Jip J. Dekker
fad1b07018
git-subtree-dir: software/minizinc git-subtree-split: 4f10c82056ffcb1041d7ffef29d77a7eef92cf76
330 lines
13 KiB
C++
330 lines
13 KiB
C++
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/* -*- mode: C++; c-basic-offset: 2; indent-tabs-mode: nil -*- */
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/*
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* Main authors:
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* Gleb Belov <gleb.belov@monash.edu>
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*/
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/* This Source Code Form is subject to the terms of the Mozilla Public
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* License, v. 2.0. If a copy of the MPL was not distributed with this
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* file, You can obtain one at http://mozilla.org/MPL/2.0/. */
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#pragma once
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#include <minizinc/solver_config.hh>
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#include <minizinc/solver_instance_base.hh>
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#include <minizinc/solvers/MIP/MIP_wrap.hh>
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extern "C" {
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#include <gurobi_c.h> // need GUROBI_HOME defined
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}
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class MIPGurobiWrapper : public MIPWrapper {
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GRBenv* _env = nullptr;
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GRBmodel* _model = nullptr;
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#ifdef GUROBI_PLUGIN
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void* _gurobiDll;
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#endif
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int _error;
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std::string _gurobiBuffer; // [GRB_MESSAGEBUFSIZE];
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std::string _gurobiStatusBuffer; // [GRB_MESSAGEBUFSIZE];
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std::vector<double> _x;
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public:
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class FactoryOptions {
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public:
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bool processOption(int& i, std::vector<std::string>& argv,
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const std::string& workingDir = std::string());
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std::string gurobiDll;
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};
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class Options : public MiniZinc::SolverInstanceBase::Options {
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public:
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int nMIPFocus = 0;
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int nFreeSearch = 1;
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int nThreads = 1;
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std::string sExportModel;
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int nTimeout1000 = -1;
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int nTimeoutFeas1000 = -1;
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int nSolLimit = -1;
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int nSeed = -1;
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double nWorkMemLimit = 0.5;
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std::string sNodefileDir;
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std::string sReadParams;
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std::string sWriteParams;
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std::vector<std::string> sConcurrentParamFiles;
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bool flagIntermediate = false;
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double absGap = -1;
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double relGap = 1e-8;
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double feasTol = 1e-8;
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double intTol = 1e-8;
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double objDiff = 1.0;
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int nonConvex = 2;
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std::unordered_map<std::string, std::string> extraParams;
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bool processOption(int& i, std::vector<std::string>& argv, const std::string& workingDir);
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static void printHelp(std::ostream& os);
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};
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private:
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FactoryOptions& _factoryOptions;
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Options* _options = nullptr;
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public:
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// NOLINTNEXTLINE(readability-identifier-naming)
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void(__stdcall* dll_GRBversion)(int*, int*, int*);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBaddconstr)(GRBmodel* model, int numnz, int* cind, double* cval, char sense,
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double rhs, const char* constrname);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBaddgenconstrMin)(GRBmodel* model, const char* name, int resvar, int nvars,
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const int* vars, double constant);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBaddqconstr)(GRBmodel* model, int numlnz, int* lind, double* lval,
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int numqnz, int* qrow, int* qcol, double* qval, char sense,
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double rhs, const char* QCname);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBaddgenconstrIndicator)(GRBmodel* model, const char* name, int binvar,
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int binval, int nvars, const int* ind,
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const double* val, char sense, double rhs);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBaddvars)(GRBmodel* model, int numvars, int numnz, int* vbeg, int* vind,
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double* vval, double* obj, double* lb, double* ub, char* vtype,
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char** varnames);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBcbcut)(void* cbdata, int cutlen, const int* cutind, const double* cutval,
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char cutsense, double cutrhs);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBcbget)(void* cbdata, int where, int what, void* resultP);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBcblazy)(void* cbdata, int lazylen, const int* lazyind,
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const double* lazyval, char lazysense, double lazyrhs);
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// NOLINTNEXTLINE(readability-identifier-naming)
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void(__stdcall* dll_GRBfreeenv)(GRBenv* env);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBfreemodel)(GRBmodel* model);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetdblattr)(GRBmodel* model, const char* attrname, double* valueP);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetdblattrarray)(GRBmodel* model, const char* attrname, int first, int len,
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double* values);
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// NOLINTNEXTLINE(readability-identifier-naming)
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GRBenv*(__stdcall* dll_GRBgetenv)(GRBmodel* model);
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// NOLINTNEXTLINE(readability-identifier-naming)
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const char*(__stdcall* dll_GRBgeterrormsg)(GRBenv* env);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetintattr)(GRBmodel* model, const char* attrname, int* valueP);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBloadenv)(GRBenv** envP, const char* logfilename);
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// NOLINTNEXTLINE(readability-identifier-naming)
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GRBenv*(__stdcall* dll_GRBgetconcurrentenv)(GRBmodel* model, int num);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBnewmodel)(GRBenv* env, GRBmodel** modelP, const char* Pname, int numvars,
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double* obj, double* lb, double* ub, char* vtype,
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char** varnames);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBoptimize)(GRBmodel* model);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBreadparams)(GRBenv* env, const char* filename);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBsetcallbackfunc)(GRBmodel* model, int(__stdcall* cb)(CB_ARGS),
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void* usrdata);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBsetdblparam)(GRBenv* env, const char* paramname, double value);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBsetintparam)(GRBenv* env, const char* paramname, int value);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBsetintattr)(GRBmodel* model, const char* attrname, int newvalue);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBsetdblattrelement)(GRBmodel* model, const char* attrname, int iv, double v);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBsetintattrlist)(GRBmodel* model, const char* attrname, int len, int* ind,
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int* newvalues);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBsetdblattrlist)(GRBmodel* model, const char* attrname, int len, int* ind,
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double* newvalues);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBsetobjectiven)(GRBmodel* model, int index, int priority, double weight,
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double abstol, double reltol, const char* name,
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double constant, int lnz, int* lind, double* lval);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBsetstrparam)(GRBenv* env, const char* paramname, const char* value);
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// NOLINTNEXTLINE(readability-identifier-naming)
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void(__stdcall* dll_GRBterminate)(GRBmodel* model);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBupdatemodel)(GRBmodel* model);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBwrite)(GRBmodel* model, const char* filename);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBwriteparams)(GRBenv* env, const char* filename);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetintparam)(GRBenv* env, const char* paramname, int* valueP);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBemptyenv)(GRBenv** envP);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetnumparams)(GRBenv* env);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetparamname)(GRBenv* env, int i, char** paramnameP);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetparamtype)(GRBenv* env, const char* paramname);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetintparaminfo)(GRBenv* env, const char* paramname, int* valueP, int* minP,
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int* maxP, int* defP);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetdblparaminfo)(GRBenv* env, const char* paramname, double* valueP,
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double* minP, double* maxP, double* defP);
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// NOLINTNEXTLINE(readability-identifier-naming)
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int(__stdcall* dll_GRBgetstrparaminfo)(GRBenv* env, const char* paramname, char* valueP,
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char* defP);
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MIPGurobiWrapper(FactoryOptions& factoryOpt, Options* opt)
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: _factoryOptions(factoryOpt), _options(opt) {
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if (opt != nullptr) {
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openGUROBI();
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}
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}
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~MIPGurobiWrapper() override { closeGUROBI(); }
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static std::string getDescription(FactoryOptions& factoryOpt,
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MiniZinc::SolverInstanceBase::Options* opt = nullptr);
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static std::string getVersion(FactoryOptions& factoryOpt,
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MiniZinc::SolverInstanceBase::Options* opt = nullptr);
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static std::string getId();
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static std::string getName();
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static std::vector<std::string> getTags();
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static std::vector<std::string> getStdFlags();
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static std::vector<std::string> getRequiredFlags(FactoryOptions& factoryOpt);
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static std::vector<std::string> getFactoryFlags();
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static std::vector<MiniZinc::SolverConfig::ExtraFlag> getExtraFlags(FactoryOptions& factoryOpt);
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// Statistics& getStatistics() { return _statistics; }
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// IloConstraintArray *userCuts, *lazyConstraints;
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/// derived should overload and call the ancestor
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// virtual void cleanup();
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void checkDLL();
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void openGUROBI();
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void closeGUROBI();
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/// actual adding new variables to the solver
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void doAddVars(size_t n, double* obj, double* lb, double* ub, VarType* vt,
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std::string* names) override;
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/// adding a linear constraint
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void addRow(int nnz, int* rmatind, double* rmatval, LinConType sense, double rhs,
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int mask = MaskConsType_Normal, const std::string& rowName = "") override;
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void setVarBounds(int iVar, double lb, double ub) override;
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void setVarLB(int iVar, double lb) override;
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void setVarUB(int iVar, double ub) override;
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/// Indicator constraint: x[iBVar]==bVal -> lin constr
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void addIndicatorConstraint(int iBVar, int bVal, int nnz, int* rmatind, double* rmatval,
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LinConType sense, double rhs,
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const std::string& rowName = "") override;
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void addMinimum(int iResultVar, int nnz, int* ind, const std::string& rowName = "") override;
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/// Times constraint: var[x]*var[y] == var[z]
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void addTimes(int x, int y, int z, const std::string& rowName = "") override;
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int getFreeSearch() override;
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bool addSearch(const std::vector<VarId>& vars, const std::vector<int>& pri) override;
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bool addWarmStart(const std::vector<VarId>& vars, const std::vector<double>& vals) override;
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bool defineMultipleObjectives(const MultipleObjectives& mo) override;
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int nRows = 0; // to count rows in order tp notice lazy constraints
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std::vector<int> nLazyIdx;
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std::vector<int> nLazyValue;
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/// adding an implication
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// virtual void addImpl() = 0;
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void setObjSense(int s) override; // +/-1 for max/min
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double getInfBound() override { return GRB_INFINITY; }
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int getNCols() override {
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dll_GRBupdatemodel(_model);
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int cols;
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_error = dll_GRBgetintattr(_model, GRB_INT_ATTR_NUMVARS, &cols);
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return cols;
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}
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int getNRows() override {
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dll_GRBupdatemodel(_model);
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int cols;
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_error = dll_GRBgetintattr(_model, GRB_INT_ATTR_NUMCONSTRS, &cols);
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return cols;
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}
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// void setObjUB(double ub) { objUB = ub; }
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// void addQPUniform(double c) { qpu = c; } // also sets problem type to MIQP unless c=0
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void solve() override;
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/// OUTPUT:
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const double* getValues() override { return output.x; }
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double getObjValue() override { return output.objVal; }
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double getBestBound() override { return output.bestBound; }
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double getCPUTime() override { return output.dCPUTime; }
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Status getStatus() override { return output.status; }
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std::string getStatusName() override { return output.statusName; }
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int getNNodes() override { return output.nNodes; }
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int getNOpen() override { return output.nOpenNodes; }
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// virtual int getNNodes() = 0;
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// virtual double getTime() = 0;
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protected:
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void wrapAssert(bool cond, const std::string& msg, bool fTerm = true);
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/// Need to consider the 100 status codes in GUROBI and change with every version? TODO
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Status convertStatus(int gurobiStatus);
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};
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