#include <model.h>

Public Member Functions
	Model (absl::string_view name="")
	Creates an empty minimization problem.

	Model (std::unique_ptr< ModelStorage > storage)

	Model (const Model &)=delete

Model &	operator= (const Model &)=delete

std::unique_ptr< Model >	Clone (std::optional< absl::string_view > new_name=std::nullopt) const

const std::string &	name () const
	----------------------------— Variables --------------------------------—

Variable	AddVariable (double lower_bound, double upper_bound, bool is_integer, absl::string_view name="")
	Adds a variable to the model and returns a reference to it.

Variable	AddVariable (absl::string_view name="")
	Adds a continuous unbounded variable to the model.

Variable	AddBinaryVariable (absl::string_view name="")
	Adds a variable to the model with domain {0, 1}.

Variable	AddContinuousVariable (double lower_bound, double upper_bound, absl::string_view name="")
	Adds a variable to the model with domain [lower_bound, upper_bound].

Variable	AddIntegerVariable (double lower_bound, double upper_bound, absl::string_view name="")

void	DeleteVariable (Variable variable)

int	num_variables () const

int64_t	next_variable_id () const

bool	has_variable (int64_t id) const
	Returns true if this id has been created and not yet deleted.

bool	has_variable (VariableId id) const
	Returns true if this id has been created and not yet deleted.

Variable	variable (int64_t id) const
	Will CHECK if has_variable(id) is false.

Variable	variable (VariableId id) const
	Will CHECK if has_variable(id) is false.

const std::string &	name (Variable variable) const
	Returns the variable name.

void	set_lower_bound (Variable variable, double lower_bound)
	Sets a variable lower bound.

double	lower_bound (Variable variable) const
	Returns a variable lower bound.

void	set_upper_bound (Variable variable, double upper_bound)
	Sets a variable upper bound.

double	upper_bound (Variable variable) const
	Returns a variable upper bound.

void	set_is_integer (Variable variable, bool is_integer)
	Sets the integrality of a variable.

void	set_integer (Variable variable)
	Makes the input variable integer.

void	set_continuous (Variable variable)
	Makes the input variable continuous.

bool	is_integer (Variable variable) const
	Returns the integrality of a variable.

std::vector< Variable >	Variables () const

std::vector< Variable >	SortedVariables () const

absl::Status	ValidateExistingVariableOfThisModel (Variable variable) const
	-----------------------— Linear constraints ----------------------------—

std::vector< LinearConstraint >	ColumnNonzeros (Variable variable) const

LinearConstraint	AddLinearConstraint (absl::string_view name="")
	Adds a linear constraint to the model with bounds [-inf, +inf].

LinearConstraint	AddLinearConstraint (double lower_bound, double upper_bound, absl::string_view name="")
	Adds a linear constraint with bounds [lower_bound, upper_bound].

LinearConstraint	AddLinearConstraint (const BoundedLinearExpression &bounded_expr, absl::string_view name="")

void	DeleteLinearConstraint (LinearConstraint constraint)

int	num_linear_constraints () const

int64_t	next_linear_constraint_id () const

bool	has_linear_constraint (int64_t id) const
	Returns true if this id has been created and not yet deleted.

bool	has_linear_constraint (LinearConstraintId id) const
	Returns true if this id has been created and not yet deleted.

LinearConstraint	linear_constraint (int64_t id) const
	Will CHECK if has_linear_constraint(id) is false.

LinearConstraint	linear_constraint (LinearConstraintId id) const
	Will CHECK if has_linear_constraint(id) is false.

const std::string &	name (LinearConstraint constraint) const
	Returns the linear constraint name.

void	set_lower_bound (LinearConstraint constraint, double lower_bound)
	Sets a linear constraint lower bound.

double	lower_bound (LinearConstraint constraint) const
	Returns a linear constraint lower bound.

void	set_upper_bound (LinearConstraint constraint, double upper_bound)
	Sets a linear constraint upper bound.

double	upper_bound (LinearConstraint constraint) const
	Returns a linear constraint upper bound.

void	set_coefficient (LinearConstraint constraint, Variable variable, double value)

double	coefficient (LinearConstraint constraint, Variable variable) const
	Returns 0.0 if the variable is not used in the constraint.

bool	is_coefficient_nonzero (LinearConstraint constraint, Variable variable) const

std::vector< Variable >	RowNonzeros (LinearConstraint constraint) const

std::vector< LinearConstraint >	LinearConstraints () const

std::vector< LinearConstraint >	SortedLinearConstraints () const

absl::Status	ValidateExistingLinearConstraintOfThisModel (LinearConstraint linear_constraint) const

QuadraticConstraint	AddQuadraticConstraint (const BoundedQuadraticExpression &bounded_expr, absl::string_view name="")
	----------------------— Quadratic constraints --------------------------—

void	DeleteQuadraticConstraint (QuadraticConstraint constraint)
	----------------------— Quadratic constraints --------------------------—

int64_t	num_quadratic_constraints () const

int64_t	next_quadratic_constraint_id () const
	The returned id of the next call to AddQuadraticConstraint.

bool	has_quadratic_constraint (int64_t id) const
	Returns true if this id has been created and not yet deleted.

bool	has_quadratic_constraint (QuadraticConstraintId id) const
	Returns true if this id has been created and not yet deleted.

QuadraticConstraint	quadratic_constraint (int64_t id) const
	Will CHECK if has_quadratic_constraint(id) is false.

QuadraticConstraint	quadratic_constraint (QuadraticConstraintId id) const
	Will CHECK if has_quadratic_constraint(id) is false.

std::vector< QuadraticConstraint >	QuadraticConstraints () const

std::vector< QuadraticConstraint >	SortedQuadraticConstraints () const

SecondOrderConeConstraint	AddSecondOrderConeConstraint (absl::Span< const LinearExpression > arguments_to_norm, const LinearExpression &upper_bound, absl::string_view name="")
	------------------— Second-order cone constraints ----------------------—

void	DeleteSecondOrderConeConstraint (SecondOrderConeConstraint constraint)
	------------------— Second-order cone constraints ----------------------—

int64_t	num_second_order_cone_constraints () const

int64_t	next_second_order_cone_constraint_id () const
	The returned id of the next call to AddSecondOrderConeConstraint.

bool	has_second_order_cone_constraint (int64_t id) const
	Returns true if this id has been created and not yet deleted.

bool	has_second_order_cone_constraint (SecondOrderConeConstraintId id) const
	Returns true if this id has been created and not yet deleted.

SecondOrderConeConstraint	second_order_cone_constraint (int64_t id) const
	Will CHECK if has_second_order_cone_constraint(id) is false.

SecondOrderConeConstraint	second_order_cone_constraint (SecondOrderConeConstraintId id) const
	Will CHECK if has_second_order_cone_constraint(id) is false.

std::vector< SecondOrderConeConstraint >	SecondOrderConeConstraints () const

std::vector< SecondOrderConeConstraint >	SortedSecondOrderConeConstraints () const

Sos1Constraint	AddSos1Constraint (const std::vector< LinearExpression > &expressions, std::vector< double > weights={}, absl::string_view name="")

void	DeleteSos1Constraint (Sos1Constraint constraint)
	------------------------— SOS1 constraints -----------------------------—

int64_t	num_sos1_constraints () const

int64_t	next_sos1_constraint_id () const
	The returned id of the next call to AddSos1Constraint.

bool	has_sos1_constraint (int64_t id) const
	Returns true if this id has been created and not yet deleted.

bool	has_sos1_constraint (Sos1ConstraintId id) const
	Returns true if this id has been created and not yet deleted.

Sos1Constraint	sos1_constraint (int64_t id) const
	Will CHECK if has_sos1_constraint(id) is false.

Sos1Constraint	sos1_constraint (Sos1ConstraintId id) const
	Will CHECK if has_sos1_constraint(id) is false.

std::vector< Sos1Constraint >	Sos1Constraints () const

std::vector< Sos1Constraint >	SortedSos1Constraints () const

Sos2Constraint	AddSos2Constraint (const std::vector< LinearExpression > &expressions, std::vector< double > weights={}, absl::string_view name="")
	------------------------— SOS2 constraints -----------------------------—

void	DeleteSos2Constraint (Sos2Constraint constraint)
	------------------------— SOS2 constraints -----------------------------—

int64_t	num_sos2_constraints () const

int64_t	next_sos2_constraint_id () const
	The returned id of the next call to AddSos2Constraint.

bool	has_sos2_constraint (int64_t id) const
	Returns true if this id has been created and not yet deleted.

bool	has_sos2_constraint (Sos2ConstraintId id) const
	Returns true if this id has been created and not yet deleted.

Sos2Constraint	sos2_constraint (int64_t id) const
	Will CHECK if has_sos2_constraint(id) is false.

Sos2Constraint	sos2_constraint (Sos2ConstraintId id) const
	Will CHECK if has_sos2_constraint(id) is false.

std::vector< Sos2Constraint >	Sos2Constraints () const

std::vector< Sos2Constraint >	SortedSos2Constraints () const

IndicatorConstraint	AddIndicatorConstraint (Variable indicator_variable, const BoundedLinearExpression &implied_constraint, bool activate_on_zero=false, absl::string_view name={})
	------------------------— Indicator constraints ------------------------—

void	DeleteIndicatorConstraint (IndicatorConstraint constraint)
	------------------------— Indicator constraints ------------------------—

int64_t	num_indicator_constraints () const

int64_t	next_indicator_constraint_id () const
	The returned id of the next call to AddIndicatorConstraint.

bool	has_indicator_constraint (int64_t id) const
	Returns true if this id has been created and not yet deleted.

bool	has_indicator_constraint (IndicatorConstraintId id) const
	Returns true if this id has been created and not yet deleted.

IndicatorConstraint	indicator_constraint (int64_t id) const
	Will CHECK if has_indicator_constraint(id) is false.

IndicatorConstraint	indicator_constraint (IndicatorConstraintId id) const
	Will CHECK if has_indicator_constraint(id) is false.

std::vector< IndicatorConstraint >	IndicatorConstraints () const

std::vector< IndicatorConstraint >	SortedIndicatorConstraints () const

void	Maximize (double objective)
	Sets the objective to maximize the provided expression.

void	Maximize (Variable objective)
	Sets the objective to maximize the provided expression.

void	Maximize (LinearTerm objective)
	Sets the objective to maximize the provided expression.

void	Maximize (const LinearExpression &objective)
	Sets the objective to maximize the provided expression.

void	Maximize (const QuadraticExpression &objective)
	Sets the objective to maximize the provided expression.

void	Minimize (double objective)
	Sets the objective to minimize the provided expression.

void	Minimize (Variable objective)
	Sets the objective to minimize the provided expression.

void	Minimize (LinearTerm objective)
	Sets the objective to minimize the provided expression.

void	Minimize (const LinearExpression &objective)
	Sets the objective to minimize the provided expression.

void	Minimize (const QuadraticExpression &objective)
	Sets the objective to minimize the provided expression.

void	SetObjective (double objective, bool is_maximize)
	Sets the objective to optimize the provided expression.

void	SetObjective (Variable objective, bool is_maximize)
	Sets the objective to optimize the provided expression.

void	SetObjective (LinearTerm objective, bool is_maximize)
	Sets the objective to optimize the provided expression.

void	SetObjective (const LinearExpression &objective, bool is_maximize)
	Sets the objective to optimize the provided expression.

void	SetObjective (const QuadraticExpression &objective, bool is_maximize)
	Sets the objective to optimize the provided expression.

void	AddToObjective (double objective)
	Adds the provided expression terms to the objective.

void	AddToObjective (Variable objective)
	Adds the provided expression terms to the objective.

void	AddToObjective (LinearTerm objective)
	Adds the provided expression terms to the objective.

void	AddToObjective (const LinearExpression &objective)
	Adds the provided expression terms to the objective.

void	AddToObjective (const QuadraticExpression &objective)
	Adds the provided expression terms to the objective.

LinearExpression	ObjectiveAsLinearExpression () const

QuadraticExpression	ObjectiveAsQuadraticExpression () const

Objective	primary_objective () const

double	objective_coefficient (Variable variable) const
	Returns 0.0 if this variable has no linear objective coefficient.

double	objective_coefficient (Variable first_variable, Variable second_variable) const

void	set_objective_coefficient (Variable variable, double value)

void	set_objective_coefficient (Variable first_variable, Variable second_variable, double value)

void	clear_objective ()

bool	is_objective_coefficient_nonzero (Variable variable) const

bool	is_objective_coefficient_nonzero (Variable first_variable, Variable second_variable) const

double	objective_offset () const

void	set_objective_offset (double value)

bool	is_maximize () const

void	set_maximize ()

void	set_minimize ()

void	set_is_maximize (bool is_maximize)
	Prefer set_maximize() and set_minimize() above for more readable code.

Objective	AddAuxiliaryObjective (int64_t priority, absl::string_view name={})
	Adds an empty (== 0) auxiliary minimization objective to the model.

Objective	AddAuxiliaryObjective (const LinearExpression &expression, bool is_maximize, int64_t priority, absl::string_view name={})
	Adds `expression` as an auxiliary objective to the model.

Objective	AddMaximizationObjective (const LinearExpression &expression, int64_t priority, absl::string_view name={})
	Adds `expression` as an auxiliary maximization objective to the model.

Objective	AddMinimizationObjective (const LinearExpression &expression, int64_t priority, absl::string_view name={})
	Adds `expression` as an auxiliary minimization objective to the model.

void	DeleteAuxiliaryObjective (Objective objective)

int64_t	num_auxiliary_objectives () const

int64_t	next_auxiliary_objective_id () const
	The returned id of the next call to AddAuxiliaryObjectve.

bool	has_auxiliary_objective (int64_t id) const
	Returns true if this id has been created and not yet deleted.

bool	has_auxiliary_objective (AuxiliaryObjectiveId id) const
	Returns true if this id has been created and not yet deleted.

Objective	auxiliary_objective (int64_t id) const
	Will CHECK if has_auxiliary_objective(id) is false.

Objective	auxiliary_objective (AuxiliaryObjectiveId id) const
	Will CHECK if has_auxiliary_objective(id) is false.

std::vector< Objective >	AuxiliaryObjectives () const

std::vector< Objective >	SortedAuxiliaryObjectives () const

void	Maximize (Objective objective, const LinearExpression &expression)
	Sets `objective` to be maximizing `expression`.

void	Minimize (Objective objective, const LinearExpression &expression)
	Sets `objective` to be minimizing `expression`.

void	SetObjective (Objective objective, const LinearExpression &expression, bool is_maximize)
	Sets the objective to optimize the provided expression.

void	AddToObjective (Objective objective, const LinearExpression &expression)
	Adds the provided expression terms to the objective.

void	set_objective_priority (Objective objective, int64_t priority)

void	set_objective_coefficient (Objective objective, Variable variable, double value)

void	set_objective_offset (Objective objective, double value)

void	set_maximize (Objective objective)

void	set_minimize (Objective objective)

void	set_is_maximize (Objective objective, bool is_maximize)
	Prefer set_maximize() and set_minimize() above for more readable code.

ModelProto	ExportModel (bool remove_names=false) const

std::unique_ptr< UpdateTracker >	NewUpdateTracker ()

absl::Status	ApplyUpdateProto (const ModelUpdateProto &update_proto)

const ModelStorage *	storage () const

ModelStorage *	storage ()

Static Public Member Functions
static absl::StatusOr< std::unique_ptr< Model > >	FromModelProto (const ModelProto &model_proto)

Friends
std::ostream &	operator<< (std::ostream &ostr, const Model &model)

Detailed Description

A C++ API for building optimization problems.

Warning: Variable and LinearConstraint (along with all other constraint objects) are value types, see "Memory Model" below.

A simple example:

Model the problem: max 2.0 * x + y s.t. x + y <= 1.5 x in {0.0, 1.0} y in [0.0, 2.5]

math_opt::Model model("my_model"); const math_opt::Variable x = model.AddBinaryVariable("x"); const math_opt::Variable y = model.AddContinuousVariable(0.0, 2.5, "y"); ///< We can directly use linear combinations of variables ... model.AddLinearConstraint(x + y <= 1.5, "c"); ///< ... or build them incrementally. math_opt::LinearExpression objective_expression; objective_expression += 2 * x; objective_expression += y; model.Maximize(objective_expression); ASSIGN_OR_RETURN(const math_opt::SolveResult result, Solve(model, math_opt::SolverType::kGscip)); switch (result.termination.reason) { case math_opt::TerminationReason::kOptimal: case math_opt::TerminationReason::kFeasible: std::cout << "objective value: " << result.objective_value() << std::endl << "value for variable x: " << result.variable_values().at(x) << std::endl; return absl::OkStatus(); default: return util::InternalErrorBuilder() << "model failed to solve: " << result.termination; }

Memory model:

Variable, LinearConstraint, QuadraticConstraint, etc. are value types that represent references to the underlying Model object. They don't hold any of the actual model data, they can be copied, and they should be passed by value. They can be regenerated arbitrarily from Model. Model holds all the data.

As a consequence of Variable and LinearConstraint holding back pointers, Model is not copyable or movable. Users needing to copy a Model can call Model::Clone() (this will create a new Model with no update trackers), and users needing to move a Model should wrap it in a std::unique_ptr.

Performance:

This class is a thin wrapper around ModelStorage (for incrementally building the model and reading it back, and producing the Model proto). Operations for building/reading/modifying the problem typically run in O(read/write size) and rely on hashing, see the ModelStorage documentation for details. At solve time (if you are solving locally) beware that there will be (at least) three copies of the model in memory, ModelStorage, the Model proto, and the underlying solver's copy(/ies). Note that the Model proto is reclaimed before the underlying solver begins solving.

Definition at line 113 of file model.h.

Constructor & Destructor Documentation

◆ Model() [1/3]

operations_research::math_opt::Model::Model ( absl::string_view name = "" )

explicit

Creates an empty minimization problem.

Definition at line 60 of file model.cc.

◆ Model() [2/3]

operations_research::math_opt::Model::Model ( std::unique_ptr< ModelStorage > storage )

explicit

Creates a model from the existing model storage.

This constructor is used when loading a model, for example from a ModelProto or an MPS file. Note that in those cases the FromModelProto() should be used.

Definition at line 63 of file model.cc.

◆ Model() [3/3]

operations_research::math_opt::Model::Model ( const Model & )

delete

Member Function Documentation

◆ AddAuxiliaryObjective() [1/2]

Objective operations_research::math_opt::Model::AddAuxiliaryObjective	(	const LinearExpression &	expression,
		bool	is_maximize,
		int64_t	priority,
		absl::string_view	name = {} )

inline

Adds expression as an auxiliary objective to the model.

Definition at line 1524 of file model.h.

◆ AddAuxiliaryObjective() [2/2]

Objective operations_research::math_opt::Model::AddAuxiliaryObjective	(	int64_t	priority,
		absl::string_view	name = {} )

inline

Adds an empty (== 0) auxiliary minimization objective to the model.

-----------------------— Auxiliary objectives --------------------------—

Auxiliary objective methods

This is an API for creating and deleting auxiliary objectives. To modify them, use the multi-objective API below.

Definition at line 1518 of file model.h.

◆ AddBinaryVariable()

Variable operations_research::math_opt::Model::AddBinaryVariable ( absl::string_view name = "" )

inline

Adds a variable to the model with domain {0, 1}.

Definition at line 959 of file model.h.

◆ AddContinuousVariable()

Variable operations_research::math_opt::Model::AddContinuousVariable	(	double	lower_bound,
		double	upper_bound,
		absl::string_view	name = "" )

inline

Adds a variable to the model with domain [lower_bound, upper_bound].

Definition at line 963 of file model.h.

◆ AddIndicatorConstraint()

IndicatorConstraint operations_research::math_opt::Model::AddIndicatorConstraint	(	Variable	indicator_variable,
		const BoundedLinearExpression &	implied_constraint,
		bool	activate_on_zero = false,
		absl::string_view	name = {} )

------------------------— Indicator constraints ------------------------—

IndicatorConstraint methods Adds an indicator constraint to the model.

Assume for the moment that activate_on_zero == false (the default value).

If indicator_variable == 1, then implied_constraint must hold.
If indicator_variable == 0, then implied_constraint need not hold. Alternatively, if activate_on_zero = true, flip the 1 and 0 above.

The indicator_variable is expected to be a binary variable in the model. If this is not the case, the solver may elect to either implicitly add the binary constraint, or reject the model.

Usage: Model model = ...; const Variable x = model.AddBinaryVariable("x"); const Variable y = model.AddBinaryVariable("y"); model.AddIndicatorConstraint(x, y <= 0); model.AddIndicatorConstraint(y, x >= 2, true, "c");

We ignore the offset while unpacking here; instead, we account for it below by using the {lower,upper}_bound_minus_offset member functions.

Definition at line 477 of file model.cc.

◆ AddIntegerVariable()

Variable operations_research::math_opt::Model::AddIntegerVariable	(	double	lower_bound,
		double	upper_bound,
		absl::string_view	name = "" )

inline

Adds a variable to the model that can take integer values between lower_bound and upper_bound (inclusive).

Definition at line 969 of file model.h.

◆ AddLinearConstraint() [1/3]

LinearConstraint operations_research::math_opt::Model::AddLinearConstraint ( absl::string_view name = "" )

inline

Adds a linear constraint to the model with bounds [-inf, +inf].

LinearConstraint methods

Definition at line 1064 of file model.h.

◆ AddLinearConstraint() [2/3]

LinearConstraint operations_research::math_opt::Model::AddLinearConstraint	(	const BoundedLinearExpression &	bounded_expr,
		absl::string_view	name = "" )

Adds a linear constraint from the given bounded linear expression.

Usage: Model model = ...; const Variable x = ...; const Variable y = ...; model.AddLinearConstraint(3 <= 2 * x + y + 1 <= 5, "c"); ///< The new constraint formula is: ///< 3 - 1 <= 2 * x + y <= 5 - 1 ///< Which is: ///< 2 <= 2 * x + y <= 4 ///< since the offset has been removed from bounds.

model.AddLinearConstraint(2 * x + y == x + 5 * z + 3); model.AddLinearConstraint(x >= 5);

Definition at line 71 of file model.cc.

◆ AddLinearConstraint() [3/3]

LinearConstraint operations_research::math_opt::Model::AddLinearConstraint	(	double	lower_bound,
		double	upper_bound,
		absl::string_view	name = "" )

inline

Adds a linear constraint with bounds [lower_bound, upper_bound].

Definition at line 1067 of file model.h.

◆ AddMaximizationObjective()

Objective operations_research::math_opt::Model::AddMaximizationObjective	(	const LinearExpression &	expression,
		int64_t	priority,
		absl::string_view	name = {} )

inline

Adds expression as an auxiliary maximization objective to the model.

Definition at line 1533 of file model.h.

◆ AddMinimizationObjective()

Objective operations_research::math_opt::Model::AddMinimizationObjective	(	const LinearExpression &	expression,
		int64_t	priority,
		absl::string_view	name = {} )

inline

Adds expression as an auxiliary minimization objective to the model.

Definition at line 1540 of file model.h.

◆ AddQuadraticConstraint()

QuadraticConstraint operations_research::math_opt::Model::AddQuadraticConstraint	(	const BoundedQuadraticExpression &	bounded_expr,
		absl::string_view	name = "" )

----------------------— Quadratic constraints --------------------------—

QuadraticConstraint methods Adds a quadratic constraint from the given bounded quadratic expression.

Usage: Model model = ...; const Variable x = ...; const Variable y = ...; model.AddQuadraticConstraint(2 * x * x + y + 1 <= 5, "q"); model.AddQuadraticConstraint(2 * x * x + y * y == x + 5 * z + 3); model.AddQuadraticConstraint(x * y >= 5);

Definition at line 383 of file model.cc.

◆ AddSecondOrderConeConstraint()

SecondOrderConeConstraint operations_research::math_opt::Model::AddSecondOrderConeConstraint	(	absl::Span< const LinearExpression >	arguments_to_norm,
		const LinearExpression &	upper_bound,
		absl::string_view	name = "" )

------------------— Second-order cone constraints ----------------------—

SecondOrderConeConstraint methods Adds a second-order cone constraint to the model of the form |arguments_to_norm|₂ ≤ upper_bound.

Usage: Model model = ...; const Variable x = ...; const Variable y = ...; model.AddSecondOrderConeConstraint({x, y}, 1.0, "soc"); model.AddSecondOrderConeConstraint({1.0, 3 * y - x}, 2 * x);

Definition at line 410 of file model.cc.

◆ AddSos1Constraint()

Sos1Constraint operations_research::math_opt::Model::AddSos1Constraint	(	const std::vector< LinearExpression > &	expressions,
		std::vector< double >	weights = {},
		absl::string_view	name = "" )

Sos1Constraint methods Adds an SOS1 constraint to the model: at most one of the expressions may take a nonzero value.

The weights are an implementation detail in the solver used to order the expressions; see the Gurobi documentation for more detail: https://www.gurobi.com/documentation/9.5/refman/constraints.html#subsubsection:SOSConstraints

These weights must either be empty or the same length as expressions. If it is empty, default weights of 1, 2, ... will be used.

Usage: Model model = ...; const Variable x = ...; const Variable y = ...; model.AddSos1Constraint({x, y}, {}, "c"); model.AddSos1Constraint({1 - 2 * x, y}, {3, 2});

Definition at line 451 of file model.cc.

◆ AddSos2Constraint()

Sos2Constraint operations_research::math_opt::Model::AddSos2Constraint	(	const std::vector< LinearExpression > &	expressions,
		std::vector< double >	weights = {},
		absl::string_view	name = "" )

------------------------— SOS2 constraints -----------------------------—

Sos2Constraint methods Adds an SOS2 constraint to the model: at most two of the expressions may take a nonzero value, and they must be adjacent in their ordering.

The weights are an implementation detail in the solver used to order the expressions; see the Gurobi documentation for more detail: https://www.gurobi.com/documentation/9.5/refman/constraints.html#subsubsection:SOSConstraints

These weights must either be empty or the same length as expressions. If it is empty, default weights of 1, 2, ... will be used.

Usage: Model model = ...; const Variable x = ...; const Variable y = ...; model.AddSos2Constraint({x, y}, {}, "c"); model.AddSos2Constraint({1 - 2 * x, y}, {3, 2});

Definition at line 464 of file model.cc.

◆ AddToObjective() [1/6]

void operations_research::math_opt::Model::AddToObjective ( const LinearExpression & objective )

Adds the provided expression terms to the objective.

Definition at line 172 of file model.cc.

◆ AddToObjective() [2/6]

void operations_research::math_opt::Model::AddToObjective ( const QuadraticExpression & objective )

Adds the provided expression terms to the objective.

Definition at line 186 of file model.cc.

◆ AddToObjective() [3/6]

void operations_research::math_opt::Model::AddToObjective ( double objective )

inline

Adds the provided expression terms to the objective.

Definition at line 1431 of file model.h.

◆ AddToObjective() [4/6]

void operations_research::math_opt::Model::AddToObjective ( LinearTerm objective )

inline

Adds the provided expression terms to the objective.

Definition at line 1437 of file model.h.

◆ AddToObjective() [5/6]

void operations_research::math_opt::Model::AddToObjective	(	Objective	objective,
		const LinearExpression &	expression )

Adds the provided expression terms to the objective.

Definition at line 264 of file model.cc.

◆ AddToObjective() [6/6]

void operations_research::math_opt::Model::AddToObjective ( Variable objective )

inline

Adds the provided expression terms to the objective.

Definition at line 1434 of file model.h.

◆ AddVariable() [1/2]

Variable operations_research::math_opt::Model::AddVariable ( absl::string_view name = "" )

inline

Adds a continuous unbounded variable to the model.

Definition at line 949 of file model.h.

◆ AddVariable() [2/2]

Variable operations_research::math_opt::Model::AddVariable	(	double	lower_bound,
		double	upper_bound,
		bool	is_integer,
		absl::string_view	name = "" )

inline

Adds a variable to the model and returns a reference to it.

Variable methods

Definition at line 952 of file model.h.

◆ ApplyUpdateProto()

absl::Status operations_research::math_opt::Model::ApplyUpdateProto ( const ModelUpdateProto & update_proto )

Apply the provided update to this model. Returns a failure if the update is not valid.

As with FromModelProto(), duplicated names are ignored.

Note: it takes O(num_variables + num_constraints) extra memory and execution to apply the update (due to the need to build a ModelSummary). So even a small update will have some cost.

Definition at line 283 of file model.cc.

◆ auxiliary_objective() [1/2]

Objective operations_research::math_opt::Model::auxiliary_objective ( AuxiliaryObjectiveId id ) const

inline

Will CHECK if has_auxiliary_objective(id) is false.

Definition at line 1576 of file model.h.

◆ auxiliary_objective() [2/2]

Objective operations_research::math_opt::Model::auxiliary_objective ( int64_t id ) const

inline

Will CHECK if has_auxiliary_objective(id) is false.

Definition at line 1572 of file model.h.

◆ AuxiliaryObjectives()

std::vector< Objective > operations_research::math_opt::Model::AuxiliaryObjectives ( ) const

Returns all the existing (created and not deleted) auxiliary objectives in the model in an arbitrary order.

Definition at line 233 of file model.cc.

◆ clear_objective()

void operations_research::math_opt::Model::clear_objective ( )

inline

Sets the objective offset, linear terms, and quadratic terms of the objective to zero. The name, direction, and priority are unchanged. Equivalent to SetObjective(0.0, is_maximize()).

Runs in O(#linear and quadratic objective terms with nonzero coefficient).

Definition at line 1477 of file model.h.

◆ Clone()

std::unique_ptr< Model > operations_research::math_opt::Model::Clone ( std::optional< absl::string_view > new_name = std::nullopt ) const

Returns a clone of this model, optionally changing the model's name.

The variables and constraints have the same integer ids. The clone will also not reused any id of variable/constraint that was deleted in the original.

That said, the Variable and LinearConstraint reference objects are model specific. Hence the ones linked to the original model must NOT be used with the clone. The Variable and LinearConstraint reference objects for the clone can be obtained using:

the variable() and linear_constraint() methods on the ids from the old Variable and LinearConstraint objects.
in increasing id order using SortedVariables() and SortedLinearConstraints()
in an arbitrary order using Variables() and LinearConstraints().

Note: the returned model does not have any update tracker.

Definition at line 66 of file model.cc.

◆ coefficient()

double operations_research::math_opt::Model::coefficient	(	LinearConstraint	constraint,
		Variable	variable ) const

inline

Returns 0.0 if the variable is not used in the constraint.

Definition at line 1158 of file model.h.

◆ ColumnNonzeros()

std::vector< LinearConstraint > operations_research::math_opt::Model::ColumnNonzeros ( Variable variable ) const

Definition at line 103 of file model.cc.

◆ DeleteAuxiliaryObjective()

void operations_research::math_opt::Model::DeleteAuxiliaryObjective ( Objective objective )

inline

Removes an auxiliary objective from the model.

It is an error to use any reference to this auxiliary objective after this operation. Runs in O(1) time.

Will CHECK-fail if objective is from another model, has already been deleted, or is a primary objective.

Definition at line 1547 of file model.h.

◆ DeleteIndicatorConstraint()

void operations_research::math_opt::Model::DeleteIndicatorConstraint ( IndicatorConstraint constraint )

inline

------------------------— Indicator constraints ------------------------—

Removes an indicator constraint from the model.

It is an error to use any reference to this indicator constraint after this operation. Runs in O(#terms in implied constraint).

Definition at line 1347 of file model.h.

◆ DeleteLinearConstraint()

void operations_research::math_opt::Model::DeleteLinearConstraint ( LinearConstraint constraint )

inline

Removes a linear constraint from the model.

It is an error to use any reference to this linear constraint after this operation. Runs in O(#variables in the linear constraint).

Definition at line 1074 of file model.h.

◆ DeleteQuadraticConstraint()

void operations_research::math_opt::Model::DeleteQuadraticConstraint ( QuadraticConstraint constraint )

inline

----------------------— Quadratic constraints --------------------------—

Removes a quadratic constraint from the model.

It is an error to use any reference to this quadratic constraint after this operation. Runs in O(#linear or quadratic terms appearing in constraint).

Definition at line 1176 of file model.h.

◆ DeleteSecondOrderConeConstraint()

void operations_research::math_opt::Model::DeleteSecondOrderConeConstraint ( SecondOrderConeConstraint constraint )

inline

------------------— Second-order cone constraints ----------------------—

Removes a second-order cone constraint from the model.

It is an error to use any reference to this second-order cone constraint after this operation. Runs in O(#linear terms appearing in constraint).

Definition at line 1218 of file model.h.

◆ DeleteSos1Constraint()

void operations_research::math_opt::Model::DeleteSos1Constraint ( Sos1Constraint constraint )

inline

------------------------— SOS1 constraints -----------------------------—

Removes an SOS1 constraint from the model.

It is an error to use any reference to this SOS1 constraint after this operation. Runs in O(#terms in all expressions).

Definition at line 1265 of file model.h.

◆ DeleteSos2Constraint()

void operations_research::math_opt::Model::DeleteSos2Constraint ( Sos2Constraint constraint )

inline

------------------------— SOS2 constraints -----------------------------—

Removes an SOS2 constraint from the model.

It is an error to use any reference to this SOS2 constraint after this operation. Runs in O(#terms in all expressions).

Definition at line 1306 of file model.h.

◆ DeleteVariable()

void operations_research::math_opt::Model::DeleteVariable ( Variable variable )

inline

Removes a variable from the model.

It is an error to use any reference to this variable after this operation. Runs in O(#constraints containing the variable).

Definition at line 975 of file model.h.

◆ ExportModel()

ModelProto operations_research::math_opt::Model::ExportModel ( bool remove_names = false ) const

Returns a proto representation of the optimization model.

See FromModelProto() to build a Model from a proto.

Definition at line 275 of file model.cc.

◆ FromModelProto()

absl::StatusOr< std::unique_ptr< Model > > operations_research::math_opt::Model::FromModelProto ( const ModelProto & model_proto )

static

Returns a model from the input proto. Returns a failure status if the input proto is invalid.

On top of loading a model from a MathOpt ModelProto, this function can also be used to load a model from other formats using the functions in math_opt/io/ like ReadMpsFile().

See ExportModel() to get the proto of a Model. See ApplyUpdateProto() to apply an update to the model.

Usage example reading an MPS file: ASSIGN_OR_RETURN(const ModelProto model_proto, ReadMpsFile(path)); ASSIGN_OR_RETURN(const std::unique_ptr<Model> model, Model::FromModelProto(model_proto));

Definition at line 53 of file model.cc.

◆ has_auxiliary_objective() [1/2]

bool operations_research::math_opt::Model::has_auxiliary_objective ( AuxiliaryObjectiveId id ) const

inline