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ortools-clone/ortools/math_opt/parameters.proto
Corentin Le Molgat e35faf68cf sync math_opt
2022-01-17 09:27:29 +01:00

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// Copyright 2010-2021 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.
// Configures the behavior of a MathOpt solver.
syntax = "proto3";
package operations_research.math_opt;
import "google/protobuf/duration.proto";
import "ortools/math_opt/solvers/gurobi.proto";
option java_package = "com.google.ortools.mathopt";
option java_multiple_files = true;
import "ortools/glop/parameters.proto";
import "ortools/gscip/gscip.proto";
import "ortools/sat/sat_parameters.proto";
enum SolverTypeProto {
SOLVER_TYPE_UNSPECIFIED = 0;
// Solving Constraint Integer Programs (SCIP) solver.
//
// It supports both MIPs and LPs. No dual data for LPs is returned though. To
// solve LPs, SOLVER_TYPE_GLOP should be preferred.
SOLVER_TYPE_GSCIP = 1;
// Gurobi solver.
//
// It supports both MIPs and LPs.
SOLVER_TYPE_GUROBI = 2;
// Google's Glop linear solver.
//
// It only solves LPs.
SOLVER_TYPE_GLOP = 3;
// Google's CP-SAT solver.
//
// It supports solving IPs and can scale MIPs to solve them as IPs.
SOLVER_TYPE_CP_SAT = 4;
reserved 5;
// GNU Linear Programming Kit (GLPK).
//
// It supports both MIPs and LPs.
//
// Thread-safety: GLPK use thread-local storage for memory allocations. As a
// consequence Solver instances must be destroyed on the same thread as they
// are created or GLPK will crash. It seems OK to call Solver::Solve() from
// another thread than the one used to create the Solver but it is not
// documented by GLPK and should be avoided.
//
// When solving a LP with the presolver, a solution (and the unbound rays) are
// only returned if an optimal solution has been found. Else nothing is
// returned. See glpk-5.0/doc/glpk.pdf page #40 available from glpk-5.0.tar.gz
// for details.
SOLVER_TYPE_GLPK = 6;
reserved 7;
}
// Selects an algorithm for solving linear programs.
enum LPAlgorithmProto {
LP_ALGORITHM_UNSPECIFIED = 0;
// The (primal) simplex method. Typically can provide primal and dual
// solutions, primal/dual rays on primal/dual unbounded problems, and a basis.
LP_ALGORITHM_PRIMAL_SIMPLEX = 1;
// The dual simplex method. Typically can provide primal and dual
// solutions, primal/dual rays on primal/dual unbounded problems, and a basis.
LP_ALGORITHM_DUAL_SIMPLEX = 2;
// The barrier method, also commonly called an interior point method (IPM).
// Can typically give both primal and dual solutions. Some implementations can
// also produce rays on unbounded/infeasible problems. A basis is not given
// unless the underlying solver does "crossover" and finishes with simplex.
LP_ALGORITHM_BARRIER = 3;
}
// Effort level applied to an optional task while solving (see
// SolveParametersProto for use).
//
// Emphasis is used to configure a solver feature as follows:
// * If a solver doesn't support the feature, only UNSPECIFIED and OFF are
// valid, any other setting will give either a warning or error (as
// configured for Strictness).
// * If the solver supports the feature:
// - When set to UNSPECIFIED, the underlying default is used.
// - When the feature cannot be turned off, OFF will a warning/error.
// - If the feature is enabled by default, the solver default is typically
// mapped to MEDIUM.
// - If the feature is supported, LOW, MEDIUM, HIGH, and VERY HIGH will never
// give a warning or error, and will map onto their best match.
enum EmphasisProto {
EMPHASIS_UNSPECIFIED = 0;
EMPHASIS_OFF = 1;
EMPHASIS_LOW = 2;
EMPHASIS_MEDIUM = 3;
EMPHASIS_HIGH = 4;
EMPHASIS_VERY_HIGH = 5;
}
// Configures if potentially bad solver input is a warning or an error.
message StrictnessProto {
// If true, warnings on bad parameters are converted to Status errors.
bool bad_parameter = 1;
}
// This message contains solver specific data that are used when the solver is
// instantiated.
message SolverInitializerProto {
GurobiInitializerProto gurobi = 1;
}
// Parameters to control a single solve.
//
// Contains both parameters common to all solvers e.g. time_limit, and
// parameters for a specific solver, e.g. gscip. If a value is set in both
// common and solver specific field, the solver specific setting is used.
//
// The common parameters that are optional and unset or an enum with value
// unspecified indicate that the solver default is used.
//
// Solver specific parameters for solvers other than the one in use are ignored.
//
// Parameters that depends on the model (e.g. branching priority is set for
// each variable) are passed in ModelSolveParametersProto.
message SolveParametersProto {
//////////////////////////////////////////////////////////////////////////////
// Parameters common to all solvers.
//////////////////////////////////////////////////////////////////////////////
// Maximum time a solver should spend on the problem (or infinite if not set).
//
// This value is not a hard limit, solve time may slightly exceed this value.
// This parameter is always passed to the underlying solver, the solver
// default is not used.
google.protobuf.Duration time_limit = 1;
// Limit on the iterations of the underlying algorithm (e.g. simplex pivots).
// The specific behavior is dependent on the solver and algorithm used, but
// should result in a deterministic solve limit.
// TODO(b/195295177): suggest node_limit as an alternative when it's added
optional int64 iteration_limit = 2;
// Optimality tolerances (primarily) for MIP solvers. The absolute GAP of a
// feasible solution is the distance between its objective value and a dual
// bound (e.g. an upper bound on the optimal value for maximization problems).
// The relative GAP is a solver-dependent scaled version of the absolute GAP
// (e.g. it could be the relative GAP divided by the objective value of the
// feasible solution if this is non-zero). Solvers consider a solution optimal
// if its GAPs are below these limits (most solvers use both versions).
// TODO(b/213603287): rename as relative_gap_tolerance and
// absolute_gap_tolerance.
optional double relative_gap_limit = 17;
optional double absolute_gap_limit = 18;
// The solver stops early if it can prove there are no primal solutions at
// least as good as cutoff.
//
// On an early stop, the solver returns termination reason
// LIMIT_NO_SOLUTION_FOUND and with limit CUTOFF and is not required to give
// any extra solution information. Has no effect on the return value if there
// is no early stop.
//
// It is recommended that you use a tolerance if you want solutions with
// objective exactly equal to cutoff to be returned.
//
// See the user guide for more details and a comparison with best_bound_limit.
optional double cutoff_limit = 20;
// The solver stops early as soon as it finds a solution at least this good,
// with termination reason LIMIT_FEASIBLE or LIMIT_NO_SOLUTION_FOUND and
// limit LIMIT_OBJECTIVE.
// TODO(b/214567536): maybe it should only be LIMIT_FEASIBLE.
optional double objective_limit = 21;
// The solver stops early as soon as it proves the best bound is at least this
// good, with termination reason LIMIT_FEASIBLE or LIMIT_NO_SOLUTION_FOUND and
// limit LIMIT_OBJECTIVE.
//
// See the user guide for more details and a comparison with cutoff_limit.
optional double best_bound_limit = 22;
// The solver stops early after finding this many feasible solutions, with
// termination reason LIMIT_FEASIBLE and limit LIMIT_SOLUTION. Must be greater
// than zero if set. It is often used get the solver to stop on the first
// feasible solution found. Note that there is no guarantee on the objective
// value for any of the returned solutions.
//
// Solvers will typically not return more solutions than the solution limit,
// but this is not enforced by MathOpt, see also b/214041169.
//
// Currently supported for Gurobi and SCIP, and for CP-SAT only with value 1.
optional int32 solution_limit = 23;
// Enables printing the solver implementation traces. The location of those
// traces depend on the solver. For SCIP and Gurobi this will be the standard
// output streams. For Glop and CP-SAT this will LOG(INFO).
//
// Note that if the solver supports message callback and the user registers a
// callback for it, then this parameter value is ignored and no traces are
// printed.
bool enable_output = 3;
// If set, it must be >= 1.
optional int32 threads = 4;
// Seed for the pseudo-random number generator in the underlying
// solver. Note that all solvers use pseudo-random numbers to select things
// such as perturbation in the LP algorithm, for tie-break-up rules, and for
// heuristic fixings. Varying this can have a noticeable impact on solver
// behavior.
//
// Although all solvers have a concept of seeds, note that valid values
// depend on the actual solver.
// - Gurobi: [0:GRB_MAXINT] (which as of Gurobi 9.0 is 2x10^9).
// - GSCIP: [0:2147483647] (which is MAX_INT or kint32max or 2^31-1).
// - GLOP: [0:2147483647] (same as above)
// In all cases, the solver will receive a value equal to:
// MAX(0, MIN(MAX_VALID_VALUE_FOR_SOLVER, random_seed)).
optional int32 random_seed = 5;
// The algorithm for solving a linear program. If LP_ALGORITHM_UNSPECIFIED,
// use the solver default algorithm.
//
// For problems that are not linear programs but where linear programming is
// a subroutine, solvers may use this value. E.g. MIP solvers will typically
// use this for the root LP solve only (and use dual simplex otherwise).
LPAlgorithmProto lp_algorithm = 6;
// Effort on simplifying the problem before starting the main algorithm, or
// the solver default effort level if EMPHASIS_UNSPECIFIED.
EmphasisProto presolve = 7;
// Effort on getting a stronger LP relaxation (MIP only), or the solver
// default effort level if EMPHASIS_UNSPECIFIED.
//
// NOTE: disabling cuts may prevent callbacks from having a chance to add cuts
// at MIP_NODE, this behavior is solver specific.
EmphasisProto cuts = 8;
// Effort in finding feasible solutions beyond those encountered in the
// complete search procedure (MIP only), or the solver default effort level if
// EMPHASIS_UNSPECIFIED.
EmphasisProto heuristics = 9;
// Effort in rescaling the problem to improve numerical stability, or the
// solver default effort level if EMPHASIS_UNSPECIFIED.
EmphasisProto scaling = 10;
// TODO(b/196132970): this needs to move into SolverInitializerProto.
StrictnessProto strictness = 11;
//////////////////////////////////////////////////////////////////////////////
// Solver specific parameters
//////////////////////////////////////////////////////////////////////////////
GScipParameters gscip = 12;
GurobiParametersProto gurobi = 13;
glop.GlopParameters glop = 14;
sat.SatParameters cp_sat = 15;
reserved 16;
reserved 19;
}