26#include "absl/base/attributes.h"
27#include "absl/cleanup/cleanup.h"
28#include "absl/log/check.h"
29#include "absl/status/status.h"
30#include "absl/status/statusor.h"
31#include "absl/strings/str_cat.h"
32#include "absl/strings/str_format.h"
33#include "absl/strings/str_join.h"
34#include "absl/strings/str_split.h"
35#include "absl/strings/string_view.h"
36#include "absl/time/clock.h"
37#include "absl/time/time.h"
38#include "absl/types/optional.h"
43#include "ortools/linear_solver/linear_solver.pb.h"
50constexpr int GRB_OK = 0;
52inline absl::Status GurobiCodeToUtilStatus(
int error_code,
53 const char* source_file,
55 const char* statement,
57 if (error_code == GRB_OK)
return absl::OkStatus();
58 return absl::InvalidArgumentError(absl::StrFormat(
59 "Gurobi error code %d (file '%s', line %d) on '%s': %s", error_code,
63int AddIndicatorConstraint(
const MPGeneralConstraintProto& gen_cst,
65 std::vector<int>* tmp_variables,
66 std::vector<double>* tmp_coefficients) {
67 CHECK(gurobi_model !=
nullptr);
68 CHECK(tmp_variables !=
nullptr);
69 CHECK(tmp_coefficients !=
nullptr);
71 const auto& ind_cst = gen_cst.indicator_constraint();
72 MPConstraintProto cst = ind_cst.constraint();
73 if (cst.lower_bound() > -std::numeric_limits<double>::infinity()) {
75 gurobi_model, gen_cst.name().c_str(), ind_cst.var_index(),
76 ind_cst.var_value(), cst.var_index_size(),
77 cst.mutable_var_index()->mutable_data(),
78 cst.mutable_coefficient()->mutable_data(),
81 if (status != GRB_OK)
return status;
83 if (cst.upper_bound() < std::numeric_limits<double>::infinity() &&
84 cst.lower_bound() != cst.upper_bound()) {
86 ind_cst.var_index(), ind_cst.var_value(),
88 cst.mutable_var_index()->mutable_data(),
89 cst.mutable_coefficient()->mutable_data(),
96int AddSosConstraint(
const MPSosConstraint& sos_cst,
GRBmodel* gurobi_model,
97 std::vector<int>* tmp_variables,
98 std::vector<double>* tmp_weights) {
99 CHECK(gurobi_model !=
nullptr);
100 CHECK(tmp_variables !=
nullptr);
101 CHECK(tmp_weights !=
nullptr);
103 tmp_variables->resize(sos_cst.var_index_size(), 0);
104 for (
int v = 0; v < sos_cst.var_index_size(); ++v) {
105 (*tmp_variables)[v] = sos_cst.var_index(v);
107 tmp_weights->resize(sos_cst.var_index_size(), 0);
108 if (sos_cst.weight_size() == sos_cst.var_index_size()) {
109 for (
int w = 0;
w < sos_cst.weight_size(); ++
w) {
110 (*tmp_weights)[
w] = sos_cst.weight(
w);
113 DCHECK_EQ(sos_cst.weight_size(), 0);
115 std::iota(tmp_weights->begin(), tmp_weights->end(), 1);
118 std::vector<int> types = {sos_cst.type() == MPSosConstraint::SOS1_DEFAULT
121 std::vector<int> begins = {0};
123 sos_cst.var_index_size(),
125 begins.data(), tmp_variables->data(),
126 tmp_weights->data());
129int AddQuadraticConstraint(
const MPGeneralConstraintProto& gen_cst,
131 CHECK(gurobi_model !=
nullptr);
132 constexpr double kInfinity = std::numeric_limits<double>::infinity();
134 CHECK(gen_cst.has_quadratic_constraint());
135 const MPQuadraticConstraint& quad_cst = gen_cst.quadratic_constraint();
137 auto addqconstr = [](
GRBmodel* gurobi_model, MPQuadraticConstraint quad_cst,
138 char sense,
double rhs,
const std::string& name) {
141 quad_cst.var_index_size(),
142 quad_cst.mutable_var_index()->mutable_data(),
143 quad_cst.mutable_coefficient()->mutable_data(),
144 quad_cst.qvar1_index_size(),
145 quad_cst.mutable_qvar1_index()->mutable_data(),
146 quad_cst.mutable_qvar2_index()->mutable_data(),
147 quad_cst.mutable_qcoefficient()->mutable_data(),
153 if (quad_cst.has_lower_bound() && quad_cst.lower_bound() > -
kInfinity) {
154 const int grb_status =
155 addqconstr(gurobi_model, gen_cst.quadratic_constraint(),
157 gen_cst.has_name() ? gen_cst.name() +
"_lb" :
"");
158 if (grb_status != GRB_OK)
return grb_status;
160 if (quad_cst.has_upper_bound() && quad_cst.upper_bound() <
kInfinity) {
161 const int grb_status =
162 addqconstr(gurobi_model, gen_cst.quadratic_constraint(),
GRB_LESS_EQUAL,
163 quad_cst.upper_bound(),
164 gen_cst.has_name() ? gen_cst.name() +
"_ub" :
"");
165 if (grb_status != GRB_OK)
return grb_status;
171int AddAndConstraint(
const MPGeneralConstraintProto& gen_cst,
172 GRBmodel* gurobi_model, std::vector<int>* tmp_variables) {
173 CHECK(gurobi_model !=
nullptr);
174 CHECK(tmp_variables !=
nullptr);
176 auto and_cst = gen_cst.and_constraint();
179 gen_cst.name().c_str(),
180 and_cst.resultant_var_index(),
181 and_cst.var_index_size(),
182 and_cst.mutable_var_index()->mutable_data());
185int AddOrConstraint(
const MPGeneralConstraintProto& gen_cst,
186 GRBmodel* gurobi_model, std::vector<int>* tmp_variables) {
187 CHECK(gurobi_model !=
nullptr);
188 CHECK(tmp_variables !=
nullptr);
190 auto or_cst = gen_cst.or_constraint();
192 gen_cst.name().c_str(),
193 or_cst.resultant_var_index(),
194 or_cst.var_index_size(),
195 or_cst.mutable_var_index()->mutable_data());
198int AddMinConstraint(
const MPGeneralConstraintProto& gen_cst,
199 GRBmodel* gurobi_model, std::vector<int>* tmp_variables) {
200 CHECK(gurobi_model !=
nullptr);
201 CHECK(tmp_variables !=
nullptr);
203 auto min_cst = gen_cst.min_constraint();
206 gen_cst.name().c_str(),
207 min_cst.resultant_var_index(),
208 min_cst.var_index_size(),
209 min_cst.mutable_var_index()->mutable_data(),
210 min_cst.has_constant()
212 : std::numeric_limits<double>::infinity());
215int AddMaxConstraint(
const MPGeneralConstraintProto& gen_cst,
216 GRBmodel* gurobi_model, std::vector<int>* tmp_variables) {
217 CHECK(gurobi_model !=
nullptr);
218 CHECK(tmp_variables !=
nullptr);
220 auto max_cst = gen_cst.max_constraint();
223 gen_cst.name().c_str(),
224 max_cst.resultant_var_index(),
225 max_cst.var_index_size(),
226 max_cst.mutable_var_index()->mutable_data(),
227 max_cst.has_constant()
229 : -std::numeric_limits<double>::infinity());
235 if (parameters.empty())
return absl::OkStatus();
236 std::vector<std::string> error_messages;
237 for (absl::string_view line : absl::StrSplit(parameters,
'\n')) {
239 if (line.empty())
continue;
242 if (line[0] ==
'#')
continue;
243 for (absl::string_view token :
244 absl::StrSplit(line,
',', absl::SkipWhitespace())) {
245 if (token.empty())
continue;
246 std::vector<std::string> key_value =
247 absl::StrSplit(token, absl::ByAnyChar(
" ="), absl::SkipWhitespace());
249 if (key_value.size() != 2) {
250 const std::string current_message =
251 absl::StrCat(
"Cannot parse parameter '", token,
252 "'. Expected format is 'ParameterName value' or "
253 "'ParameterName=value'");
254 error_messages.push_back(current_message);
257 const int gurobi_code =
258 GRBsetparam(gurobi, key_value[0].c_str(), key_value[1].c_str());
259 if (gurobi_code != GRB_OK) {
260 const std::string current_message = absl::StrCat(
261 "Error setting parameter '", key_value[0],
"' to value '",
263 error_messages.push_back(current_message);
266 VLOG(2) << absl::StrCat(
"Set parameter '", key_value[0],
"' to value '",
271 if (error_messages.empty())
return absl::OkStatus();
272 return absl::InvalidArgumentError(absl::StrJoin(error_messages,
"\n"));
277 MPSolutionResponse response;
278 const std::optional<LazyMutableCopy<MPModelProto>> optional_model =
280 if (!optional_model)
return response;
281 const MPModelProto& model = **optional_model;
286 bool gurobi_env_was_created =
false;
287 auto gurobi_env_deleter = absl::MakeCleanup([&]() {
288 if (gurobi_env_was_created && gurobi_env !=
nullptr) {
292 if (gurobi_env ==
nullptr) {
294 gurobi_env_was_created =
true;
298 auto gurobi_model_deleter = absl::MakeCleanup([&]() {
300 LOG_IF(DFATAL, error_code != GRB_OK)
301 <<
"GRBfreemodel failed with error " << error_code <<
": "
306#define RETURN_IF_GUROBI_ERROR(x) \
308 GurobiCodeToUtilStatus(x, __FILE__, __LINE__, #x, gurobi_env));
311 model.name().c_str(),
322 request->enable_internal_solver_output()));
323 if (request->has_solver_specific_parameters()) {
325 request->solver_specific_parameters(), model_env);
326 if (!parameters_status.ok()) {
327 response.set_status(MPSOLVER_MODEL_INVALID_SOLVER_PARAMETERS);
328 response.set_status_str(
329 std::string(parameters_status.message()));
333 if (request->solver_time_limit_seconds() > 0) {
336 request->solver_time_limit_seconds()));
339 const int variable_size = model.variable_size();
340 bool has_integer_variables =
false;
342 std::vector<double> obj_coeffs(variable_size, 0);
343 std::vector<double> lb(variable_size);
344 std::vector<double> ub(variable_size);
345 std::vector<char> ctype(variable_size);
346 std::vector<const char*> varnames(variable_size);
347 for (
int v = 0; v < variable_size; ++v) {
348 const MPVariableProto& variable = model.variable(v);
349 obj_coeffs[v] = variable.objective_coefficient();
350 lb[v] = variable.lower_bound();
351 ub[v] = variable.upper_bound();
352 ctype[v] = variable.is_integer() &&
353 request->solver_type() ==
354 MPModelRequest::GUROBI_MIXED_INTEGER_PROGRAMMING
357 if (variable.is_integer()) has_integer_variables =
true;
358 if (!variable.name().empty()) varnames[v] = variable.name().c_str();
362 GRBaddvars(gurobi_model, variable_size, 0,
nullptr,
nullptr,
nullptr,
364 lb.data(), ub.data(), ctype.data(),
365 const_cast<char**
>(varnames.data())));
368 for (
int i = 0; i < model.solution_hint().var_index_size(); ++i) {
371 model.solution_hint().var_value(i)));
376 std::vector<int> ct_variables;
377 std::vector<double> ct_coefficients;
378 for (
int c = 0; c < model.constraint_size(); ++c) {
379 const MPConstraintProto& constraint = model.constraint(c);
380 const int size = constraint.var_index_size();
381 ct_variables.resize(size, 0);
382 ct_coefficients.resize(size, 0);
383 for (
int i = 0; i < size; ++i) {
384 ct_variables[i] = constraint.var_index(i);
385 ct_coefficients[i] = constraint.coefficient(i);
389 if (constraint.lower_bound() == constraint.upper_bound()) {
391 gurobi_model, size, ct_variables.data(),
392 ct_coefficients.data(),
394 constraint.name().c_str()));
395 }
else if (constraint.lower_bound() ==
396 -std::numeric_limits<double>::infinity()) {
398 gurobi_model, size, ct_variables.data(),
399 ct_coefficients.data(),
401 constraint.name().c_str()));
402 }
else if (constraint.upper_bound() ==
403 std::numeric_limits<double>::infinity()) {
405 gurobi_model, size, ct_variables.data(),
406 ct_coefficients.data(),
408 constraint.name().c_str()));
411 gurobi_model, size, ct_variables.data(),
412 ct_coefficients.data(),
413 constraint.lower_bound(),
414 constraint.upper_bound(),
415 constraint.name().c_str()));
419 for (
const auto& gen_cst : model.general_constraint()) {
420 switch (gen_cst.general_constraint_case()) {
421 case MPGeneralConstraintProto::kIndicatorConstraint: {
423 gen_cst, gurobi_model, &ct_variables, &ct_coefficients));
426 case MPGeneralConstraintProto::kSosConstraint: {
428 gurobi_model, &ct_variables,
432 case MPGeneralConstraintProto::kQuadraticConstraint: {
436 case MPGeneralConstraintProto::kAbsConstraint: {
439 gen_cst.name().c_str(),
440 gen_cst.abs_constraint().resultant_var_index(),
441 gen_cst.abs_constraint().var_index()));
444 case MPGeneralConstraintProto::kAndConstraint: {
446 AddAndConstraint(gen_cst, gurobi_model, &ct_variables));
449 case MPGeneralConstraintProto::kOrConstraint: {
451 AddOrConstraint(gen_cst, gurobi_model, &ct_variables));
454 case MPGeneralConstraintProto::kMinConstraint: {
456 AddMinConstraint(gen_cst, gurobi_model, &ct_variables));
459 case MPGeneralConstraintProto::kMaxConstraint: {
461 AddMaxConstraint(gen_cst, gurobi_model, &ct_variables));
465 return absl::UnimplementedError(
466 absl::StrFormat(
"General constraints of type %i not supported.",
467 gen_cst.general_constraint_case()));
473 model.maximize() ? -1 : 1));
475 model.objective_offset()));
476 if (model.has_quadratic_objective()) {
477 MPQuadraticObjective qobj = model.quadratic_objective();
478 if (qobj.coefficient_size() > 0) {
481 qobj.mutable_qvar1_index()->mutable_data(),
482 qobj.mutable_qvar2_index()->mutable_data(),
483 qobj.mutable_coefficient()->mutable_data()));
489 const absl::Time time_before = absl::Now();
495 const absl::Duration solving_duration = absl::Now() - time_before;
497 VLOG(1) <<
"Finished solving in GurobiSolveProto(), walltime = "
498 << solving_duration <<
", usertime = " << user_timer.
GetDuration();
499 response.mutable_solve_info()->set_solve_wall_time_seconds(
500 absl::ToDoubleSeconds(solving_duration));
501 response.mutable_solve_info()->set_solve_user_time_seconds(
504 int optimization_status = 0;
507 int solution_count = 0;
510 switch (optimization_status) {
512 response.set_status(MPSOLVER_OPTIMAL);
515 DLOG(INFO) <<
"Gurobi solve returned GRB_INF_OR_UNBD, which we treat as "
516 "INFEASIBLE even though it may mean UNBOUNDED.";
517 response.set_status_str(
518 "The model may actually be unbounded: Gurobi returned "
520 ABSL_FALLTHROUGH_INTENDED;
522 response.set_status(MPSOLVER_INFEASIBLE);
525 response.set_status(MPSOLVER_UNBOUNDED);
528 if (solution_count > 0) {
529 response.set_status(MPSOLVER_FEASIBLE);
531 response.set_status(MPSOLVER_NOT_SOLVED);
532 response.set_status_str(
533 absl::StrFormat(
"Gurobi status code %d", optimization_status));
539 if (solution_count > 0 && (response.status() == MPSOLVER_FEASIBLE ||
540 response.status() == MPSOLVER_OPTIMAL)) {
541 double objective_value = 0;
544 response.set_objective_value(objective_value);
545 double best_objective_bound = 0;
547 &best_objective_bound);
548 if (response.status() == MPSOLVER_OPTIMAL &&
551 response.set_best_objective_bound(objective_value);
554 response.set_best_objective_bound(best_objective_bound);
557 response.mutable_variable_value()->Resize(variable_size, 0);
560 response.mutable_variable_value()->mutable_data()));
564 auto round_values_of_integer_variables_fn =
565 [&](google::protobuf::RepeatedField<double>* values) {
566 for (
int v = 0; v < variable_size; ++v) {
567 if (model.variable(v).is_integer()) {
568 (*values)[v] = std::round((*values)[v]);
572 round_values_of_integer_variables_fn(response.mutable_variable_value());
573 if (!has_integer_variables && model.general_constraint_size() == 0) {
574 response.mutable_dual_value()->Resize(model.constraint_size(), 0);
577 response.mutable_dual_value()->mutable_data()));
579 const int additional_solutions = std::min(
580 solution_count, std::min(request->populate_additional_solutions_up_to(),
581 std::numeric_limits<int32_t>::max() - 1) +
583 for (
int i = 1; i < additional_solutions; ++i) {
586 MPSolution*
solution = response.add_additional_solutions();
587 solution->mutable_variable_value()->Resize(variable_size, 0);
588 double objective_value = 0;
591 solution->set_objective_value(objective_value);
594 solution->mutable_variable_value()->mutable_data()));
595 round_values_of_integer_variables_fn(
solution->mutable_variable_value());
598#undef RETURN_IF_GUROBI_ERROR
#define ASSIGN_OR_RETURN(lhs, rexpr)
absl::Duration GetDuration() const
void Start()
When Start() is called multiple times, only the most recent is used.
#define GRB_DBL_ATTR_START
#define GRB_ERROR_DATA_NOT_AVAILABLE
#define GRB_INT_ATTR_MODELSENSE
#define GRB_GREATER_EQUAL
#define GRB_DBL_ATTR_OBJVAL
struct _GRBmodel GRBmodel
#define GRB_DBL_ATTR_OBJCON
#define GRB_INT_ATTR_STATUS
#define GRB_DBL_ATTR_POOLOBJVAL
#define GRB_INT_PAR_SOLUTIONNUMBER
#define GRB_INT_ATTR_SOLCOUNT
#define GRB_INT_PAR_OUTPUTFLAG
#define GRB_DBL_PAR_TIMELIMIT
#define GRB_DBL_ATTR_OBJBOUND
#define RETURN_IF_GUROBI_ERROR(x)
In SWIG mode, we don't want anything besides these top-level includes.
std::function< int(GRBmodel *model, int numnz, int *cind, double *cval, char sense, double rhs, const char *constrname)> GRBaddconstr
std::function< void(GRBenv *env)> GRBfreeenv
std::function< int(GRBmodel *model, const char *attrname, double *valueP)> GRBgetdblattr
std::function< int(GRBmodel *model, const char *attrname, int first, int len, double *values)> GRBgetdblattrarray
std::function< int(GRBmodel *model, const char *attrname, double newvalue)> GRBsetdblattr
std::function< int(GRBmodel *model, int numvars, int numnz, int *vbeg, int *vind, double *vval, double *obj, double *lb, double *ub, char *vtype, char **varnames)> GRBaddvars
static constexpr double kInfinity
std::function< int(GRBmodel *model, int numlnz, int *lind, double *lval, int numqnz, int *qrow, int *qcol, double *qval, char sense, double rhs, const char *QCname)> GRBaddqconstr
std::function< int(GRBmodel *model, const char *attrname, int newvalue)> GRBsetintattr
std::function< int(GRBenv *env, const char *paramname, const char *value)> GRBsetparam
Select next search node to expand Select next item_i to add this new search node to the search Generate a new search node where item_i is not in the knapsack Check validity of this new partial solution(using propagators) - If valid
std::function< int(GRBenv *env, GRBmodel **modelP, const char *Pname, int numvars, double *obj, double *lb, double *ub, char *vtype, char **varnames)> GRBnewmodel
std::function< int(GRBmodel *model)> GRBupdatemodel
std::function< GRBenv *(GRBmodel *model)> GRBgetenv
std::function< int(GRBmodel *model)> GRBfreemodel
std::function< int(GRBenv *env, const char *paramname, int value)> GRBsetintparam
std::function< int(GRBmodel *model, const char *name, int resvar, int nvars, const int *vars, double constant)> GRBaddgenconstrMin
std::function< int(GRBmodel *model, int numnz, int *cind, double *cval, double lower, double upper, const char *constrname)> GRBaddrangeconstr
absl::StatusOr< MPSolutionResponse > GurobiSolveProto(LazyMutableCopy< MPModelRequest > request, GRBenv *gurobi_env)
std::function< int(GRBmodel *model, const char *name, int binvar, int binval, int nvars, const int *vars, const double *vals, char sense, double rhs)> GRBaddgenconstrIndicator
std::optional< LazyMutableCopy< MPModelProto > > GetMPModelOrPopulateResponse(LazyMutableCopy< MPModelRequest > &request, MPSolutionResponse *response)
std::function< int(GRBmodel *model)> GRBoptimize
std::function< int(GRBmodel *model, int numqnz, int *qrow, int *qcol, double *qval)> GRBaddqpterms
std::function< int(GRBmodel *model, const char *name, int resvar, int argvar)> GRBaddgenconstrAbs
std::function< int(GRBmodel *model, const char *attrname, int *valueP)> GRBgetintattr
std::function< const char *(GRBenv *env)> GRBgeterrormsg
absl::StatusOr< GRBenv * > GetGurobiEnv()
std::function< int(GRBmodel *model, const char *name, int resvar, int nvars, const int *vars)> GRBaddgenconstrAnd
std::function< int(GRBmodel *model, const char *name, int resvar, int nvars, const int *vars)> GRBaddgenconstrOr
std::function< int(GRBmodel *model, const char *name, int resvar, int nvars, const int *vars, double constant)> GRBaddgenconstrMax
std::function< int(GRBmodel *model, int numsos, int nummembers, int *types, int *beg, int *ind, double *weight)> GRBaddsos
absl::Status SetSolverSpecificParameters(absl::string_view parameters, GRBenv *gurobi)
std::function< int(GRBenv *env, const char *paramname, double value)> GRBsetdblparam
std::function< int(GRBmodel *model, const char *attrname, int element, double newvalue)> GRBsetdblattrelement
trees with all degrees equal w the current value of w