310 lines
10 KiB
C++
310 lines
10 KiB
C++
// Copyright 2010-2024 Google LLC
|
|
// Licensed under the Apache License, Version 2.0 (the "License");
|
|
// you may not use this file except in compliance with the License.
|
|
// You may obtain a copy of the License at
|
|
//
|
|
// http://www.apache.org/licenses/LICENSE-2.0
|
|
//
|
|
// Unless required by applicable law or agreed to in writing, software
|
|
// distributed under the License is distributed on an "AS IS" BASIS,
|
|
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
// See the License for the specific language governing permissions and
|
|
// limitations under the License.
|
|
|
|
#if defined(USE_HIGHS)
|
|
|
|
#include <atomic>
|
|
#include <cstdint>
|
|
#include <optional>
|
|
#include <string>
|
|
#include <utility>
|
|
#include <vector>
|
|
|
|
#include "absl/base/attributes.h"
|
|
#include "absl/status/status.h"
|
|
#include "absl/status/statusor.h"
|
|
#include "absl/strings/str_cat.h"
|
|
#include "absl/types/optional.h"
|
|
#include "google/protobuf/text_format.h"
|
|
#include "ortools/base/logging.h"
|
|
#include "ortools/linear_solver/linear_solver.h"
|
|
#include "ortools/linear_solver/linear_solver.pb.h"
|
|
#include "ortools/linear_solver/proto_solver/highs_proto_solver.h"
|
|
#include "ortools/port/proto_utils.h"
|
|
|
|
namespace operations_research {
|
|
|
|
class HighsInterface : public MPSolverInterface {
|
|
public:
|
|
explicit HighsInterface(MPSolver* solver, bool solve_as_a_mip);
|
|
~HighsInterface() override;
|
|
|
|
// ----- Solve -----
|
|
MPSolver::ResultStatus Solve(const MPSolverParameters& param) override;
|
|
std::optional<MPSolutionResponse> DirectlySolveProto(
|
|
const MPModelRequest& request, std::atomic<bool>* interrupt) override;
|
|
|
|
// ----- Model modifications and extraction -----
|
|
void Reset() override;
|
|
void SetOptimizationDirection(bool maximize) override;
|
|
void SetVariableBounds(int index, double lb, double ub) override;
|
|
void SetVariableInteger(int index, bool integer) override;
|
|
void SetConstraintBounds(int index, double lb, double ub) override;
|
|
void AddRowConstraint(MPConstraint* ct) override;
|
|
void AddVariable(MPVariable* var) override;
|
|
void SetCoefficient(MPConstraint* constraint, const MPVariable* variable,
|
|
double new_value, double old_value) override;
|
|
void ClearConstraint(MPConstraint* constraint) override;
|
|
void SetObjectiveCoefficient(const MPVariable* variable,
|
|
double coefficient) override;
|
|
void SetObjectiveOffset(double value) override;
|
|
void ClearObjective() override;
|
|
|
|
// ------ Query statistics on the solution and the solve ------
|
|
int64_t iterations() const override;
|
|
int64_t nodes() const override;
|
|
MPSolver::BasisStatus row_status(int constraint_index) const override;
|
|
MPSolver::BasisStatus column_status(int variable_index) const override;
|
|
|
|
// ----- Misc -----
|
|
bool IsContinuous() const override;
|
|
bool IsLP() const override;
|
|
bool IsMIP() const override;
|
|
|
|
std::string SolverVersion() const override;
|
|
void* underlying_solver() override;
|
|
|
|
void ExtractNewVariables() override;
|
|
void ExtractNewConstraints() override;
|
|
void ExtractObjective() override;
|
|
|
|
void SetParameters(const MPSolverParameters& param) override;
|
|
void SetRelativeMipGap(double value) override;
|
|
void SetPrimalTolerance(double value) override;
|
|
void SetDualTolerance(double value) override;
|
|
void SetPresolveMode(int value) override;
|
|
void SetScalingMode(int value) override;
|
|
void SetLpAlgorithm(int value) override;
|
|
bool SetSolverSpecificParametersAsString(
|
|
const std::string& parameters) override;
|
|
absl::Status SetNumThreads(int num_threads) override;
|
|
|
|
private:
|
|
void NonIncrementalChange();
|
|
|
|
const bool solve_as_a_mip_;
|
|
};
|
|
|
|
HighsInterface::HighsInterface(MPSolver* const solver, bool solve_as_a_mip)
|
|
: MPSolverInterface(solver), solve_as_a_mip_(solve_as_a_mip) {}
|
|
|
|
HighsInterface::~HighsInterface() {}
|
|
|
|
MPSolver::ResultStatus HighsInterface::Solve(const MPSolverParameters& param) {
|
|
// Reset extraction as this interface is not incremental yet.
|
|
Reset();
|
|
ExtractModel();
|
|
|
|
SetParameters(param);
|
|
if (quiet_) {
|
|
// parameters_.set_verbosity_level(0);
|
|
} else {
|
|
// parameters_.set_verbosity_level(3);
|
|
}
|
|
|
|
solver_->SetSolverSpecificParametersAsString(
|
|
solver_->solver_specific_parameter_string_);
|
|
|
|
// Time limit.
|
|
if (solver_->time_limit()) {
|
|
VLOG(1) << "Setting time limit = " << solver_->time_limit() << " ms.";
|
|
// parameters_.mutable_termination_criteria()->set_time_sec_limit(
|
|
// static_cast<double>(solver_->time_limit()) / 1000.0);
|
|
}
|
|
|
|
// Mark variables and constraints as extracted.
|
|
for (int i = 0; i < solver_->variables_.size(); ++i) {
|
|
set_variable_as_extracted(i, true);
|
|
}
|
|
for (int i = 0; i < solver_->constraints_.size(); ++i) {
|
|
set_constraint_as_extracted(i, true);
|
|
}
|
|
|
|
MPModelProto model_proto;
|
|
solver_->ExportModelToProto(&model_proto);
|
|
MPModelRequest request;
|
|
*request.mutable_model() = std::move(model_proto);
|
|
request.set_solver_type(solve_as_a_mip_
|
|
? MPModelRequest::HIGHS_MIXED_INTEGER_PROGRAMMING
|
|
: MPModelRequest::HIGHS_LINEAR_PROGRAMMING);
|
|
|
|
// Set parameters.
|
|
absl::StatusOr<MPSolutionResponse> response = HighsSolveProto(request);
|
|
|
|
if (!response.ok()) {
|
|
LOG(ERROR) << "Unexpected error solving with Highs: " << response.status();
|
|
return MPSolver::ABNORMAL;
|
|
}
|
|
|
|
// The solution must be marked as synchronized even when no solution exists.
|
|
sync_status_ = SOLUTION_SYNCHRONIZED;
|
|
result_status_ = static_cast<MPSolver::ResultStatus>(response->status());
|
|
LOG_IF(DFATAL, !response->has_solver_specific_info()) << *response;
|
|
// if (!solve_log_.ParseFromString(response->solver_specific_info())) {
|
|
// LOG(DFATAL) << "Unable to parse Highs's SolveLog from
|
|
// solver_specific_info";
|
|
// }
|
|
|
|
if (response->status() == MPSOLVER_FEASIBLE ||
|
|
response->status() == MPSOLVER_OPTIMAL) {
|
|
const absl::Status result = solver_->LoadSolutionFromProto(*response);
|
|
if (!result.ok()) {
|
|
LOG(ERROR) << "LoadSolutionFromProto failed: " << result;
|
|
}
|
|
}
|
|
|
|
return result_status_;
|
|
}
|
|
|
|
std::optional<MPSolutionResponse> HighsInterface::DirectlySolveProto(
|
|
const MPModelRequest& request, std::atomic<bool>* interrupt) {
|
|
if (interrupt) return std::nullopt;
|
|
absl::StatusOr<MPSolutionResponse> response = HighsSolveProto(request);
|
|
|
|
if (!response.ok()) {
|
|
LOG(ERROR) << "Unexpected error solving with Highs: " << response.status();
|
|
MPSolutionResponse error_response;
|
|
error_response.set_status(MPSolverResponseStatus::MPSOLVER_ABNORMAL);
|
|
error_response.set_status_str(response.status().ToString());
|
|
return error_response;
|
|
}
|
|
|
|
return *response;
|
|
}
|
|
|
|
void HighsInterface::Reset() { ResetExtractionInformation(); }
|
|
|
|
void HighsInterface::SetOptimizationDirection(bool maximize) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::SetVariableBounds(int index, double lb, double ub) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::SetVariableInteger(int index, bool integer) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::SetConstraintBounds(int index, double lb, double ub) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::AddRowConstraint(MPConstraint* const ct) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::AddVariable(MPVariable* const var) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::SetCoefficient(MPConstraint* const constraint,
|
|
const MPVariable* const variable,
|
|
double new_value, double old_value) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::ClearConstraint(MPConstraint* const constraint) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::SetObjectiveCoefficient(const MPVariable* const variable,
|
|
double coefficient) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::SetObjectiveOffset(double value) {
|
|
NonIncrementalChange();
|
|
}
|
|
|
|
void HighsInterface::ClearObjective() { NonIncrementalChange(); }
|
|
|
|
int64_t HighsInterface::iterations() const {
|
|
return 0; // FIXME.
|
|
}
|
|
|
|
int64_t HighsInterface::nodes() const {
|
|
LOG(DFATAL) << "Number of nodes only available for discrete problems";
|
|
return MPSolverInterface::kUnknownNumberOfNodes;
|
|
}
|
|
|
|
MPSolver::BasisStatus HighsInterface::row_status(int constraint_index) const {
|
|
// TODO(user): While basis status isn't well defined for PDLP, we could
|
|
// guess statuses that might be useful.
|
|
return MPSolver::BasisStatus::FREE;
|
|
}
|
|
|
|
MPSolver::BasisStatus HighsInterface::column_status(int variable_index) const {
|
|
// TODO(user): While basis status isn't well defined for PDLP, we could
|
|
// guess statuses that might be useful.
|
|
return MPSolver::BasisStatus::FREE;
|
|
}
|
|
|
|
bool HighsInterface::IsContinuous() const { return true; }
|
|
|
|
bool HighsInterface::IsLP() const { return true; }
|
|
|
|
bool HighsInterface::IsMIP() const { return solve_as_a_mip_; }
|
|
|
|
std::string HighsInterface::SolverVersion() const { return "PDLP Solver"; }
|
|
|
|
// TODO(user): Consider returning the SolveLog here, as it could be essential
|
|
// for interpreting the PDLP solution.
|
|
void* HighsInterface::underlying_solver() { return nullptr; }
|
|
|
|
void HighsInterface::ExtractNewVariables() { NonIncrementalChange(); }
|
|
|
|
void HighsInterface::ExtractNewConstraints() { NonIncrementalChange(); }
|
|
|
|
void HighsInterface::ExtractObjective() { NonIncrementalChange(); }
|
|
|
|
void HighsInterface::SetParameters(const MPSolverParameters& param) {
|
|
SetCommonParameters(param);
|
|
}
|
|
|
|
absl::Status HighsInterface::SetNumThreads(int num_threads) {
|
|
if (num_threads < 1) {
|
|
return absl::InvalidArgumentError(
|
|
absl::StrCat("Invalid number of threads: ", num_threads));
|
|
}
|
|
// parameters_.set_num_threads(num_threads);
|
|
return absl::OkStatus();
|
|
}
|
|
|
|
// These have no effect. Use SetSolverSpecificParametersAsString instead.
|
|
void HighsInterface::SetPrimalTolerance(double value) {}
|
|
void HighsInterface::SetDualTolerance(double value) {}
|
|
void HighsInterface::SetScalingMode(int value) {}
|
|
void HighsInterface::SetLpAlgorithm(int value) {}
|
|
void HighsInterface::SetRelativeMipGap(double value) {}
|
|
void HighsInterface::SetPresolveMode(int value) {}
|
|
|
|
bool HighsInterface::SetSolverSpecificParametersAsString(
|
|
const std::string& parameters) {
|
|
// return ProtobufTextFormatMergeFromString(parameters, ¶meters_);
|
|
return false;
|
|
}
|
|
|
|
void HighsInterface::NonIncrementalChange() {
|
|
// The current implementation is not incremental.
|
|
sync_status_ = MUST_RELOAD;
|
|
}
|
|
|
|
// Register PDLP in the global linear solver factory.
|
|
MPSolverInterface* BuildHighsInterface(bool mip, MPSolver* const solver) {
|
|
return new HighsInterface(solver, mip);
|
|
}
|
|
|
|
} // namespace operations_research
|
|
#endif // #if defined(USE_HIGHS)
|