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

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// Copyright 2010-2025 Google LLC
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
#ifndef OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_CALLBACK_H_
#define OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_CALLBACK_H_
#include <cstdint>
#include <string>
#include <vector>
#include "absl/container/flat_hash_map.h"
namespace operations_research {
class LinearExpr;
class LinearRange;
class MPVariable;
// The current state of the solver when the callback is invoked.
//
// For Gurobi, similar to the int 'where' in the Gurobi callback API.
// See http://www.gurobi.com/documentation/8.0/refman/callback_codes.html
// for details.
enum class MPCallbackEvent {
kUnknown,
// For regaining control of the main thread in single threaded applications,
// not for interacting with the solver.
kPolling,
// The solver is currently running presolve.
kPresolve,
// The solver is currently running the simplex method.
kSimplex,
// The solver is in the MIP loop (called periodically before starting a new
// node). Useful to early termination.
kMip,
// Called every time a new MIP incumbent is found.
kMipSolution,
// Called once per pass of the cut loop inside each MIP node.
kMipNode,
// Called in each iterate of IPM/barrier method.
kBarrier,
// The solver is about to log out a message, use this callback to capture it.
kMessage,
// The solver is in multi-objective optimization.
kMultiObj,
};
std::string ToString(MPCallbackEvent event);
// When querying solution values or modifying the model during a callback, use
// this API, rather than manipulating MPSolver directly. You should only
// interact with this object from within MPCallback::RunCallback().
class MPCallbackContext {
public:
virtual ~MPCallbackContext() {}
// What the solver is currently doing. How you can interact with the solver
// from the callback depends on this value.
virtual MPCallbackEvent Event() = 0;
// Always false if event is not kMipSolution or kMipNode, otherwise behavior
// may be solver dependent.
//
// For Gurobi, under kMipNode, may be false if the node was not solved to
// optimality, see MIPNODE_REL here for details:
// http://www.gurobi.com/documentation/8.0/refman/callback_codes.html
virtual bool CanQueryVariableValues() = 0;
// Returns the value of variable from the solver's current state.
//
// Call only when CanQueryVariableValues() is true.
//
// At kMipSolution, the solution is integer feasible, while at kMipNode, the
// solution solves the current node's LP relaxation (so integer variables may
// be fractional).
virtual double VariableValue(const MPVariable* variable) = 0;
// Adds a constraint to the model that strengths the LP relaxation.
//
// Call only when the event is kMipNode.
//
// Requires that MPCallback::might_add_cuts() is true.
//
// This constraint must not cut off integer solutions, it should only
// strengthen the LP (behavior is undefined otherwise). Use
// MPCallbackContext::AddLazyConstraint() if you are cutting off integer
// solutions.
virtual void AddCut(const LinearRange& cutting_plane) = 0;
// Adds a constraint to the model that cuts off an undesired integer solution.
//
// Call only when the event is kMipSolution or kMipNode.
//
// Requires that MPCallback::might_add_lazy_constraints() is true.
//
// Use this to avoid adding a large number of constraints to the model where
// most are expected to not be needed.
//
// Given an integral solution, AddLazyConstraint() MUST be able to detect if
// there is a violated constraint, and it is guaranteed that every integer
// solution will be checked by AddLazyConstraint().
//
// Warning(rander): in some solvers, e.g. Gurobi, an integer solution may not
// respect a previously added lazy constraint, so you may need to add a
// constraint more than once (e.g. due to threading issues).
virtual void AddLazyConstraint(const LinearRange& lazy_constraint) = 0;
// Suggests a (potentially partial) variable assignment to the solver, to be
// used as a feasible solution (or part of one). If the assignment is partial,
// certain solvers (e.g. Gurobi) will try to compute a feasible solution from
// the partial assignment. Returns the objective value of the solution if the
// solver supports it.
//
// Call only when the event is kMipNode.
virtual double SuggestSolution(
const absl::flat_hash_map<const MPVariable*, double>& solution) = 0;
// Returns the number of nodes explored so far in the branch and bound tree,
// which 0 at the root node and > 0 otherwise.
//
// Call only when the event is kMipSolution or kMipNode.
virtual int64_t NumExploredNodes() = 0;
};
// Extend this class with model specific logic, and register through
// MPSolver::SetCallback, passing a pointer to this object.
//
class MPCallback {
public:
// If you intend to call call MPCallbackContext::AddCut(), you must set
// might_add_cuts below to be true. Likewise for
// MPCallbackContext::AddLazyConstraint() and might_add_lazy_constraints.
MPCallback(bool might_add_cuts, bool might_add_lazy_constraints)
: might_add_cuts_(might_add_cuts),
might_add_lazy_constraints_(might_add_lazy_constraints) {}
virtual ~MPCallback() {}
// Threading behavior may be solver dependent:
// * Gurobi: RunCallback always runs on the same thread that you called
// MPSolver::Solve() on, even when Gurobi uses multiple threads.
virtual void RunCallback(MPCallbackContext* callback_context) = 0;
bool might_add_cuts() const { return might_add_cuts_; }
bool might_add_lazy_constraints() const {
return might_add_lazy_constraints_;
}
private:
bool might_add_cuts_;
bool might_add_lazy_constraints_;
};
// Single callback that runs the list of callbacks given at construction, in
// sequence.
class MPCallbackList : public MPCallback {
public:
explicit MPCallbackList(const std::vector<MPCallback*>& callbacks);
// Runs all callbacks from the list given at construction, in sequence.
void RunCallback(MPCallbackContext* context) override;
private:
const std::vector<MPCallback*> callbacks_;
};
} // namespace operations_research
#endif // OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_CALLBACK_H_