span class="comment">// each solver. Sometimes, parameters need to be implemented</span></div><div class="line"><a name="l01094"></a><span class="lineno"> 1094</span> <span class="comment">// differently, see for example the INCREMENTALITY implementation.</span></div><div class="line"><a name="l01095"></a><span class="lineno"> 1095</span> <span class="comment">// - Add a test in linear_solver_test.cc.</span></div><div class="line"><a name="l01096"></a><span class="lineno"> 1096</span> <span class="comment">//</span></div><div class="line"><a name="l01097"></a><span class="lineno"> 1097</span> <span class="comment">// TODO(user): store the parameter values in a protocol buffer</span></div><div class="line"><a name="l01098"></a><span class="lineno"> 1098</span> <span class="comment">// instead. We need to figure out how to deal with the subtleties of</span></div><div class="line"><a name="l01099"></a><span class="lineno"> 1099</span> <span class="comment">// the default values.</span></div><div class="line"><a name="l01100"></a><span class="lineno"> 1100</span> <span class="keyword">class </span>MPSolverParameters {</div><div class="line"><a name="l01101"></a><span class="lineno"> 1101</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l01102"></a><span class="lineno"> 1102</span>  <span class="comment">// Enumeration of parameters that take continuous values.</span></div><div class="line"><a name="l01103"></a><span class="lineno"> 1103</span>  <span class="keyword">enum</span> DoubleParam {</div><div class="line"><a name="l01104"></a><span class="lineno"> 1104</span>  <span class="comment">// Limit for relative MIP gap.</span></div><div class="line"><a name="l01105"></a><span class="lineno"> 1105</span>  RELATIVE_MIP_GAP = 0,</div><div class="line"><a name="l01106"></a><span class="lineno"> 1106</span>  <span class="comment">// Advanced usage: tolerance for primal feasibility of basic</span></div><div class="line"><a name="l01107"></a><span class="lineno"> 1107</span>  <span class="comment">// solutions. This does not control the integer feasibility</span></div><div class="line"><a name="l01108"></a><span class="lineno"> 1108</span>  <span class="comment">// tolerance of integer solutions for MIP or the tolerance used</span></div><div class="line"><a name="l01109"></a><span class="lineno"> 1109</span>  <span class="comment">// during presolve.</span></div><div class="line"><a name="l01110"></a><span class="lineno"> 1110</span>  PRIMAL_TOLERANCE = 1,</div><div class="line"><a name="l01111"></a><span class="lineno"> 1111</span>  <span class="comment">// Advanced usage: tolerance for dual feasibility of basic solutions.</span></div><div class="line"><a name="l01112"></a><span class="lineno"> 1112</span>  DUAL_TOLERANCE = 2</div><div class="line"><a name="l01113"></a><span class="lineno"> 1113</span>  };</div><div class="line"><a name="l01114"></a><span class="lineno"> 1114</span> </div><div class="line"><a name="l01115"></a><span class="lineno"> 1115</span>  <span class="comment">// Enumeration of parameters that take integer or categorical values.</span></div><div class="line"><a name="l01116"></a><span class="lineno"> 1116</span>  <span class="keyword">enum</span> IntegerParam {</div><div class="line"><a name="l01117"></a><span class="lineno"> 1117</span>  <span class="comment">// Advanced usage: presolve mode.</span></div><div class="line"><a name="l01118"></a><span class="lineno"> 1118</span>  PRESOLVE = 1000,</div><div class="line"><a name="l01119"></a><span class="lineno"> 1119</span>  <span class="comment">// Algorithm to solve linear programs.</span></div><div class="line"><a name="l01120"></a><span class="lineno"> 1120</span>  LP_ALGORITHM = 1001,</div><div class="line"><a name="l01121"></a><span class="lineno"> 1121</span>  <span class="comment">// Advanced usage: incrementality from one solve to the next.</span></div><div class="line"><a name="l01122"></a><span class="lineno"> 1122</span>  INCREMENTALITY = 1002,</div><div class="line"><a name="l01123"></a><span class="lineno"> 1123</span>  <span class="comment">// Advanced usage: enable or disable matrix scaling.</span></div><div class="line"><a name="l01124"></a><span class="lineno"> 1124</span>  SCALING = 1003</div><div class="line"><a name="l01125"></a><span class="lineno"> 1125</span>  };</div><div class="line"><a name="l01126"></a><span class="lineno"> 1126</span> </div><div class="line"><a name="l01127"></a><span class="lineno"> 1127</span>  <span class="comment">// For each categorical parameter, enumeration of possible values.</span></div><div class="line"><a name="l01128"></a><span class="lineno"> 1128</span>  <span class="keyword">enum</span> PresolveValues {</div><div class="line"><a name="l01129"></a><span class="lineno"> 1129</span>  PRESOLVE_OFF = 0, <span class="comment">// Presolve is off.</span></div><div class="line"><a name="l01130"></a><span class="lineno"> 1130</span>  PRESOLVE_ON = 1 <span class="comment">// Presolve is on.</span></div><div class="line"><a name="l01131"></a><span class="lineno"> 1131</span>  };</div><div class="line"><a name="l01132"></a><span class="lineno"> 1132</span> </div><div class="line"><a name="l01133"></a><span class="lineno"> 1133</span>  <span class="keyword">enum</span> LpAlgorithmValues {</div><div class="line"><a name="l01134"></a><span class="lineno"> 1134</span>  DUAL = 10, <span class="comment">// Dual simplex.</span></div><div class="line"><a name="l01135"></a><span class="lineno"> 1135</span>  PRIMAL = 11, <span class="comment">// Primal simplex.</span></div><div class="line"><a name="l01136"></a><span class="lineno"> 1136</span>  BARRIER = 12 <span class="comment">// Barrier algorithm.</span></div><div class="line"><a name="l01137"></a><span class="lineno"> 1137</span>  };</div><div class="line"><a name="l01138"></a><span class="lineno"> 1138</span> </div><div class="line"><a name="l01139"></a><span class="lineno"> 1139</span>  <span class="keyword">enum</span> IncrementalityValues {</div><div class="line"><a name="l01140"></a><span class="lineno"> 1140</span>  <span class="comment">// Start solve from scratch.</span></div><div class="line"><a name="l01141"></a><span class="lineno"> 1141</span>  INCREMENTALITY_OFF = 0,</div><div class="line"><a name="l01142"></a><span class="lineno"> 1142</span>  <span class="comment">// Reuse results from previous solve as much as the underlying</span></div><div class="line"><a name="l01143"></a><span class="lineno"> 1143</span>  <span class="comment">// solver allows.</span></div><div class="line"><a name="l01144"></a><span class="lineno"> 1144</span>  INCREMENTALITY_ON = 1</div><div class="line"><a name="l01145"></a><span class="lineno"> 1145</span>  };</div><div class="line"><a name="l01146"></a><span class="lineno"> 1146</span> </div><div class="line"><a name="l01147"></a><span class="lineno"> 1147</span>  <span class="keyword">enum</span> ScalingValues {</div><div class="line"><a name="l01148"></a><span class="lineno"> 1148</span>  SCALING_OFF = 0, <span class="comment">// Scaling is off.</span></div><div class="line"><a name="l01149"></a><span class="lineno"> 1149</span>  SCALING_ON = 1 <span class="comment">// Scaling is on.</span></div><div class="line"><a name="l01150"></a><span class="lineno"> 1150</span>  };</div><div class="line"><a name="l01151"></a><span class="lineno"> 1151</span> </div><div class="line"><a name="l01152"></a><span class="lineno"> 1152</span>  <span class="comment">// @{</span></div><div class="line"><a name="l01153"></a><span class="lineno"> 1153</span>  <span class="comment">// Placeholder value to indicate that a parameter is set to</span></div><div class="line"><a name="l01154"></a><span class="lineno"> 1154</span>  <span class="comment">// the default value defined in the wrapper.</span></div><div class="line"><a name="l01155"></a><span class="lineno"> 1155</span>  <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> kDefaultDoubleParamValue;</div><div class="line"><a name="l01156"></a><span class="lineno"> 1156</span>  <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">int</span> kDefaultIntegerParamValue;</div><div class="line"><a name="l01157"></a><span class="lineno"> 1157</span>  <span class="comment">// @}</span></div><div class="line"><a name="l01158"></a><span class="lineno"> 1158</span> </div><div class="line"><a name="l01159"></a><span class="lineno"> 1159</span>  <span class="comment">// @{</span></div><div class="line"><a name="l01160"></a><span class="lineno"> 1160</span>  <span class="comment">// Placeholder value to indicate that a parameter is unknown.</span></div><div class="line"><a name="l01161"></a><span class="lineno"> 1161</span>  <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> kUnknownDoubleParamValue;</div><div class="line"><a name="l01162"></a><span class="lineno"> 1162</span>  <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">int</span> kUnknownIntegerParamValue;</div><div class="line"><a name="l01163"></a><span class="lineno"> 1163</span>  <span class="comment">// @}</span></div><div class="line"><a name="l01164"></a><span class="lineno"> 1164</span> </div><div class="line"><a name="l01165"></a><span class="lineno"> 1165</span>  <span class="comment">// @{</span></div><div class="line"><a name="l01166"></a><span class="lineno"> 1166</span>  <span class="comment">// Default values for parameters. Only parameters that define the</span></div><div class="line"><a name="l01167"></a><span class="lineno"> 1167</span>  <span class="comment">// properties of the solution returned need to have a default value</span></div><div class="line"><a name="l01168"></a><span class="lineno"> 1168</span>  <span class="comment">// (that is the same for all solvers). You can also define a default</span></div><div class="line"><a name="l01169"></a><span class="lineno"> 1169</span>  <span class="comment">// value for performance parameters when you are confident it is a</span></div><div class="line"><a name="l01170"></a><span class="lineno"> 1170</span>  <span class="comment">// good choice (example: always turn presolve on).</span></div><div class="line"><a name="l01171"></a><span class="lineno"> 1171</span>  <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> kDefaultRelativeMipGap;</div><div class="line"><a name="l01172"></a><span class="lineno"> 1172</span>  <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> kDefaultPrimalTolerance;</div><div class="line"><a name="l01173"></a><span class="lineno"> 1173</span>  <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">double</span> kDefaultDualTolerance;</div><div class="line"><a name="l01174"></a><span class="lineno"> 1174</span>  <span class="keyword">static</span> <span class="keyword">const</span> PresolveValues kDefaultPresolve;</div><div class="line"><a name="l01175"></a><span class="lineno"> 1175</span>  <span class="keyword">static</span> <span class="keyword">const</span> IncrementalityValues kDefaultIncrementality;</div><div class="line"><a name="l01176"></a><span class="lineno"> 1176</span>  <span class="comment">// @}</span></div><div class="line"><a name="l01177"></a><span class="lineno"> 1177</span> </div><div class="line"><a name="l01178"></a><span class="lineno"> 1178</span>  <span class="comment">// The constructor sets all parameters to their default value.</span></div><div class="line"><a name="l01179"></a><span class="lineno"> 1179</span>  MPSolverParameters();</div><div class="line"><a name="l01180"></a><span class="lineno"> 1180</span> </div><div class="line"><a name="l01181"></a><span class="lineno"> 1181</span>  <span class="comment">// @{</span></div><div class="line"><a name="l01182"></a><span class="lineno"> 1182</span>  <span class="comment">// Sets a parameter to a specific value.</span></div><div class="line"><a name="l01183"></a><span class="lineno"> 1183</span>  <span class="keywordtype">void</span> SetDoubleParam(MPSolverParameters::DoubleParam param, <span class="keywordtype">double</span> value);</div><div class="line"><a name="l01184"></a><span class="lineno"> 1184</span>  <span class="keywordtype">void</span> SetIntegerParam(MPSolverParameters::IntegerParam param, <span class="keywordtype">int</span> value);</div><div class="line"><a name="l01185"></a><span class="lineno"> 1185</span>  <span class="comment">// @}</span></div><div class="line"><a name="l01186"></a><span class="lineno"> 1186</span> </div><div class="line"><a name="l01187"></a><span class="lineno"> 1187</span>  <span class="comment">// @{</span></div><div class="line"><a name="l01188"></a><span class="lineno"> 1188</span>  <span class="comment">// Sets a parameter to its default value (default value defined</span></div><div class="line"><a name="l01189"></a><span class="lineno"> 1189</span>  <span class="comment">// in MPSolverParameters if it exists, otherwise the default value</span></div><div class="line"><a name="l01190"></a><span class="lineno"> 1190</span>  <span class="comment">// defined in the underlying solver).</span></div><div class="line"><a name="l01191"></a><span class="lineno"> 1191</span>  <span class="keywordtype">void</span> ResetDoubleParam(MPSolverParameters::DoubleParam param);</div><div class="line"><a name="l01192"></a><span class="lineno"> 1192</span>  <span class="keywordtype">void</span> ResetIntegerParam(MPSolverParameters::IntegerParam param);</div><div class="line"><a name="l01193"></a><span class="lineno"> 1193</span>  <span class="comment">// Sets all parameters to their default value.</span></div><div class="line"><a name="l01194"></a><span class="lineno"> 1194</span>  <span class="keywordtype">void</span> Reset();</div><div class="line"><a name="l01195"></a><span class="lineno"> 1195</span>  <span class="comment">// @}</span></div><div class="line"><a name="l01196"></a><span class="lineno"> 1196</span> </div><div class="line"><a name="l01197"></a><span class="lineno"> 1197</span>  <span class="comment">// @{</span></div><div class="line"><a name="l01198"></a><span class="lineno"> 1198</span>  <span class="comment">// Returns the value of a parameter.</span></div><div class="line"><a name="l01199"></a><span class="lineno"> 1199</span>  <span class="keywordtype">double</span> GetDoubleParam(MPSolverParameters::DoubleParam param) <span class="keyword">const</span>;</div><div class="line"><a name="l01200"></a><span class="lineno"> 1200</span>  <span class="keywordtype">int</span> GetIntegerParam(MPSolverParameters::IntegerParam param) <span class="keyword">const</span>;</div><div class="line"><a name="l01201"></a><span class="lineno"> 1201</span>  <span class="comment">// @}</span></div><div class="line"><a name="l01202"></a><span class="lineno"> 1202</span> </div><div class="line"><a name="l01203"></a><span class="lineno"> 1203</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l01204"></a><span class="lineno"> 1204</span>  <span class="comment">// @{</span></div><div class="line"><a name="l01205"></a><span class="lineno"> 1205</span>  <span class="comment">// Parameter value for each parameter.</span></div><div class="line"><a name="l01206"></a><span class="lineno"> 1206</span>  <span class="comment">// @see DoubleParam</span></div><div class="line"><a name="l01207"></a><span class="lineno"> 1207</span>  <span class="comment">// @see IntegerParam</span></div><div class="line"><a name="l01208"></a><span class="lineno"> 1208</span>  <span class="keywordtype">double</span> relative_mip_gap_value_;</div><div class="line"><a name="l01209"></a><span class="lineno"> 1209</span>  <span class="keywordtype">double</span> primal_tolerance_value_;</div><div class="line"><a name="l01210"></a><span class="lineno"> 1210</span>  <span class="keywordtype">double</span> dual_tolerance_value_;</div><div class="line"><a name="l01211"></a><span class="lineno"> 1211</span>  <span class="keywordtype">int</span> presolve_value_;</div><div class="line"><a name="l01212"></a><span class="lineno"> 1212</span>  <span class="keywordtype">int</span> scaling_value_;</div><div class="line"><a name="l01213"></a><span class="lineno"> 1213</span>  <span class="keywordtype">int</span> lp_algorithm_value_;</div><div class="line"><a name="l01214"></a><span class="lineno"> 1214</span>  <span class="keywordtype">int</span> incrementality_value_;</div><div class="line"><a name="l01215"></a><span class="lineno"> 1215</span>  <span class="comment">// @}</span></div><div class="line"><a name="l01216"></a><span class="lineno"> 1216</span> </div><div class="line"><a name="l01217"></a><span class="lineno"> 1217</span>  <span class="comment">// Boolean value indicating whether each parameter is set to the</span></div><div class="line"><a name="l01218"></a><span class="lineno"> 1218</span>  <span class="comment">// solver's default value. Only parameters for which the wrapper</span></div><div class="line"><a name="l01219"></a><span class="lineno"> 1219</span>  <span class="comment">// does not define a default value need such an indicator.</span></div><div class="line"><a name="l01220"></a><span class="lineno"> 1220</span>  <span class="keywordtype">bool</span> lp_algorithm_is_default_;</div><div class="line"><a name="l01221"></a><span class="lineno"> 1221</span> </div><div class="line"><a name="l01222"></a><span class="lineno"> 1222</span>  DISALLOW_COPY_AND_ASSIGN(MPSolverParameters);</div><div class="line"><a name="l01223"></a><span class="lineno"> 1223</span> };</div><div class="line"><a name="l01224"></a><span class="lineno"> 1224</span> </div><div class="line"><a name="l01225"></a><span class="lineno"> 1225</span> <span class="comment">// This class wraps the actual mathematical programming solvers. Each</span></div><div class="line"><a name="l01226"></a><span class="lineno"> 1226</span> <span class="comment">// solver (GLOP, CLP, CBC, GLPK, SCIP) has its own interface class that</span></div><div class="line"><a name="l01227"></a><span class="lineno"> 1227</span> <span class="comment">// derives from this abstract class. This class is never directly</span></div><div class="line"><a name="l01228"></a><span class="lineno"> 1228</span> <span class="comment">// accessed by the user.</span></div><div class="line"><a name="l01229"></a><span class="lineno"> 1229</span> <span class="comment">// @see glop_interface.cc</span></div><div class="line"><a name="l01230"></a><span class="lineno"> 1230</span> <span class="comment">// @see cbc_interface.cc</span></div><div class="line"><a name="l01231"></a><span class="lineno"> 1231</span> <span class="comment">// @see clp_interface.cc</span></div><div class="line"><a name="l01232"></a><span class="lineno"> 1232</span> <span class="comment">// @see glpk_interface.cc</span></div><div class="line"><a name="l01233"></a><span class="lineno"> 1233</span> <span class="comment">// @see scip_interface.cc</span></div><div class="line"><a name="l01234"></a><span class="lineno"> 1234</span> <span class="keyword">class </span>MPSolverInterface {</div><div class="line"><a name="l01235"></a><span class="lineno"> 1235</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l01236"></a><span class="lineno"> 1236</span>  <span class="keyword">enum</span> SynchronizationStatus {</div><div class="line"><a name="l01237"></a><span class="lineno"> 1237</span>  <span class="comment">// The underlying solver (CLP, GLPK, ...) and MPSolver are not in</span></div><div class="line"><a name="l01238"></a><span class="lineno"> 1238</span>  <span class="comment">// sync for the model nor for the solution.</span></div><div class="line"><a name="l01239"></a><span class="lineno"> 1239</span>  MUST_RELOAD,</div><div class="line"><a name="l01240"></a><span class="lineno"> 1240</span>  <span class="comment">// The underlying solver and MPSolver are in sync for the model</span></div><div class="line"><a name="l01241"></a><span class="lineno"> 1241</span>  <span class="comment">// but not for the solution: the model has changed since the</span></div><div class="line"><a name="l01242"></a><span class="lineno"> 1242</span>  <span class="comment">// solution was computed last.</span></div><div class="line"><a name="l01243"></a><span class="lineno"> 1243</span>  MODEL_SYNCHRONIZED,</div><div class="line"><a name="l01244"></a><span class="lineno"> 1244</span>  <span class="comment">// The underlying solver and MPSolver are in sync for the model and</span></div><div class="line"><a name="l01245"></a><span class="lineno"> 1245</span>  <span class="comment">// the solution.</span></div><div class="line"><a name="l01246"></a><span class="lineno"> 1246</span>  SOLUTION_SYNCHRONIZED</div><div class="line"><a name="l01247"></a><span class="lineno"> 1247</span>  };</div><div class="line"><a name="l01248"></a><span class="lineno"> 1248</span> </div><div class="line"><a name="l01249"></a><span class="lineno"> 1249</span>  <span class="comment">// When the underlying solver does not provide the number of simplex</span></div><div class="line"><a name="l01250"></a><span class="lineno"> 1250</span>  <span class="comment">// iterations.</span></div><div class="line"><a name="l01251"></a><span class="lineno"> 1251</span>  <span class="keyword">static</span> <span class="keyword">const</span> int64 kUnknownNumberOfIterations = -1;</div><div class="line"><a name="l01252"></a><span class="lineno"> 1252</span>  <span class="comment">// When the underlying solver does not provide the number of</span></div><div class="line"><a name="l01253"></a><span class="lineno"> 1253</span>  <span class="comment">// branch-and-bound nodes.</span></div><div class="line"><a name="l01254"></a><span class="lineno"> 1254</span>  <span class="keyword">static</span> <span class="keyword">const</span> int64 kUnknownNumberOfNodes = -1;</div><div class="line"><a name="l01255"></a><span class="lineno"> 1255</span> </div><div class="line"><a name="l01256"></a><span class="lineno"> 1256</span>  <span class="comment">// Constructor. The user will access the MPSolverInterface through the</span></div><div class="line"><a name="l01257"></a><span class="lineno"> 1257</span>  <span class="comment">// MPSolver passed as argument.</span></div><div class="line"><a name="l01258"></a><span class="lineno"> 1258</span>  <span class="keyword">explicit</span> MPSolverInterface(MPSolver* <span class="keyword">const</span> solver);</div><div class="line"><a name="l01259"></a><span class="lineno"> 1259</span>  <span class="keyword">virtual</span> ~MPSolverInterface();</div><div class="line"><a name="l01260"></a><span class="lineno"> 1260</span> </div><div class="line"><a name="l01261"></a><span class="lineno"> 1261</span>  <span class="comment">// ----- Solve -----</span></div><div class="line"><a name="l01262"></a><span class="lineno"> 1262</span>  <span class="comment">// Solves problem with specified parameter values. Returns true if the</span></div><div class="line"><a name="l01263"></a><span class="lineno"> 1263</span>  <span class="comment">// solution is optimal.</span></div><div class="line"><a name="l01264"></a><span class="lineno"> 1264</span>  <span class="keyword">virtual</span> MPSolver::ResultStatus Solve(<span class="keyword">const</span> MPSolverParameters& param) = 0;</div><div class="line"><a name="l01265"></a><span class="lineno"> 1265</span> </div><div class="line"><a name="l01266"></a><span class="lineno"> 1266</span>  <span class="comment">// Writes the model using the solver internal write function. Currently only</span></div><div class="line"><a name="l01267"></a><span class="lineno"> 1267</span>  <span class="comment">// available for GurobiInterface.</span></div><div class="line"><a name="l01268"></a><span class="lineno"> 1268</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> Write(<span class="keyword">const</span> std::string& filename);</div><div class="line"><a name="l01269"></a><span class="lineno"> 1269</span> </div><div class="line"><a name="l01270"></a><span class="lineno"> 1270</span>  <span class="comment">// ----- Model modifications and extraction -----</span></div><div class="line"><a name="l01271"></a><span class="lineno"> 1271</span>  <span class="comment">// Resets extracted model.</span></div><div class="line"><a name="l01272"></a><span class="lineno"> 1272</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> Reset() = 0;</div><div class="line"><a name="l01273"></a><span class="lineno"> 1273</span> </div><div class="line"><a name="l01274"></a><span class="lineno"> 1274</span>  <span class="comment">// Sets the optimization direction (min/max).</span></div><div class="line"><a name="l01275"></a><span class="lineno"> 1275</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetOptimizationDirection(<span class="keywordtype">bool</span> maximize) = 0;</div><div class="line"><a name="l01276"></a><span class="lineno"> 1276</span> </div><div class="line"><a name="l01277"></a><span class="lineno"> 1277</span>  <span class="comment">// Modifies bounds of an extracted variable.</span></div><div class="line"><a name="l01278"></a><span class="lineno"> 1278</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetVariableBounds(<span class="keywordtype">int</span> index, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub) = 0;</div><div class="line"><a name="l01279"></a><span class="lineno"> 1279</span> </div><div class="line"><a name="l01280"></a><span class="lineno"> 1280</span>  <span class="comment">// Modifies integrality of an extracted variable.</span></div><div class="line"><a name="l01281"></a><span class="lineno"> 1281</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetVariableInteger(<span class="keywordtype">int</span> index, <span class="keywordtype">bool</span> integer) = 0;</div><div class="line"><a name="l01282"></a><span class="lineno"> 1282</span> </div><div class="line"><a name="l01283"></a><span class="lineno"> 1283</span>  <span class="comment">// Modify bounds of an extracted variable.</span></div><div class="line"><a name="l01284"></a><span class="lineno"> 1284</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetConstraintBounds(<span class="keywordtype">int</span> index, <span class="keywordtype">double</span> lb, <span class="keywordtype">double</span> ub) = 0;</div><div class="line"><a name="l01285"></a><span class="lineno"> 1285</span> </div><div class="line"><a name="l01286"></a><span class="lineno"> 1286</span>  <span class="comment">// Adds a linear constraint.</span></div><div class="line"><a name="l01287"></a><span class="lineno"> 1287</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> AddRowConstraint(MPConstraint* <span class="keyword">const</span> ct) = 0;</div><div class="line"><a name="l01288"></a><span class="lineno"> 1288</span> </div><div class="line"><a name="l01289"></a><span class="lineno"> 1289</span>  <span class="comment">// Adds an indicator constraint. Returns true if the feature is supported by</span></div><div class="line"><a name="l01290"></a><span class="lineno"> 1290</span>  <span class="comment">// the underlying solver.</span></div><div class="line"><a name="l01291"></a><span class="lineno"> 1291</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> AddIndicatorConstraint(MPConstraint* <span class="keyword">const</span> ct) {</div><div class="line"><a name="l01292"></a><span class="lineno"> 1292</span>  LOG(ERROR) << <span class="stringliteral">"Solver doesn't support indicator constraints."</span>;</div><div class="line"><a name="l01293"></a><span class="lineno"> 1293</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div><div class="line"><a name="l01294"></a><span class="lineno"> 1294</span>  }</div><div class="line"><a name="l01295"></a><span class="lineno"> 1295</span> </div><div class="line"><a name="l01296"></a><span class="lineno"> 1296</span>  <span class="comment">// Add a variable.</span></div><div class="line"><a name="l01297"></a><span class="lineno"> 1297</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> AddVariable(MPVariable* <span class="keyword">const</span> var) = 0;</div><div class="line"><a name="l01298"></a><span class="lineno"> 1298</span> </div><div class="line"><a name="l01299"></a><span class="lineno"> 1299</span>  <span class="comment">// Changes a coefficient in a constraint.</span></div><div class="line"><a name="l01300"></a><span class="lineno"> 1300</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetCoefficient(MPConstraint* <span class="keyword">const</span> constraint,</div><div class="line"><a name="l01301"></a><span class="lineno"> 1301</span>  <span class="keyword">const</span> MPVariable* <span class="keyword">const</span> variable,</div><div class="line"><a name="l01302"></a><span class="lineno"> 1302</span>  <span class="keywordtype">double</span> new_value, <span class="keywordtype">double</span> old_value) = 0;</div><div class="line"><a name="l01303"></a><span class="lineno"> 1303</span> </div><div class="line"><a name="l01304"></a><span class="lineno"> 1304</span>  <span class="comment">// Clears a constraint from all its terms.</span></div><div class="line"><a name="l01305"></a><span class="lineno"> 1305</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ClearConstraint(MPConstraint* <span class="keyword">const</span> constraint) = 0;</div><div class="line"><a name="l01306"></a><span class="lineno"> 1306</span> </div><div class="line"><a name="l01307"></a><span class="lineno"> 1307</span>  <span class="comment">// Changes a coefficient in the linear objective.</span></div><div class="line"><a name="l01308"></a><span class="lineno"> 1308</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetObjectiveCoefficient(<span class="keyword">const</span> MPVariable* <span class="keyword">const</span> variable,</div><div class="line"><a name="l01309"></a><span class="lineno"> 1309</span>  <span class="keywordtype">double</span> coefficient) = 0;</div><div class="line"><a name="l01310"></a><span class="lineno"> 1310</span> </div><div class="line"><a name="l01311"></a><span class="lineno"> 1311</span>  <span class="comment">// Changes the constant term in the linear objective.</span></div><div class="line"><a name="l01312"></a><span class="lineno"> 1312</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetObjectiveOffset(<span class="keywordtype">double</span> value) = 0;</div><div class="line"><a name="l01313"></a><span class="lineno"> 1313</span> </div><div class="line"><a name="l01314"></a><span class="lineno"> 1314</span>  <span class="comment">// Clears the objective from all its terms.</span></div><div class="line"><a name="l01315"></a><span class="lineno"> 1315</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ClearObjective() = 0;</div><div class="line"><a name="l01316"></a><span class="lineno"> 1316</span> </div><div class="line"><a name="l01317"></a><span class="lineno"> 1317</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> BranchingPriorityChangedForVariable(<span class="keywordtype">int</span> var_index) {}</div><div class="line"><a name="l01318"></a><span class="lineno"> 1318</span>  <span class="comment">// ------ Query statistics on the solution and the solve ------</span></div><div class="line"><a name="l01319"></a><span class="lineno"> 1319</span>  <span class="comment">// Returns the number of simplex iterations. The problem must be discrete,</span></div><div class="line"><a name="l01320"></a><span class="lineno"> 1320</span>  <span class="comment">// otherwise it crashes, or returns kUnknownNumberOfIterations in NDEBUG mode.</span></div><div class="line"><a name="l01321"></a><span class="lineno"> 1321</span>  <span class="keyword">virtual</span> int64 iterations() <span class="keyword">const</span> = 0;</div><div class="line"><a name="l01322"></a><span class="lineno"> 1322</span>  <span class="comment">// Returns the number of branch-and-bound nodes. The problem must be discrete,</span></div><div class="line"><a name="l01323"></a><span class="lineno"> 1323</span>  <span class="comment">// otherwise it crashes, or returns kUnknownNumberOfNodes in NDEBUG mode.</span></div><div class="line"><a name="l01324"></a><span class="lineno"> 1324</span>  <span class="keyword">virtual</span> int64 nodes() <span class="keyword">const</span> = 0;</div><div class="line"><a name="l01325"></a><span class="lineno"> 1325</span>  <span class="comment">// Returns the best objective bound. The problem must be discrete, otherwise</span></div><div class="line"><a name="l01326"></a><span class="lineno"> 1326</span>  <span class="comment">// it crashes, or returns trivial_worst_objective_bound() in NDEBUG mode.</span></div><div class="line"><a name="l01327"></a><span class="lineno"> 1327</span>  <span class="keyword">virtual</span> <span class="keywordtype">double</span> best_objective_bound() <span class="keyword">const</span> = 0;</div><div class="line"><a name="l01328"></a><span class="lineno"> 1328</span>  <span class="comment">// A trivial objective bound: the worst possible value of the objective,</span></div><div class="line"><a name="l01329"></a><span class="lineno"> 1329</span>  <span class="comment">// which will be +infinity if minimizing and -infinity if maximing.</span></div><div class="line"><a name="l01330"></a><span class="lineno"> 1330</span>  <span class="keywordtype">double</span> trivial_worst_objective_bound() <span class="keyword">const</span>;</div><div class="line"><a name="l01331"></a><span class="lineno"> 1331</span>  <span class="comment">// Returns the objective value of the best solution found so far.</span></div><div class="line"><a name="l01332"></a><span class="lineno"> 1332</span>  <span class="keywordtype">double</span> objective_value() <span class="keyword">const</span>;</div><div class="line"><a name="l01333"></a><span class="lineno"> 1333</span> </div><div class="line"><a name="l01334"></a><span class="lineno"> 1334</span>  <span class="comment">// Returns the basis status of a row.</span></div><div class="line"><a name="l01335"></a><span class="lineno"> 1335</span>  <span class="keyword">virtual</span> MPSolver::BasisStatus row_status(<span class="keywordtype">int</span> constraint_index) <span class="keyword">const</span> = 0;</div><div class="line"><a name="l01336"></a><span class="lineno"> 1336</span>  <span class="comment">// Returns the basis status of a constraint.</span></div><div class="line"><a name="l01337"></a><span class="lineno"> 1337</span>  <span class="keyword">virtual</span> MPSolver::BasisStatus column_status(<span class="keywordtype">int</span> variable_index) <span class="keyword">const</span> = 0;</div><div class="line"><a name="l01338"></a><span class="lineno"> 1338</span> </div><div class="line"><a name="l01339"></a><span class="lineno"> 1339</span>  <span class="comment">// Checks whether the solution is synchronized with the model, i.e. whether</span></div><div class="line"><a name="l01340"></a><span class="lineno"> 1340</span>  <span class="comment">// the model has changed since the solution was computed last.</span></div><div class="line"><a name="l01341"></a><span class="lineno"> 1341</span>  <span class="comment">// If it isn't, it crashes in NDEBUG, and returns false othwerwise.</span></div><div class="line"><a name="l01342"></a><span class="lineno"> 1342</span>  <span class="keywordtype">bool</span> CheckSolutionIsSynchronized() <span class="keyword">const</span>;</div><div class="line"><a name="l01343"></a><span class="lineno"> 1343</span>  <span class="comment">// Checks whether a feasible solution exists. The behavior is similar to</span></div><div class="line"><a name="l01344"></a><span class="lineno"> 1344</span>  <span class="comment">// CheckSolutionIsSynchronized() above.</span></div><div class="line"><a name="l01345"></a><span class="lineno"> 1345</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> CheckSolutionExists() <span class="keyword">const</span>;</div><div class="line"><a name="l01346"></a><span class="lineno"> 1346</span>  <span class="comment">// Handy shortcut to do both checks above (it is often used).</span></div><div class="line"><a name="l01347"></a><span class="lineno"> 1347</span>  <span class="keywordtype">bool</span> CheckSolutionIsSynchronizedAndExists()<span class="keyword"> const </span>{</div><div class="line"><a name="l01348"></a><span class="lineno"> 1348</span>  <span class="keywordflow">return</span> CheckSolutionIsSynchronized() && CheckSolutionExists();</div><div class="line"><a name="l01349"></a><span class="lineno"> 1349</span>  }</div><div class="line"><a name="l01350"></a><span class="lineno"> 1350</span>  <span class="comment">// Checks whether information on the best objective bound exists. The behavior</span></div><div class="line"><a name="l01351"></a><span class="lineno"> 1351</span>  <span class="comment">// is similar to CheckSolutionIsSynchronized() above.</span></div><div class="line"><a name="l01352"></a><span class="lineno"> 1352</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> CheckBestObjectiveBoundExists() <span class="keyword">const</span>;</div><div class="line"><a name="l01353"></a><span class="lineno"> 1353</span> </div><div class="line"><a name="l01354"></a><span class="lineno"> 1354</span>  <span class="comment">// ----- Misc -----</span></div><div class="line"><a name="l01355"></a><span class="lineno"> 1355</span>  <span class="comment">// Queries problem type. For simplicity, the distinction between</span></div><div class="line"><a name="l01356"></a><span class="lineno"> 1356</span>  <span class="comment">// continuous and discrete is based on the declaration of the user</span></div><div class="line"><a name="l01357"></a><span class="lineno"> 1357</span>  <span class="comment">// when the solver is created (example: GLPK_LINEAR_PROGRAMMING</span></div><div class="line"><a name="l01358"></a><span class="lineno"> 1358</span>  <span class="comment">// vs. GLPK_MIXED_INTEGER_PROGRAMMING), not on the actual content of</span></div><div class="line"><a name="l01359"></a><span class="lineno"> 1359</span>  <span class="comment">// the model.</span></div><div class="line"><a name="l01360"></a><span class="lineno"> 1360</span>  <span class="comment">// Returns true if the problem is continuous.</span></div><div class="line"><a name="l01361"></a><span class="lineno"> 1361</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> IsContinuous() <span class="keyword">const</span> = 0;</div><div class="line"><a name="l01362"></a><span class="lineno"> 1362</span>  <span class="comment">// Returns true if the problem is continuous and linear.</span></div><div class="line"><a name="l01363"></a><span class="lineno"> 1363</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> IsLP() <span class="keyword">const</span> = 0;</div><div class="line"><a name="l01364"></a><span class="lineno"> 1364</span>  <span class="comment">// Returns true if the problem is discrete and linear.</span></div><div class="line"><a name="l01365"></a><span class="lineno"> 1365</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> IsMIP() <span class="keyword">const</span> = 0;</div><div class="line"><a name="l01366"></a><span class="lineno"> 1366</span> </div><div class="line"><a name="l01367"></a><span class="lineno"> 1367</span>  <span class="comment">// Returns the index of the last variable extracted.</span></div><div class="line"><a name="l01368"></a><span class="lineno"> 1368</span>  <span class="keywordtype">int</span> last_variable_index()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> last_variable_index_; }</div><div class="line"><a name="l01369"></a><span class="lineno"> 1369</span> </div><div class="line"><a name="l01370"></a><span class="lineno"> 1370</span>  <span class="keywordtype">bool</span> variable_is_extracted(<span class="keywordtype">int</span> var_index)<span class="keyword"> const </span>{</div><div class="line"><a name="l01371"></a><span class="lineno"> 1371</span>  <span class="keywordflow">return</span> solver_->variable_is_extracted_[var_index];</div><div class="line"><a name="l01372"></a><span class="lineno"> 1372</span>  }</div><div class="line"><a name="l01373"></a><span class="lineno"> 1373</span>  <span class="keywordtype">void</span> set_variable_as_extracted(<span class="keywordtype">int</span> var_index, <span class="keywordtype">bool</span> extracted) {</div><div class="line"><a name="l01374"></a><span class="lineno"> 1374</span>  solver_->variable_is_extracted_[var_index] = extracted;</div><div class="line"><a name="l01375"></a><span class="lineno"> 1375</span>  }</div><div class="line"><a name="l01376"></a><span class="lineno"> 1376</span>  <span class="keywordtype">bool</span> constraint_is_extracted(<span class="keywordtype">int</span> ct_index)<span class="keyword"> const </span>{</div><div class="line"><a name="l01377"></a><span class="lineno"> 1377</span>  <span class="keywordflow">return</span> solver_->constraint_is_extracted_[ct_index];</div><div class="line"><a name="l01378"></a><span class="lineno"> 1378</span>  }</div><div class="line"><a name="l01379"></a><span class="lineno"> 1379</span>  <span class="keywordtype">void</span> set_constraint_as_extracted(<span class="keywordtype">int</span> ct_index, <span class="keywordtype">bool</span> extracted) {</div><div class="line"><a name="l01380"></a><span class="lineno"> 1380</span>  solver_->constraint_is_extracted_[ct_index] = extracted;</div><div class="line"><a name="l01381"></a><span class="lineno"> 1381</span>  }</div><div class="line"><a name="l01382"></a><span class="lineno"> 1382</span> </div><div class="line"><a name="l01383"></a><span class="lineno"> 1383</span>  <span class="comment">// Returns the boolean indicating the verbosity of the solver output.</span></div><div class="line"><a name="l01384"></a><span class="lineno"> 1384</span>  <span class="keywordtype">bool</span> quiet()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> quiet_; }</div><div class="line"><a name="l01385"></a><span class="lineno"> 1385</span>  <span class="comment">// Sets the boolean indicating the verbosity of the solver output.</span></div><div class="line"><a name="l01386"></a><span class="lineno"> 1386</span>  <span class="keywordtype">void</span> set_quiet(<span class="keywordtype">bool</span> quiet_value) { quiet_ = quiet_value; }</div><div class="line"><a name="l01387"></a><span class="lineno"> 1387</span> </div><div class="line"><a name="l01388"></a><span class="lineno"> 1388</span>  <span class="comment">// Returns the result status of the last solve.</span></div><div class="line"><a name="l01389"></a><span class="lineno"> 1389</span>  MPSolver::ResultStatus result_status()<span class="keyword"> const </span>{</div><div class="line"><a name="l01390"></a><span class="lineno"> 1390</span>  CheckSolutionIsSynchronized();</div><div class="line"><a name="l01391"></a><span class="lineno"> 1391</span>  <span class="keywordflow">return</span> result_status_;</div><div class="line"><a name="l01392"></a><span class="lineno"> 1392</span>  }</div><div class="line"><a name="l01393"></a><span class="lineno"> 1393</span> </div><div class="line"><a name="l01394"></a><span class="lineno"> 1394</span>  <span class="comment">// Returns a std::string describing the underlying solver and its version.</span></div><div class="line"><a name="l01395"></a><span class="lineno"> 1395</span>  <span class="keyword">virtual</span> std::string SolverVersion() <span class="keyword">const</span> = 0;</div><div class="line"><a name="l01396"></a><span class="lineno"> 1396</span> </div><div class="line"><a name="l01397"></a><span class="lineno"> 1397</span>  <span class="comment">// Returns the underlying solver.</span></div><div class="line"><a name="l01398"></a><span class="lineno"> 1398</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span>* underlying_solver() = 0;</div><div class="line"><a name="l01399"></a><span class="lineno"> 1399</span> </div><div class="line"><a name="l01400"></a><span class="lineno"> 1400</span>  <span class="comment">// Computes exact condition number. Only available for continuous</span></div><div class="line"><a name="l01401"></a><span class="lineno"> 1401</span>  <span class="comment">// problems and only implemented in GLPK.</span></div><div class="line"><a name="l01402"></a><span class="lineno"> 1402</span>  <span class="keyword">virtual</span> <span class="keywordtype">double</span> ComputeExactConditionNumber() <span class="keyword">const</span>;</div><div class="line"><a name="l01403"></a><span class="lineno"> 1403</span> </div><div class="line"><a name="l01404"></a><span class="lineno"> 1404</span>  <span class="comment">// See MPSolver::SetStartingLpBasis().</span></div><div class="line"><a name="l01405"></a><span class="lineno"> 1405</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetStartingLpBasis(</div><div class="line"><a name="l01406"></a><span class="lineno"> 1406</span>  <span class="keyword">const</span> std::vector<MPSolver::BasisStatus>& variable_statuses,</div><div class="line"><a name="l01407"></a><span class="lineno"> 1407</span>  <span class="keyword">const</span> std::vector<MPSolver::BasisStatus>& constraint_statuses) {</div><div class="line"><a name="l01408"></a><span class="lineno"> 1408</span>  LOG(FATAL) << <span class="stringliteral">"Not supported by this solver."</span>;</div><div class="line"><a name="l01409"></a><span class="lineno"> 1409</span>  }</div><div class="line"><a name="l01410"></a><span class="lineno"> 1410</span> </div><div class="line"><a name="l01411"></a><span class="lineno"> 1411</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> InterruptSolve() { <span class="keywordflow">return</span> <span class="keyword">false</span>; }</div><div class="line"><a name="l01412"></a><span class="lineno"> 1412</span> </div><div class="line"><a name="l01413"></a><span class="lineno"> 1413</span>  <span class="comment">// See MPSolver::NextSolution() for contract.</span></div><div class="line"><a name="l01414"></a><span class="lineno"> 1414</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> NextSolution() { <span class="keywordflow">return</span> <span class="keyword">false</span>; }</div><div class="line"><a name="l01415"></a><span class="lineno"> 1415</span> </div><div class="line"><a name="l01416"></a><span class="lineno"> 1416</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPSolver;</div><div class="line"><a name="l01417"></a><span class="lineno"> 1417</span> </div><div class="line"><a name="l01418"></a><span class="lineno"> 1418</span>  <span class="comment">// To access the maximize_ bool and the MPSolver.</span></div><div class="line"><a name="l01419"></a><span class="lineno"> 1419</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPConstraint;</div><div class="line"><a name="l01420"></a><span class="lineno"> 1420</span>  <span class="keyword">friend</span> <span class="keyword">class </span>MPObjective;</div><div class="line"><a name="l01421"></a><span class="lineno"> 1421</span> </div><div class="line"><a name="l01422"></a><span class="lineno"> 1422</span>  <span class="keyword">protected</span>:</div><div class="line"><a name="l01423"></a><span class="lineno"> 1423</span>  MPSolver* <span class="keyword">const</span> solver_;</div><div class="line"><a name="l01424"></a><span class="lineno"> 1424</span>  <span class="comment">// Indicates whether the model and the solution are synchronized.</span></div><div class="line"><a name="l01425"></a><span class="lineno"> 1425</span>  SynchronizationStatus sync_status_;</div><div class="line"><a name="l01426"></a><span class="lineno"> 1426</span>  <span class="comment">// Indicates whether the solve has reached optimality,</span></div><div class="line"><a name="l01427"></a><span class="lineno"> 1427</span>  <span class="comment">// infeasibility, a limit, etc.</span></div><div class="line"><a name="l01428"></a><span class="lineno"> 1428</span>  MPSolver::ResultStatus result_status_;</div><div class="line"><a name="l01429"></a><span class="lineno"> 1429</span>  <span class="comment">// Optimization direction.</span></div><div class="line"><a name="l01430"></a><span class="lineno"> 1430</span>  <span class="keywordtype">bool</span> maximize_;</div><div class="line"><a name="l01431"></a><span class="lineno"> 1431</span> </div><div class="line"><a name="l01432"></a><span class="lineno"> 1432</span>  <span class="comment">// Index in MPSolver::variables_ of last constraint extracted.</span></div><div class="line"><a name="l01433"></a><span class="lineno"> 1433</span>  <span class="keywordtype">int</span> last_constraint_index_;</div><div class="line"><a name="l01434"></a><span class="lineno"> 1434</span>  <span class="comment">// Index in MPSolver::constraints_ of last variable extracted.</span></div><div class="line"><a name="l01435"></a><span class="lineno"> 1435</span>  <span class="keywordtype">int</span> last_variable_index_;</div><div class="line"><a name="l01436"></a><span class="lineno"> 1436</span> </div><div class="line"><a name="l01437"></a><span class="lineno"> 1437</span>  <span class="comment">// The value of the objective function.</span></div><div class="line"><a name="l01438"></a><span class="lineno"> 1438</span>  <span class="keywordtype">double</span> objective_value_;</div><div class="line"><a name="l01439"></a><span class="lineno"> 1439</span> </div><div class="line"><a name="l01440"></a><span class="lineno"> 1440</span>  <span class="comment">// Boolean indicator for the verbosity of the solver output.</span></div><div class="line"><a name="l01441"></a><span class="lineno"> 1441</span>  <span class="keywordtype">bool</span> quiet_;</div><div class="line"><a name="l01442"></a><span class="lineno"> 1442</span> </div><div class="line"><a name="l01443"></a><span class="lineno"> 1443</span>  <span class="comment">// Index of dummy variable created for empty constraints or the</span></div><div class="line"><a name="l01444"></a><span class="lineno"> 1444</span>  <span class="comment">// objective offset.</span></div><div class="line"><a name="l01445"></a><span class="lineno"> 1445</span>  <span class="keyword">static</span> <span class="keyword">const</span> <span class="keywordtype">int</span> kDummyVariableIndex;</div><div class="line"><a name="l01446"></a><span class="lineno"> 1446</span> </div><div class="line"><a name="l01447"></a><span class="lineno"> 1447</span>  <span class="comment">// Extracts model stored in MPSolver.</span></div><div class="line"><a name="l01448"></a><span class="lineno"> 1448</span>  <span class="keywordtype">void</span> ExtractModel();</div><div class="line"><a name="l01449"></a><span class="lineno"> 1449</span>  <span class="comment">// Extracts the variables that have not been extracted yet.</span></div><div class="line"><a name="l01450"></a><span class="lineno"> 1450</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ExtractNewVariables() = 0;</div><div class="line"><a name="l01451"></a><span class="lineno"> 1451</span>  <span class="comment">// Extracts the constraints that have not been extracted yet.</span></div><div class="line"><a name="l01452"></a><span class="lineno"> 1452</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ExtractNewConstraints() = 0;</div><div class="line"><a name="l01453"></a><span class="lineno"> 1453</span>  <span class="comment">// Extracts the objective.</span></div><div class="line"><a name="l01454"></a><span class="lineno"> 1454</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> ExtractObjective() = 0;</div><div class="line"><a name="l01455"></a><span class="lineno"> 1455</span>  <span class="comment">// Resets the extraction information.</span></div><div class="line"><a name="l01456"></a><span class="lineno"> 1456</span>  <span class="keywordtype">void</span> ResetExtractionInformation();</div><div class="line"><a name="l01457"></a><span class="lineno"> 1457</span>  <span class="comment">// Change synchronization status from SOLUTION_SYNCHRONIZED to</span></div><div class="line"><a name="l01458"></a><span class="lineno"> 1458</span>  <span class="comment">// MODEL_SYNCHRONIZED. To be used for model changes.</span></div><div class="line"><a name="l01459"></a><span class="lineno"> 1459</span>  <span class="keywordtype">void</span> InvalidateSolutionSynchronization();</div><div class="line"><a name="l01460"></a><span class="lineno"> 1460</span> </div><div class="line"><a name="l01461"></a><span class="lineno"> 1461</span>  <span class="comment">// Sets parameters common to LP and MIP in the underlying solver.</span></div><div class="line"><a name="l01462"></a><span class="lineno"> 1462</span>  <span class="keywordtype">void</span> SetCommonParameters(<span class="keyword">const</span> MPSolverParameters& param);</div><div class="line"><a name="l01463"></a><span class="lineno"> 1463</span>  <span class="comment">// Sets MIP specific parameters in the underlying solver.</span></div><div class="line"><a name="l01464"></a><span class="lineno"> 1464</span>  <span class="keywordtype">void</span> SetMIPParameters(<span class="keyword">const</span> MPSolverParameters& param);</div><div class="line"><a name="l01465"></a><span class="lineno"> 1465</span>  <span class="comment">// Sets all parameters in the underlying solver.</span></div><div class="line"><a name="l01466"></a><span class="lineno"> 1466</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetParameters(<span class="keyword">const</span> MPSolverParameters& param) = 0;</div><div class="line"><a name="l01467"></a><span class="lineno"> 1467</span>  <span class="comment">// Sets an unsupported double parameter.</span></div><div class="line"><a name="l01468"></a><span class="lineno"> 1468</span>  <span class="keywordtype">void</span> SetUnsupportedDoubleParam(MPSolverParameters::DoubleParam param);</div><div class="line"><a name="l01469"></a><span class="lineno"> 1469</span>  <span class="comment">// Sets an unsupported integer parameter.</span></div><div class="line"><a name="l01470"></a><span class="lineno"> 1470</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetUnsupportedIntegerParam(</div><div class="line"><a name="l01471"></a><span class="lineno"> 1471</span>  MPSolverParameters::IntegerParam param);</div><div class="line"><a name="l01472"></a><span class="lineno"> 1472</span>  <span class="comment">// Sets a supported double parameter to an unsupported value.</span></div><div class="line"><a name="l01473"></a><span class="lineno"> 1473</span>  <span class="keywordtype">void</span> SetDoubleParamToUnsupportedValue(MPSolverParameters::DoubleParam param,</div><div class="line"><a name="l01474"></a><span class="lineno"> 1474</span>  <span class="keywordtype">double</span> value);</div><div class="line"><a name="l01475"></a><span class="lineno"> 1475</span>  <span class="comment">// Sets a supported integer parameter to an unsupported value.</span></div><div class="line"><a name="l01476"></a><span class="lineno"> 1476</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetIntegerParamToUnsupportedValue(</div><div class="line"><a name="l01477"></a><span class="lineno"> 1477</span>  MPSolverParameters::IntegerParam param, <span class="keywordtype">int</span> value);</div><div class="line"><a name="l01478"></a><span class="lineno"> 1478</span>  <span class="comment">// Sets each parameter in the underlying solver.</span></div><div class="line"><a name="l01479"></a><span class="lineno"> 1479</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetRelativeMipGap(<span class="keywordtype">double</span> value) = 0;</div><div class="line"><a name="l01480"></a><span class="lineno"> 1480</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetPrimalTolerance(<span class="keywordtype">double</span> value) = 0;</div><div class="line"><a name="l01481"></a><span class="lineno"> 1481</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetDualTolerance(<span class="keywordtype">double</span> value) = 0;</div><div class="line"><a name="l01482"></a><span class="lineno"> 1482</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetPresolveMode(<span class="keywordtype">int</span> value) = 0;</div><div class="line"><a name="l01483"></a><span class="lineno"> 1483</span> </div><div class="line"><a name="l01484"></a><span class="lineno"> 1484</span>  <span class="comment">// Sets the number of threads to be used by the solver.</span></div><div class="line"><a name="l01485"></a><span class="lineno"> 1485</span>  <span class="keyword">virtual</span> util::Status SetNumThreads(<span class="keywordtype">int</span> num_threads);</div><div class="line"><a name="l01486"></a><span class="lineno"> 1486</span> </div><div class="line"><a name="l01487"></a><span class="lineno"> 1487</span>  <span class="comment">// Pass solver specific parameters in text format. The format is</span></div><div class="line"><a name="l01488"></a><span class="lineno"> 1488</span>  <span class="comment">// solver-specific and is the same as the corresponding solver configuration</span></div><div class="line"><a name="l01489"></a><span class="lineno"> 1489</span>  <span class="comment">// file format. Returns true if the operation was successful.</span></div><div class="line"><a name="l01490"></a><span class="lineno"> 1490</span>  <span class="comment">//</span></div><div class="line"><a name="l01491"></a><span class="lineno"> 1491</span>  <span class="comment">// The default implementation of this method stores the parameters in a</span></div><div class="line"><a name="l01492"></a><span class="lineno"> 1492</span>  <span class="comment">// temporary file and calls ReadParameterFile to import the parameter file</span></div><div class="line"><a name="l01493"></a><span class="lineno"> 1493</span>  <span class="comment">// into the solver. Solvers that support passing the parameters directly can</span></div><div class="line"><a name="l01494"></a><span class="lineno"> 1494</span>  <span class="comment">// override this method to skip the temporary file logic.</span></div><div class="line"><a name="l01495"></a><span class="lineno"> 1495</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> SetSolverSpecificParametersAsString(</div><div class="line"><a name="l01496"></a><span class="lineno"> 1496</span>  <span class="keyword">const</span> std::string& parameters);</div><div class="line"><a name="l01497"></a><span class="lineno"> 1497</span> </div><div class="line"><a name="l01498"></a><span class="lineno"> 1498</span>  <span class="comment">// Reads a solver-specific file of parameters and set them.</span></div><div class="line"><a name="l01499"></a><span class="lineno"> 1499</span>  <span class="comment">// Returns true if there was no errors.</span></div><div class="line"><a name="l01500"></a><span class="lineno"> 1500</span>  <span class="keyword">virtual</span> <span class="keywordtype">bool</span> ReadParameterFile(<span class="keyword">const</span> std::string& filename);</div><div class="line"><a name="l01501"></a><span class="lineno"> 1501</span> </div><div class="line"><a name="l01502"></a><span class="lineno"> 1502</span>  <span class="comment">// Returns a file extension like ".tmp", this is needed because some solvers</span></div><div class="line"><a name="l01503"></a><span class="lineno"> 1503</span>  <span class="comment">// require a given extension for the ReadParameterFile() filename and we need</span></div><div class="line"><a name="l01504"></a><span class="lineno"> 1504</span>  <span class="comment">// to know it to generate a temporary parameter file.</span></div><div class="line"><a name="l01505"></a><span class="lineno"> 1505</span>  <span class="keyword">virtual</span> std::string ValidFileExtensionForParameterFile() <span class="keyword">const</span>;</div><div class="line"><a name="l01506"></a><span class="lineno"> 1506</span> </div><div class="line"><a name="l01507"></a><span class="lineno"> 1507</span>  <span class="comment">// Sets the scaling mode.</span></div><div class="line"><a name="l01508"></a><span class="lineno"> 1508</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetScalingMode(<span class="keywordtype">int</span> value) = 0;</div><div class="line"><a name="l01509"></a><span class="lineno"> 1509</span>  <span class="keyword">virtual</span> <span class="keywordtype">void</span> SetLpAlgorithm(<span class="keywordtype">int</span> value) = 0;</div><div class="line"><a name="l01510"></a><span class="lineno"> 1510</span> };</div><div class="line"><a name="l01511"></a><span class="lineno"> 1511</span> </div><div class="line"><a name="l01512"></a><span class="lineno"> 1512</span> } <span class="comment">// namespace operations_research</span></div><div class="line"><a name="l01513"></a><span class="lineno"> 1513</span> </div><div class="line"><a name="l01514"></a><span class="lineno"> 1514</span> <span class="preprocessor">#endif // OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_H_</span></div><div class="ttc" id="namespaceoperations__research_html_aef684073daca7460490db8d881f886e0"><div class="ttname"><a href="namespaceoperations__research.html#aef684073daca7460490db8d881f886e0">operations_research::ExportModelAsMpsFormat</a></div><div class="ttdeci">util::StatusOr< std::string > ExportModelAsMpsFormat(const MPModelProto &model, const MPModelExportOptions &options=MPModelExportOptions())</div><div class="ttdoc">Outputs the current model (variables, constraints, objective) as a std::string encoded in MPS file fo...</div></div>
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<div class="ttc" id="namespaceoperations__research_html_a8cc975b7db5017319901da0f63a114aa"><div class="ttname"><a href="namespaceoperations__research.html#a8cc975b7db5017319901da0f63a114aa">operations_research::MPSolverResponseStatus</a></div><div class="ttdeci">MPSolverResponseStatus</div><div class="ttdef"><b>Definition:</b> <a href="linear__solver_8pb_8h_source.html#l00191">linear_solver.pb.h:191</a></div></div>
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<div class="ttc" id="linear__solver_8pb_8h_html"><div class="ttname"><a href="linear__solver_8pb_8h.html">linear_solver.pb.h</a></div></div>
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<div class="ttc" id="namespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in c...</div><div class="ttdef"><b>Definition:</b> <a href="model__exporter_8h_source.html#l00026">model_exporter.h:26</a></div></div>
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<div class="ttc" id="namespaceoperations__research_html_a689d3552f87e89456c0c9a43847c964a"><div class="ttname"><a href="namespaceoperations__research.html#a689d3552f87e89456c0c9a43847c964a">operations_research::ExportModelAsLpFormat</a></div><div class="ttdeci">util::StatusOr< std::string > ExportModelAsLpFormat(const MPModelProto &model, const MPModelExportOptions &options=MPModelExportOptions())</div><div class="ttdoc">Outputs the current model (variables, constraints, objective) as a std::string encoded in the so-call...</div></div>
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