callback.proto

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// Copyright 2010-2024 Google LLC
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//     http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
 
// Solver-Callback handling protos:
// Callback functions allow for a fine-grain control, and ongoing interaction
// with the solver during the solve process. The overall architecture is that
// upon solve invocation the user will select what type of interactions to have
// with the solver, and whenever the solver offers an interaction enabled by the
// user, return the statistics collected up to that point, and any additional
// information required by the user. Once done, the callback function must
// return a message to the solver to continue with the solve process.
syntax = "proto3";
 
package operations_research.math_opt;
 
import "google/protobuf/duration.proto";
import "ortools/math_opt/sparse_containers.proto";
 
option java_package = "com.google.ortools.mathopt";
option java_multiple_files = true;
 
// The supported events during a solve for callbacks.
enum CallbackEventProto {
  CALLBACK_EVENT_UNSPECIFIED = 0;
 
  // The solver is currently running presolve.
  //
  // This event is supported by SOLVER_TYPE_GUROBI only.
  CALLBACK_EVENT_PRESOLVE = 1;
 
  // The solver is currently running the simplex method.
  //
  // This event is supported by SOLVER_TYPE_GUROBI only.
  CALLBACK_EVENT_SIMPLEX = 2;
 
  // The solver is in the MIP loop (called periodically before starting a new
  // node). Useful for early termination. Note that this event does not provide
  // information on LP relaxations nor about new incumbent solutions.
  //
  // This event is supported for MIP models by SOLVER_TYPE_GUROBI only.
  CALLBACK_EVENT_MIP = 3;
 
  // Called every time a new MIP incumbent is found.
  //
  // This event is fully supported for MIP models by SOLVER_TYPE_GUROBI.
  // SOLVER_TYPE_CP_SAT has partial support: you can view the solutions and
  // request termination, but you cannot add lazy constraints. Other solvers
  // don't support this event.
  CALLBACK_EVENT_MIP_SOLUTION = 4;
 
  // Called inside a MIP node. Note that there is no guarantee that the
  // callback function will be called on every node. That behavior is
  // solver-dependent.
  //
  // Disabling cuts using SolveParametersProto may interfere with this event
  // being called and/or adding cuts at this event, the behavior is solver
  // specific.
  //
  // This event is supported for MIP models by SOLVER_TYPE_GUROBI only.
  CALLBACK_EVENT_MIP_NODE = 5;
 
  // Called in each iterate of an interior point/barrier method.
  //
  // This event is supported for SOLVER_TYPE_GUROBI only.
  CALLBACK_EVENT_BARRIER = 6;
}
 
// The callback function input data.
// Note that depending on the event, some information might be unavailable.
message CallbackDataProto {
  CallbackEventProto event = 1;
  // if event == CALLBACK_EVENT_MIP_NODE, the primal_solution_vector contains
  //    the variable values of the primal solution for the current LP-node
  //    relaxation. In some cases, no solution will be available (e.g. because
  //    LP was infeasible or the solve was imprecise).
  // if event == CALLBACK_EVENT_MIP_SOLUTION, the primal_solution_vector
  //    contains variable values for the newly found primal (integer) feasible
  //    solution.
  // Otherwise, the primal_solution_vector is not available.
  //
  // Note that, because of variable filters, it is possible that when a solution
  // is found, it is empty. The message will be set but left empty in this case,
  // while it will be unset when no solution is available.
  SparseDoubleVectorProto primal_solution_vector = 2;
 
  // Running time since the `Solve` call.
  google.protobuf.Duration runtime = 3;
 
  // Presolve stats. Only available during CALLBACK_EVENT_PRESOLVE.
  message PresolveStats {
    optional int64 removed_variables = 1;
    optional int64 removed_constraints = 2;
    optional int64 bound_changes = 3;
    optional int64 coefficient_changes = 4;
  }
  PresolveStats presolve_stats = 4;
 
  // Simplex stats. Only available during CALLBACK_EVENT_SIMPLEX.
  message SimplexStats {
    optional int64 iteration_count = 1;
    optional double objective_value = 2;
    optional double primal_infeasibility = 3;
    optional double dual_infeasibility = 4;
    optional bool is_pertubated = 5;
  }
  SimplexStats simplex_stats = 5;
 
  // Barrier stats. Only available during CALLBACK_EVENT_BARRIER.
  message BarrierStats {
    optional int32 iteration_count = 1;
    optional double primal_objective = 2;
    optional double dual_objective = 3;
    optional double complementarity = 4;
    optional double primal_infeasibility = 5;
    optional double dual_infeasibility = 6;
  }
  BarrierStats barrier_stats = 6;
 
  // MIP B&B stats. Only available during CALLBACK_EVENT_MIPxxxx events.
  // Not supported for CP-SAT.
  message MipStats {
    optional double primal_bound = 1;
    optional double dual_bound = 2;
    optional int64 explored_nodes = 3;
    optional int64 open_nodes = 4;
    optional int64 simplex_iterations = 5;
    optional int32 number_of_solutions_found = 6;
    optional int32 cutting_planes_in_lp = 7;
  }
  MipStats mip_stats = 7;
}
 
// Return value of a callback function.
message CallbackResultProto {
  message GeneratedLinearConstraint {
    // This message encode linear constraints of the form
    // lower_bound <= linear_expression <= upper_bound
    SparseDoubleVectorProto linear_expression = 1;
    double lower_bound = 2;
    double upper_bound = 3;
 
    // Two types of generated linear constraints are supported based on is_lazy:
    //   * The "lazy constraint" can remove integer points from the feasible
    //     region and can be added at event CALLBACK_EVENT_MIP_NODE or
    //     CALLBACK_EVENT_MIP_SOLUTION
    //   * The "user cut" (on is_lazy=false) strengthens the LP without removing
    //     integer points. It can only be added at CALLBACK_EVENT_MIP_NODE.
    bool is_lazy = 4;
  }
 
  // Ends the solve early.
  bool terminate = 1;
 
  // TODO(b/172214608): SCIP allows to reject a feasible solution without
  // providing a cut. This is something we might support at a later stage.
 
  // Dynamically generated linear constraints to add to the MIP. See
  // GeneratedLinearConstraint::is_lazy for details.
  repeated GeneratedLinearConstraint cuts = 4;
 
  // Use only for CALLBACK_EVENT_MIP_NODE.
  //
  // Note that some solvers (e.g. Gurobi) support partially-defined solutions.
  // The most common use case is to specify a value for each variable in the
  // model. If a variable is not present in the primal solution, its value is
  // taken to be undefined, and is up to the underlying solver to deal with it.
  // For example, Gurobi will try to solve a Sub-MIP to get a fully feasible
  // solution if necessary.
  repeated SparseDoubleVectorProto suggested_solutions = 5;
}
 
// Provided with a callback at the start of a Solve() to inform the solver:
//   * what information the callback needs,
//   * how the callback might alter the solve process.
message CallbackRegistrationProto {
  // The events the solver should invoke the callback at.
  //
  // When a solver is called with registered events that are not supported,
  // an InvalidArgument is returned. The supported events may depend on the
  // model. For example registering for CALLBACK_EVENT_MIP with a model that
  // only contains continuous variables will fail for most solvers. See the
  // documentation of each event to see their supported solvers/model types.
  repeated CallbackEventProto request_registration = 1;
 
  // If CALLBACK_EVENT_MIP_SOLUTION is in `request_registration`, then
  // the returned primal_solution information will be filtered according to
  // this rule.
  SparseVectorFilterProto mip_solution_filter = 2;
 
  // If CALLBCK_EVENT_MIP_NODE is in `request_registration`, then the
  // returned primal_solution information will be filtered according to this
  // rule.
  SparseVectorFilterProto mip_node_filter = 3;
 
  //////////////////////////////////////////////////////////////////////////////
  // What might you do in your callback (typically some solver features need
  // to be disabled before the solve starts to support these features).
  //////////////////////////////////////////////////////////////////////////////
 
  // Dynamically add linear constraints that strength the formulation but do not
  // exclude integer points during CALLBACK_EVENT_MIP_NODE events.
  bool add_cuts = 4;
  // Dynamically add linear constraints that exclude integer points during
  // CALLBACK_EVENT_MIP_NODE and/or CALLBACK_EVENT_MIP_SOLUTION events.
  bool add_lazy_constraints = 5;
}