816 lines
32 KiB
C++
816 lines
32 KiB
C++
// * -*- 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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#ifdef _MSC_VER
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#define _CRT_SECURE_NO_WARNINGS
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#endif
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#include <minizinc/config.hh>
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#include <minizinc/exception.hh>
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#include <minizinc/file_utils.hh>
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#include <minizinc/utils_savestream.hh>
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#include <cmath>
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#include <cstring>
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#include <ctime>
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#include <fstream>
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#include <iomanip>
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#include <iostream>
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#include <sstream>
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#include <stdexcept>
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#include <string>
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#ifdef GUROBI_PLUGIN
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#ifdef HAS_DLFCN_H
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#include <dlfcn.h>
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#elif defined HAS_WINDOWS_H
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#include <Windows.h>
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#endif
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#endif
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using namespace std;
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#include <minizinc/solvers/MIP/MIP_gurobi_wrap.hh>
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#include <minizinc/utils.hh>
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string MIP_gurobi_wrapper::getDescription(MiniZinc::SolverInstanceBase::Options* opt) {
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ostringstream oss;
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oss << "MIP wrapper for Gurobi library " << getVersion();
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oss << ". Compiled " __DATE__ " " __TIME__;
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return oss.str();
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}
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string MIP_gurobi_wrapper::getVersion(MiniZinc::SolverInstanceBase::Options* opt) {
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ostringstream oss;
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MIP_gurobi_wrapper mgw(nullptr); // to avoid opening the env
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try {
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mgw.checkDLL();
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int major, minor, technical;
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mgw.dll_GRBversion(&major, &minor, &technical);
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oss << major << '.' << minor << '.' << technical;
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return oss.str();
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} catch (MiniZinc::InternalError&) {
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return "<unknown version>";
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}
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}
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string MIP_gurobi_wrapper::needDllFlag() {
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MIP_gurobi_wrapper mgw(NULL);
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try {
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mgw.checkDLL();
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return "";
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} catch (MiniZinc::InternalError&) {
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return "--gurobi-dll";
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}
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}
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string MIP_gurobi_wrapper::getId() { return "gurobi"; }
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string MIP_gurobi_wrapper::getName() { return "Gurobi"; }
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vector<string> MIP_gurobi_wrapper::getTags() { return {"mip", "float", "api"}; }
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vector<string> MIP_gurobi_wrapper::getStdFlags() { return {"-a", "-n", "-p", "-s"}; }
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const vector<string>& gurobiDLLs(void) {
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static const vector<string> sGurobiDLLs = {"gurobi90", "gurobi85", "gurobi81", "gurobi80",
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"gurobi75", "gurobi70", "gurobi65"};
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return sGurobiDLLs;
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}
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void MIP_gurobi_wrapper::Options::printHelp(ostream& os) {
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os << "GUROBI MIP wrapper options:"
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<< std::endl
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// -s print statistics
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// << " --readParam <file> read GUROBI parameters from file
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// << "--writeParam <file> write GUROBI parameters to file
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// << "--tuneParam instruct GUROBI to tune parameters instead of solving
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<< " -f\n free search (default)" << std::endl
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<< " --fixed-search\n fixed search (approximation of the model's one by branching "
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"priorities)"
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<< std::endl
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<< " --uniform-search\n 'more fixed' search (all variables in the search anns get "
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"priority 1)"
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<< std::endl
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<< " --mipfocus <n>\n 1: feasibility, 2: optimality, 3: move bound (default is 0, "
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"balanced)"
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<< std::endl
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<< " -a\n print intermediate solutions (use for optimization problems only TODO)"
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<< std::endl
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<< " -p <N>\n use N threads, default: 1."
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<< std::endl
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// << " --nomippresolve disable MIP presolving NOT IMPL" << std::endl
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<< " --solver-time-limit <N>, --solver-time\n"
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" stop search after N milliseconds wall time"
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<< std::endl
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<< " --solver-time-limit-feas <N>, --solver-tlf\n"
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" stop search after N milliseconds wall time after the first feasible solution"
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<< std::endl
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<< " -n <N>, --num-solutions <N>\n"
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" stop search after N solutions"
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<< std::endl
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<< " --workmem <N>, --nodefilestart <N>\n"
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" maximal RAM for node tree used before writing to node file, GB, default: 3"
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<< std::endl
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<< " --writeModel <file>\n write model to <file> (.lp, .mps, .sav, ...)" << std::endl
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<< " --readParam <file>\n read GUROBI parameters from file" << std::endl
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<< " --writeParam <file>\n write GUROBI parameters to file"
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<< std::endl
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// << " --tuneParam instruct GUROBI to tune parameters instead of solving NOT
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// IMPL"
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<< "\n --absGap <n>\n absolute gap |primal-dual| to stop" << std::endl
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<< " --relGap <n>\n relative gap |primal-dual|/<solver-dep> to stop. Default 1e-8, set <0 "
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"to use backend's default"
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<< std::endl
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<< " --feasTol <n>\n primal feasibility tolerance. Default 1e-8" << std::endl
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<< " --intTol <n>\n integrality tolerance for a variable. Gurobi recommends at least "
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"feasTol. Default 1e-8"
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<< std::endl
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// << " --objDiff <n> objective function discretization. Default 1.0" << std::endl
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<< "\n --gurobi-dll <file> or <basename>\n Gurobi DLL, or base name, such as gurobi75, "
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"when using plugin. Default range tried: "
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<< gurobiDLLs().front() << " .. " << gurobiDLLs().back() << std::endl
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<< std::endl;
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}
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bool MIP_gurobi_wrapper::Options::processOption(int& i, std::vector<std::string>& argv) {
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MiniZinc::CLOParser cop(i, argv);
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if (string(argv[i]) == "-a" || string(argv[i]) == "--all" ||
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string(argv[i]) == "--all-solutions") {
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flag_all_solutions = true;
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} else if (string(argv[i]) == "-f") {
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} else if (string(argv[i]) == "--fixed-search") {
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nFreeSearch = 0;
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} else if (string(argv[i]) == "--uniform-search") {
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nFreeSearch = 2;
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} else if (cop.get("--mipfocus --mipFocus --MIPFocus --MIPfocus", &nMIPFocus)) {
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} else if (cop.get("--writeModel", &sExportModel)) {
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} else if (cop.get("-p", &nThreads)) {
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} else if (cop.get("--solver-time-limit --solver-time", &nTimeout1000)) {
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} else if (cop.get("--solver-time-limit-feas --solver-tlf", &nTimeoutFeas1000)) {
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} else if (cop.get("-n --num-solutions", &nSolLimit)) {
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} else if (cop.get("--workmem --nodefilestart", &nWorkMemLimit)) {
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} else if (cop.get("--readParam", &sReadParams)) {
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} else if (cop.get("--writeParam", &sWriteParams)) {
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} else if (cop.get("--absGap", &absGap)) {
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} else if (cop.get("--relGap", &relGap)) {
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} else if (cop.get("--feasTol", &feasTol)) {
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} else if (cop.get("--intTol", &intTol)) {
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} else if (cop.get("--gurobi-dll", &sGurobiDLL)) {
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// } else if ( cop.get( "--objDiff", &objDiff ) ) {
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} else
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return false;
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return true;
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}
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void MIP_gurobi_wrapper::wrap_assert(bool cond, string msg, bool fTerm) {
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if (!cond) {
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gurobi_buffer = "[NO ERROR STRING GIVEN]";
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if (error) {
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gurobi_buffer = dll_GRBgeterrormsg(env);
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}
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string msgAll =
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(" MIP_gurobi_wrapper runtime error: " + gurobi_buffer + "\nMessage from caller: " + msg);
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cerr << msgAll << "\nGurobi error code: " << error << endl;
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if (fTerm) {
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cerr << "TERMINATING." << endl;
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throw runtime_error(msgAll);
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}
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}
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}
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#ifdef GUROBI_PLUGIN
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namespace {
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void* dll_open(const char* file) {
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#ifdef HAS_DLFCN_H
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if (MiniZinc::FileUtils::is_absolute(file)) {
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return dlopen(file, RTLD_NOW);
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} else {
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return dlopen((std::string("lib") + file + ".so").c_str(), RTLD_NOW);
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}
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#else
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if (MiniZinc::FileUtils::is_absolute(file)) {
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return LoadLibrary(file);
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} else {
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return LoadLibrary((std::string(file) + ".dll").c_str());
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}
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#endif
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}
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void* dll_sym(void* dll, const char* sym) {
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#ifdef HAS_DLFCN_H
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void* ret = dlsym(dll, sym);
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#else
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void* ret = GetProcAddress((HMODULE)dll, sym);
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#endif
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if (ret == NULL)
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throw MiniZinc::InternalError("cannot load symbol " + string(sym) + " from gurobi dll");
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return ret;
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}
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void dll_close(void* dll) {
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#ifdef HAS_DLFCN_H
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dlclose(dll);
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#else
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FreeLibrary((HMODULE)dll);
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#endif
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}
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} // namespace
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#endif
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void MIP_gurobi_wrapper::checkDLL() {
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#ifdef GUROBI_PLUGIN
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gurobi_dll = NULL;
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if (options && options->sGurobiDLL.size()) {
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gurobi_dll = dll_open(options->sGurobiDLL.c_str());
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} else {
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for (const auto& s : gurobiDLLs()) {
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gurobi_dll = dll_open(s.c_str());
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if (NULL != gurobi_dll) {
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break;
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}
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}
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}
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if (gurobi_dll == NULL) {
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if (options == NULL || options->sGurobiDLL.empty()) {
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throw MiniZinc::InternalError("cannot load gurobi dll, specify --gurobi-dll");
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} else {
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throw MiniZinc::InternalError("cannot load gurobi dll `" + options->sGurobiDLL + "'");
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}
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}
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*(void**)(&dll_GRBversion) = dll_sym(gurobi_dll, "GRBversion");
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*(void**)(&dll_GRBaddconstr) = dll_sym(gurobi_dll, "GRBaddconstr");
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*(void**)(&dll_GRBaddgenconstrIndicator) = dll_sym(gurobi_dll, "GRBaddgenconstrIndicator");
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*(void**)(&dll_GRBaddvars) = dll_sym(gurobi_dll, "GRBaddvars");
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*(void**)(&dll_GRBcbcut) = dll_sym(gurobi_dll, "GRBcbcut");
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*(void**)(&dll_GRBcbget) = dll_sym(gurobi_dll, "GRBcbget");
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*(void**)(&dll_GRBcblazy) = dll_sym(gurobi_dll, "GRBcblazy");
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*(void**)(&dll_GRBfreeenv) = dll_sym(gurobi_dll, "GRBfreeenv");
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*(void**)(&dll_GRBfreemodel) = dll_sym(gurobi_dll, "GRBfreemodel");
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*(void**)(&dll_GRBgetdblattr) = dll_sym(gurobi_dll, "GRBgetdblattr");
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*(void**)(&dll_GRBgetdblattrarray) = dll_sym(gurobi_dll, "GRBgetdblattrarray");
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*(void**)(&dll_GRBgetenv) = dll_sym(gurobi_dll, "GRBgetenv");
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*(void**)(&dll_GRBgeterrormsg) = dll_sym(gurobi_dll, "GRBgeterrormsg");
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*(void**)(&dll_GRBgetintattr) = dll_sym(gurobi_dll, "GRBgetintattr");
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*(void**)(&dll_GRBloadenv) = dll_sym(gurobi_dll, "GRBloadenv");
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*(void**)(&dll_GRBnewmodel) = dll_sym(gurobi_dll, "GRBnewmodel");
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*(void**)(&dll_GRBoptimize) = dll_sym(gurobi_dll, "GRBoptimize");
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*(void**)(&dll_GRBreadparams) = dll_sym(gurobi_dll, "GRBreadparams");
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*(void**)(&dll_GRBsetcallbackfunc) = dll_sym(gurobi_dll, "GRBsetcallbackfunc");
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*(void**)(&dll_GRBsetdblparam) = dll_sym(gurobi_dll, "GRBsetdblparam");
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*(void**)(&dll_GRBsetintattr) = dll_sym(gurobi_dll, "GRBsetintattr");
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*(void**)(&dll_GRBsetintattrlist) = dll_sym(gurobi_dll, "GRBsetintattrlist");
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*(void**)(&dll_GRBsetdblattrelement) = dll_sym(gurobi_dll, "GRBsetdblattrelement");
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*(void**)(&dll_GRBsetdblattrlist) = dll_sym(gurobi_dll, "GRBsetdblattrlist");
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*(void**)(&dll_GRBsetintparam) = dll_sym(gurobi_dll, "GRBsetintparam");
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*(void**)(&dll_GRBsetstrparam) = dll_sym(gurobi_dll, "GRBsetstrparam");
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*(void**)(&dll_GRBterminate) = dll_sym(gurobi_dll, "GRBterminate");
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*(void**)(&dll_GRBupdatemodel) = dll_sym(gurobi_dll, "GRBupdatemodel");
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*(void**)(&dll_GRBwrite) = dll_sym(gurobi_dll, "GRBwrite");
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*(void**)(&dll_GRBwriteparams) = dll_sym(gurobi_dll, "GRBwriteparams");
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#else
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dll_GRBversion = GRBversion;
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dll_GRBaddconstr = GRBaddconstr;
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dll_GRBaddgenconstrIndicator = GRBaddgenconstrIndicator;
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dll_GRBaddvars = GRBaddvars;
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dll_GRBcbcut = GRBcbcut;
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dll_GRBcbget = GRBcbget;
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dll_GRBcblazy = GRBcblazy;
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dll_GRBfreeenv = GRBfreeenv;
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dll_GRBfreemodel = GRBfreemodel;
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dll_GRBgetdblattr = GRBgetdblattr;
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dll_GRBgetdblattrarray = GRBgetdblattrarray;
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dll_GRBgetenv = GRBgetenv;
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dll_GRBgeterrormsg = GRBgeterrormsg;
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dll_GRBgetintattr = GRBgetintattr;
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dll_GRBloadenv = GRBloadenv;
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dll_GRBnewmodel = GRBnewmodel;
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dll_GRBoptimize = GRBoptimize;
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dll_GRBreadparams = GRBreadparams;
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dll_GRBsetcallbackfunc = GRBsetcallbackfunc;
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dll_GRBsetdblparam = GRBsetdblparam;
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dll_GRBsetintattr = GRBsetintattr;
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dll_GRBsetintattrlist = GRBsetintattrlist;
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dll_GRBsetdblattrelement = GRBsetdblattrelement;
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dll_GRBsetdblattrlist = GRBsetdblattrlist;
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dll_GRBsetintparam = GRBsetintparam;
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dll_GRBsetstrparam = GRBsetstrparam;
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dll_GRBterminate = GRBterminate;
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dll_GRBupdatemodel = GRBupdatemodel;
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dll_GRBwrite = GRBwrite;
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dll_GRBwriteparams = GRBwriteparams;
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#endif
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}
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void MIP_gurobi_wrapper::openGUROBI() {
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checkDLL();
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/* Initialize the GUROBI environment */
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{
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// cout << "% " << flush; // Gurobi 7.5.2 prints "Academic License..."
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MiniZinc::StreamRedir redirStdout(stdout, stderr);
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error = dll_GRBloadenv(&env, "mzn-gurobi.log");
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}
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wrap_assert(!error, "Could not open GUROBI environment.");
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error = dll_GRBsetintparam(env, "OutputFlag", 0); // Switch off output
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// error = dll_GRBsetintparam(env, "LogToConsole",
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// fVerbose ? 1 : 0); // also when flag_all_solutions? TODO
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/* Create the problem. */
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error = dll_GRBnewmodel(env, &model, "mzn_gurobi", 0, NULL, NULL, NULL, NULL, NULL);
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wrap_assert(model != NULL, "Failed to create LP.");
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}
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void MIP_gurobi_wrapper::closeGUROBI() {
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/* Free model */
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// If not allocated, skip
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if (nullptr != model) {
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/* Free up the problem as allocated by GRB_createprob, if necessary */
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dll_GRBfreemodel(model);
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model = 0;
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}
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/* Free environment */
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if (nullptr != env) dll_GRBfreeenv(env);
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/// and at last:
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// MIP_wrapper::cleanup();
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#ifdef GUROBI_PLUGIN
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// dll_close(gurobi_dll); // Is called too many times, disabling. 2019-05-06
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#endif
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}
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void MIP_gurobi_wrapper::doAddVars(size_t n, double* obj, double* lb, double* ub,
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MIP_wrapper::VarType* vt, string* names) {
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/// Convert var types:
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vector<char> ctype(n);
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vector<char*> pcNames(n);
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for (size_t i = 0; i < n; ++i) {
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pcNames[i] = (char*)names[i].c_str();
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switch (vt[i]) {
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case REAL:
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ctype[i] = GRB_CONTINUOUS;
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break;
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case INT:
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ctype[i] = GRB_INTEGER;
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break;
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case BINARY:
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ctype[i] = GRB_BINARY;
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break;
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default:
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throw runtime_error(" MIP_wrapper: unknown variable type");
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}
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}
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error = dll_GRBaddvars(model, static_cast<int>(n), 0, NULL, NULL, NULL, obj, lb, ub, &ctype[0],
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&pcNames[0]);
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wrap_assert(!error, "Failed to declare variables.");
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error = dll_GRBupdatemodel(model);
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wrap_assert(!error, "Failed to update model.");
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}
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static char getGRBSense(MIP_wrapper::LinConType s) {
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switch (s) {
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case MIP_wrapper::LQ:
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return GRB_LESS_EQUAL;
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case MIP_wrapper::EQ:
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return GRB_EQUAL;
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case MIP_wrapper::GQ:
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return GRB_GREATER_EQUAL;
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default:
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throw runtime_error(" MIP_gurobi_wrapper: unknown constraint sense");
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}
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}
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void MIP_gurobi_wrapper::addRow(int nnz, int* rmatind, double* rmatval,
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MIP_wrapper::LinConType sense, double rhs, int mask,
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string rowName) {
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//// Make sure in order to notice the indices of lazy constr:
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++nRows;
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/// Convert var types:
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char ssense = getGRBSense(sense);
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const char* pRName = rowName.c_str();
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error = dll_GRBaddconstr(model, nnz, rmatind, rmatval, ssense, rhs, pRName);
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wrap_assert(!error, "Failed to add constraint.");
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int nLazyAttr = 0;
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const bool fUser = (MaskConsType_Usercut & mask) != 0;
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const bool fLazy = (MaskConsType_Lazy & mask) != 0;
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/// Gurobi 6.5.2 has lazyness 1-3.
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if (fUser) {
|
|
if (fLazy)
|
|
nLazyAttr = 2; // just active lazy
|
|
else
|
|
nLazyAttr = 3; // even LP-active
|
|
} else if (fLazy)
|
|
nLazyAttr = 1; // very lazy
|
|
if (nLazyAttr) {
|
|
nLazyIdx.push_back(nRows - 1);
|
|
nLazyValue.push_back(nLazyAttr);
|
|
}
|
|
}
|
|
|
|
void MIP_gurobi_wrapper::addIndicatorConstraint(int iBVar, int bVal, int nnz, int* rmatind,
|
|
double* rmatval, MIP_wrapper::LinConType sense,
|
|
double rhs, string rowName) {
|
|
wrap_assert(0 <= bVal && 1 >= bVal, "Gurobi: addIndicatorConstraint: bVal not 0/1");
|
|
//// Make sure in order to notice the indices of lazy constr: also here? TODO
|
|
++nRows;
|
|
char ssense = getGRBSense(sense);
|
|
error = dll_GRBaddgenconstrIndicator(model, rowName.c_str(), iBVar, bVal, nnz, rmatind, rmatval,
|
|
ssense, rhs);
|
|
wrap_assert(!error, "Failed to add indicator constraint.");
|
|
}
|
|
|
|
bool MIP_gurobi_wrapper::addSearch(const std::vector<VarId>& vars, const std::vector<int> pri) {
|
|
assert(vars.size() == pri.size());
|
|
static_assert(sizeof(VarId) == sizeof(int), "VarId should be (u)int currently");
|
|
error = dll_GRBsetintattrlist(model, "BranchPriority", static_cast<int>(vars.size()),
|
|
(int*)vars.data(), (int*)pri.data());
|
|
wrap_assert(!error, "Failed to add branching priorities");
|
|
return true;
|
|
}
|
|
|
|
int MIP_gurobi_wrapper::getFreeSearch() { return options->nFreeSearch; }
|
|
|
|
bool MIP_gurobi_wrapper::addWarmStart(const std::vector<VarId>& vars,
|
|
const std::vector<double> vals) {
|
|
assert(vars.size() == vals.size());
|
|
static_assert(sizeof(VarId) == sizeof(int), "VarId should be (u)int currently");
|
|
// error = GRBsetdblattrelement(model, "Start", 0, 1.0);
|
|
error = dll_GRBsetdblattrlist(model, "Start", static_cast<int>(vars.size()), (int*)vars.data(),
|
|
(double*)vals.data());
|
|
wrap_assert(!error, "Failed to add warm start");
|
|
return true;
|
|
}
|
|
|
|
void MIP_gurobi_wrapper::setVarBounds(int iVar, double lb, double ub) {
|
|
wrap_assert(lb <= ub, "mzn-gurobi: setVarBounds: lb>ub");
|
|
error = dll_GRBsetdblattrelement(model, GRB_DBL_ATTR_LB, iVar, lb);
|
|
wrap_assert(!error, "mzn-gurobi: failed to set var lb.");
|
|
error = dll_GRBsetdblattrelement(model, GRB_DBL_ATTR_UB, iVar, ub);
|
|
wrap_assert(!error, "mzn-gurobi: failed to set var ub.");
|
|
}
|
|
|
|
void MIP_gurobi_wrapper::setVarLB(int iVar, double lb) {
|
|
error = dll_GRBsetdblattrelement(model, GRB_DBL_ATTR_LB, iVar, lb);
|
|
wrap_assert(!error, "mzn-gurobi: failed to set var lb.");
|
|
}
|
|
|
|
void MIP_gurobi_wrapper::setVarUB(int iVar, double ub) {
|
|
error = dll_GRBsetdblattrelement(model, GRB_DBL_ATTR_UB, iVar, ub);
|
|
wrap_assert(!error, "mzn-gurobi: failed to set var ub.");
|
|
}
|
|
|
|
/// SolutionCallback ------------------------------------------------------------------------
|
|
/// Gurobi ensures thread-safety
|
|
static int __stdcall solcallback(GRBmodel* model, void* cbdata, int where, void* usrdata) {
|
|
MIP_wrapper::CBUserInfo* info = (MIP_wrapper::CBUserInfo*)usrdata;
|
|
MIP_gurobi_wrapper* gw = static_cast<MIP_gurobi_wrapper*>(info->wrapper);
|
|
|
|
double nodecnt = 0.0, actnodes = 0.0, objVal = 0.0;
|
|
int solcnt = 0;
|
|
int newincumbent = 0;
|
|
|
|
if (GRB_CB_MIP == where) {
|
|
/* General MIP callback */
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_MIP_OBJBND, &info->pOutput->bestBound);
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_MIP_NODLFT, &actnodes);
|
|
info->pOutput->nOpenNodes = static_cast<int>(actnodes);
|
|
/// Check time after the 1st feas
|
|
if (-1e100 != info->nTime1Feas) {
|
|
double tNow;
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_RUNTIME, (void*)&tNow);
|
|
if (tNow - info->nTime1Feas >= info->nTimeoutFeas) gw->dll_GRBterminate(model);
|
|
}
|
|
} else if (GRB_CB_MESSAGE == where) {
|
|
/* Message callback */
|
|
if (info->fVerb) {
|
|
char* msg;
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_MSG_STRING, &msg);
|
|
cerr << msg << flush;
|
|
}
|
|
} else if (GRB_CB_MIPSOL == where) {
|
|
/* MIP solution callback */
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_MIPSOL_NODCNT, &nodecnt);
|
|
info->pOutput->nNodes = static_cast<int>(nodecnt);
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_MIPSOL_OBJ, &objVal);
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_MIPSOL_SOLCNT, &solcnt);
|
|
|
|
if (fabs(info->pOutput->objVal - objVal) > 1e-12 * (1.0 + fabs(objVal))) {
|
|
newincumbent = 1;
|
|
// Not confirmed yet, see lazy cuts
|
|
// info->pOutput->objVal = objVal;
|
|
// info->pOutput->status = MIP_wrapper::SAT;
|
|
// info->pOutput->statusName = "feasible from a callback";
|
|
}
|
|
if (newincumbent) {
|
|
assert(info->pOutput->x);
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_MIPSOL_SOL, (void*)info->pOutput->x);
|
|
|
|
info->pOutput->dWallTime = std::chrono::duration<double>(std::chrono::steady_clock::now() -
|
|
info->pOutput->dWallTime0)
|
|
.count();
|
|
info->pOutput->dCPUTime = double(std::clock() - info->pOutput->cCPUTime0) / CLOCKS_PER_SEC;
|
|
}
|
|
|
|
/// Callback for lazy cuts
|
|
/// Before printing
|
|
if (info->cutcbfn && info->cutMask & MIP_wrapper::MaskConsType_Lazy) {
|
|
MIP_wrapper::CutInput cutInput;
|
|
cerr << " GRB: GRB_CB_MIPSOL (" << objVal << ") -> cut callback " << endl;
|
|
info->cutcbfn(*info->pOutput, cutInput, info->psi, true);
|
|
for (auto& cd : cutInput) {
|
|
// assert( cd.mask & MIP_wrapper::MaskConsType_Lazy );
|
|
if (cd.mask & MIP_wrapper::MaskConsType_Lazy) { // take only lazy constr generators
|
|
int error =
|
|
gw->dll_GRBcblazy(cbdata, static_cast<int>(cd.rmatind.size()), cd.rmatind.data(),
|
|
cd.rmatval.data(), getGRBSense(cd.sense), cd.rhs);
|
|
if (error)
|
|
cerr << " GRB_wrapper: failed to add lazy cut. " << endl;
|
|
else
|
|
newincumbent = -1;
|
|
// info->pOutput->objVal = 1e100; // to mark that we can get a new incumbent
|
|
// which should be printed
|
|
}
|
|
}
|
|
}
|
|
if (solcnt >= 0 /*This is solution number for Gurobi*/ && newincumbent >= 0) {
|
|
if (fabs(info->pOutput->objVal - objVal) > 1e-12 * (1.0 + fabs(objVal))) {
|
|
newincumbent = 1;
|
|
info->pOutput->objVal = objVal;
|
|
info->pOutput->status = MIP_wrapper::SAT;
|
|
info->pOutput->statusName = "feasible from a callback";
|
|
}
|
|
}
|
|
if (newincumbent > 0) {
|
|
info->pOutput->dCPUTime = double(std::clock() - info->pOutput->cCPUTime0) / CLOCKS_PER_SEC;
|
|
|
|
/// Set time for the 1st feas
|
|
if (0 <= info->nTimeoutFeas && -1e100 == info->nTime1Feas)
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_RUNTIME, (void*)&info->nTime1Feas);
|
|
|
|
/// Call the user function:
|
|
if (info->solcbfn) (*info->solcbfn)(*info->pOutput, info->psi);
|
|
|
|
if (0 == info->nTimeoutFeas) gw->dll_GRBterminate(model); // Straight after feas
|
|
}
|
|
} else if (GRB_CB_MIPNODE == where) {
|
|
int status;
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_MIPNODE_STATUS, &status);
|
|
if (status == GRB_OPTIMAL && info->cutcbfn) { // if cut handler given
|
|
MIP_wrapper::Output outpRlx;
|
|
outpRlx.x = info->pOutput->x; // using the sol output storage TODO?
|
|
outpRlx.nCols = info->pOutput->nCols;
|
|
assert(outpRlx.x && outpRlx.nCols);
|
|
// dll_GRBcbget(cbdata, where, GRB_CB_MIPNODE_RELOBJ, outpRlx.objVal);
|
|
gw->dll_GRBcbget(cbdata, where, GRB_CB_MIPNODE_REL, (void*)outpRlx.x);
|
|
// cerr << " GRB: GRB_CB_MIPNODE -> cut callback " << endl;
|
|
MIP_wrapper::CutInput cutInput;
|
|
info->cutcbfn(outpRlx, cutInput, info->psi, false);
|
|
// static int nCuts=0;
|
|
// nCuts += cutInput.size();
|
|
// if ( cutInput.size() )
|
|
// cerr << "\n N CUTS: " << nCuts << endl;
|
|
for (auto& cd : cutInput) {
|
|
if (!(cd.mask & (MIP_wrapper::MaskConsType_Usercut | MIP_wrapper::MaskConsType_Lazy)))
|
|
throw runtime_error("Cut callback: should be user/lazy");
|
|
if (cd.mask & MIP_wrapper::MaskConsType_Usercut) {
|
|
int error =
|
|
gw->dll_GRBcbcut(cbdata, static_cast<int>(cd.rmatind.size()), cd.rmatind.data(),
|
|
cd.rmatval.data(), getGRBSense(cd.sense), cd.rhs);
|
|
if (error) cerr << " GRB_wrapper: failed to add user cut. " << endl;
|
|
}
|
|
if (cd.mask & MIP_wrapper::MaskConsType_Lazy) {
|
|
int error =
|
|
gw->dll_GRBcblazy(cbdata, static_cast<int>(cd.rmatind.size()), cd.rmatind.data(),
|
|
cd.rmatval.data(), getGRBSense(cd.sense), cd.rhs);
|
|
if (error) cerr << " GRB_wrapper: failed to add lazy cut. " << endl;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return 0;
|
|
} /* END logcallback */
|
|
// end SolutionCallback ---------------------------------------------------------------------
|
|
|
|
MIP_gurobi_wrapper::Status MIP_gurobi_wrapper::convertStatus(int gurobiStatus) {
|
|
Status s = Status::UNKNOWN;
|
|
ostringstream oss;
|
|
/* Converting the status. */
|
|
if (gurobiStatus == GRB_OPTIMAL) {
|
|
s = Status::OPT;
|
|
oss << "Optimal";
|
|
} else if (gurobiStatus == GRB_INF_OR_UNBD) {
|
|
s = Status::UNSATorUNBND;
|
|
oss << "Infeasible or unbounded";
|
|
} else if (gurobiStatus == GRB_INFEASIBLE) {
|
|
s = Status::UNSAT;
|
|
oss << "Infeasible";
|
|
} else if (gurobiStatus == GRB_UNBOUNDED) {
|
|
oss << "Unbounded";
|
|
s = Status::UNBND;
|
|
} else {
|
|
int solcount = 0;
|
|
error = dll_GRBgetintattr(model, "SolCount", &solcount);
|
|
wrap_assert(!error, " Failure to access solution count.", false);
|
|
if (solcount) s = Status::SAT;
|
|
oss << "Gurobi stopped with status " << gurobiStatus;
|
|
}
|
|
output.statusName = gurobi_status_buffer = oss.str();
|
|
return s;
|
|
}
|
|
|
|
void MIP_gurobi_wrapper::solve() { // Move into ancestor?
|
|
if (options->flag_all_solutions && 0 == nProbType)
|
|
cerr << "WARNING. --all-solutions for SAT problems not implemented." << endl;
|
|
|
|
error = dll_GRBupdatemodel(model); // for model export
|
|
wrap_assert(!error, "Failed to update model.");
|
|
|
|
/// ADDING LAZY CONSTRAINTS IF ANY
|
|
if (nLazyIdx.size()) {
|
|
assert(nLazyIdx.size() == nLazyValue.size());
|
|
if (fVerbose)
|
|
cerr << " MIP_gurobi_wrapper: marking " << nLazyIdx.size() << " lazy cuts." << endl;
|
|
error = dll_GRBsetintattrlist(model, "Lazy", static_cast<int>(nLazyIdx.size()), nLazyIdx.data(),
|
|
nLazyValue.data());
|
|
wrap_assert(!error, "Failed to set constraint attribute.");
|
|
nLazyIdx.clear();
|
|
nLazyValue.clear();
|
|
error = dll_GRBupdatemodel(model); // for model export
|
|
wrap_assert(!error, "Failed to update model after modifying some constraint attr.");
|
|
}
|
|
|
|
/////////////// Last-minute solver options //////////////////
|
|
/* Turn on output to file */
|
|
error = dll_GRBsetstrparam(dll_GRBgetenv(model), "LogFile",
|
|
""); // FAILS to switch off in Ubuntu 15.04
|
|
/* Turn on output to the screen */
|
|
error = dll_GRBsetintparam(dll_GRBgetenv(model), "OutputFlag",
|
|
/*fVerbose ? 1 :*/ 0); // switch off, redirect in callback
|
|
// error = dll_GRBsetintparam(dll_GRBgetenv(model), "LogToConsole",
|
|
// fVerbose ? 1 : 0); // also when flag_all_solutions? TODO
|
|
wrap_assert(!error, " GUROBI Warning: Failure to switch screen indicator.", false);
|
|
// error = dll_GRB_setintparam (env, GRB_PARAM_ClockType, 1); // CPU time
|
|
// error = dll_GRB_setintparam (env, GRB_PARAM_MIP_Strategy_CallbackReducedLP, GRB__OFF); //
|
|
// Access original model
|
|
if (options->sExportModel.size()) {
|
|
error = dll_GRBwrite(model, options->sExportModel.c_str());
|
|
wrap_assert(!error, "Failed to write LP to disk.", false);
|
|
}
|
|
|
|
/// TODO
|
|
// if(all_solutions && obj.getImpl()) {
|
|
// IloNum lastObjVal = (obj.getSense() == IloObjective::Minimize ) ?
|
|
// _ilogurobi->use(SolutionCallback(_iloenv, lastObjVal, *this));
|
|
// Turn off GUROBI logging
|
|
|
|
if (options->nThreads > 0) {
|
|
error = dll_GRBsetintparam(dll_GRBgetenv(model), GRB_INT_PAR_THREADS, options->nThreads);
|
|
// int nn; // THE SETTING FAILS TO WORK IN 6.0.5.
|
|
// error = dll_getintparam(env, GRB_INT_PAR_THREADS, &nn);
|
|
// cerr << "Set " << nThreads << " threads, reported " << nn << endl;
|
|
wrap_assert(!error, "Failed to set GRB_INT_PAR_THREADS.", false);
|
|
}
|
|
|
|
if (options->nTimeout1000 > 0) {
|
|
error = dll_GRBsetdblparam(dll_GRBgetenv(model), GRB_DBL_PAR_TIMELIMIT,
|
|
static_cast<double>(options->nTimeout1000) / 1000.0);
|
|
wrap_assert(!error, "Failed to set GRB_PARAM_TimeLimit.", false);
|
|
}
|
|
|
|
if (options->nSolLimit > 0) {
|
|
error = dll_GRBsetintparam(dll_GRBgetenv(model), GRB_INT_PAR_SOLUTIONLIMIT, options->nSolLimit);
|
|
wrap_assert(!error, "Failed to set GRB_INT_PAR_SOLLIMIT.", false);
|
|
}
|
|
|
|
if (options->nWorkMemLimit > 0 && options->nWorkMemLimit < 1e200) {
|
|
error = dll_GRBsetdblparam(dll_GRBgetenv(model), "NodefileStart", options->nWorkMemLimit);
|
|
wrap_assert(!error, "Failed to set NodefileStart.", false);
|
|
}
|
|
|
|
if (options->absGap >= 0.0) {
|
|
error = dll_GRBsetdblparam(dll_GRBgetenv(model), "MIPGapAbs", options->absGap);
|
|
wrap_assert(!error, "Failed to set MIPGapAbs.", false);
|
|
}
|
|
if (options->nMIPFocus > 0) {
|
|
error = dll_GRBsetintparam(dll_GRBgetenv(model), GRB_INT_PAR_MIPFOCUS, options->nMIPFocus);
|
|
wrap_assert(!error, "Failed to set GRB_INT_PAR_MIPFOCUS.", false);
|
|
}
|
|
|
|
if (options->relGap >= 0.0) {
|
|
error = dll_GRBsetdblparam(dll_GRBgetenv(model), "MIPGap", options->relGap);
|
|
wrap_assert(!error, "Failed to set MIPGap.", false);
|
|
}
|
|
if (options->intTol >= 0.0) {
|
|
error = dll_GRBsetdblparam(dll_GRBgetenv(model), "IntFeasTol", options->intTol);
|
|
wrap_assert(!error, "Failed to set IntFeasTol.", false);
|
|
}
|
|
if (options->feasTol >= 0.0) {
|
|
error = dll_GRBsetdblparam(dll_GRBgetenv(model), "FeasibilityTol", options->feasTol);
|
|
wrap_assert(!error, "Failed to set FeasTol.", false);
|
|
}
|
|
|
|
/// Solution callback
|
|
output.nCols = static_cast<int>(colObj.size());
|
|
x.resize(output.nCols);
|
|
output.x = &x[0];
|
|
SolCallbackFn solcbfn = cbui.solcbfn;
|
|
if (true) { // Need for logging
|
|
cbui.fVerb = fVerbose;
|
|
cbui.nTimeoutFeas = options->nTimeoutFeas1000 / 1000.0;
|
|
if (!options->flag_all_solutions) cbui.solcbfn = 0;
|
|
if (cbui.cutcbfn) {
|
|
assert(cbui.cutMask & (MaskConsType_Usercut | MaskConsType_Lazy));
|
|
if (cbui.cutMask & MaskConsType_Usercut) {
|
|
// For user cuts, needs to keep some info after presolve
|
|
if (fVerbose)
|
|
cerr << " MIP_gurobi_wrapper: user cut callback enabled, setting PreCrush=1" << endl;
|
|
error = dll_GRBsetintparam(dll_GRBgetenv(model), GRB_INT_PAR_PRECRUSH, 1);
|
|
wrap_assert(!error, "Failed to set GRB_INT_PAR_PRECRUSH.", false);
|
|
}
|
|
if (cbui.cutMask & MaskConsType_Lazy) {
|
|
// For lazy cuts, Gurobi disables some presolves
|
|
if (fVerbose)
|
|
cerr << " MIP_gurobi_wrapper: lazy cut callback enabled, setting LazyConstraints=1"
|
|
<< endl;
|
|
error = dll_GRBsetintparam(dll_GRBgetenv(model), GRB_INT_PAR_LAZYCONSTRAINTS, 1);
|
|
wrap_assert(!error, "Failed to set GRB_INT_PAR_LAZYCONSTRAINTS.", false);
|
|
}
|
|
}
|
|
error = dll_GRBsetcallbackfunc(model, solcallback, (void*)&cbui);
|
|
wrap_assert(!error, "Failed to set callback", false);
|
|
}
|
|
|
|
/// after all modifs
|
|
if (options->sReadParams.size()) {
|
|
error = dll_GRBreadparams(dll_GRBgetenv(model), options->sReadParams.c_str());
|
|
wrap_assert(!error, "Failed to read GUROBI parameters.", false);
|
|
}
|
|
|
|
if (options->sWriteParams.size()) {
|
|
error = dll_GRBwriteparams(dll_GRBgetenv(model), options->sWriteParams.c_str());
|
|
wrap_assert(!error, "Failed to write GUROBI parameters.", false);
|
|
}
|
|
|
|
cbui.pOutput->dWallTime0 = output.dWallTime0 = std::chrono::steady_clock::now();
|
|
output.dCPUTime = cbui.pOutput->cCPUTime0 = std::clock();
|
|
|
|
/* Optimize the problem and obtain solution. */
|
|
error = dll_GRBoptimize(model);
|
|
wrap_assert(!error, "Failed to optimize MIP.");
|
|
|
|
output.dWallTime =
|
|
std::chrono::duration<double>(std::chrono::steady_clock::now() - output.dWallTime0).count();
|
|
output.dCPUTime = (std::clock() - output.dCPUTime) / CLOCKS_PER_SEC;
|
|
|
|
int solstat;
|
|
error = dll_GRBgetintattr(model, GRB_INT_ATTR_STATUS, &solstat);
|
|
wrap_assert(!error, "Failed to get MIP status.", false);
|
|
output.status = convertStatus(solstat);
|
|
|
|
/// Continuing to fill the output object:
|
|
if (Status::OPT == output.status || Status::SAT == output.status) {
|
|
error = dll_GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &output.objVal);
|
|
wrap_assert(!error, "No MIP objective value available.");
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|
|
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// int cur_numrows = dll_GRB_getnumrows (env, lp);
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int cur_numcols = getNCols();
|
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assert(cur_numcols == colObj.size());
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|
|
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x.resize(cur_numcols);
|
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output.x = &x[0];
|
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error = dll_GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, cur_numcols, (double*)output.x);
|
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wrap_assert(!error, "Failed to get variable values.");
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if (!options->flag_all_solutions && solcbfn) {
|
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solcbfn(output, cbui.psi);
|
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}
|
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}
|
|
output.bestBound = 1e308;
|
|
error = dll_GRBgetdblattr(model, GRB_DBL_ATTR_OBJBOUNDC, &output.bestBound);
|
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wrap_assert(!error, "Failed to get the best bound.", false);
|
|
double nNodes = -1;
|
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error = dll_GRBgetdblattr(model, GRB_DBL_ATTR_NODECOUNT, &nNodes);
|
|
output.nNodes = static_cast<int>(nNodes);
|
|
output.nOpenNodes = 0;
|
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}
|
|
|
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void MIP_gurobi_wrapper::setObjSense(int s) {
|
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error = dll_GRBsetintattr(model, GRB_INT_ATTR_MODELSENSE, s > 0 ? GRB_MAXIMIZE : GRB_MINIMIZE);
|
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wrap_assert(!error, "Failed to set obj sense.");
|
|
}
|