backport math_opt from main
This commit is contained in:
Corentin Le Molgat
@@ -22,36 +22,39 @@ from ortools.linear_solver import pywraplp
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class PyWrapLpTest(unittest.TestCase):
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def RunLinearExampleNaturalLanguageAPI(self, optimization_problem_type):
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"""Example of simple linear program with natural language API."""
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solver = pywraplp.Solver('RunLinearExampleNaturalLanguageAPI',
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optimization_problem_type)
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solver = pywraplp.Solver(
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"RunLinearExampleNaturalLanguageAPI", optimization_problem_type
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)
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infinity = solver.infinity()
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# x1, x2 and x3 are continuous non-negative variables.
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x1 = solver.NumVar(0.0, infinity, 'x1')
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x2 = solver.NumVar(0.0, infinity, 'x2')
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x3 = solver.NumVar(0.0, infinity, 'x3')
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x1 = solver.NumVar(0.0, infinity, "x1")
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x2 = solver.NumVar(0.0, infinity, "x2")
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x3 = solver.NumVar(0.0, infinity, "x3")
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solver.Maximize(10 * x1 + 6 * x2 + 4 * x3)
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c0 = solver.Add(10 * x1 + 4 * x2 + 5 * x3 <= 600, 'ConstraintName0')
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c0 = solver.Add(10 * x1 + 4 * x2 + 5 * x3 <= 600, "ConstraintName0")
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c1 = solver.Add(2 * x1 + 2 * x2 + 6 * x3 <= 300)
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sum_of_vars = sum([x1, x2, x3])
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c2 = solver.Add(sum_of_vars <= 100.0, 'OtherConstraintName')
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c2 = solver.Add(sum_of_vars <= 100.0, "OtherConstraintName")
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self.SolveAndPrint(solver, [x1, x2, x3], [c0, c1, c2],
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optimization_problem_type != pywraplp.Solver.PDLP_LINEAR_PROGRAMMING)
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self.SolveAndPrint(
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solver,
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[x1, x2, x3],
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[c0, c1, c2],
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optimization_problem_type != pywraplp.Solver.PDLP_LINEAR_PROGRAMMING,
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)
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# Print a linear expression's solution value.
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print(('Sum of vars: %s = %s' % (sum_of_vars,
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sum_of_vars.solution_value())))
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print(("Sum of vars: %s = %s" % (sum_of_vars, sum_of_vars.solution_value())))
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def RunLinearExampleCppStyleAPI(self, optimization_problem_type):
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"""Example of simple linear program with the C++ style API."""
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solver = pywraplp.Solver('RunLinearExampleCppStyle',
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optimization_problem_type)
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solver = pywraplp.Solver("RunLinearExampleCppStyle", optimization_problem_type)
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infinity = solver.infinity()
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# x1, x2 and x3 are continuous non-negative variables.
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x1 = solver.NumVar(0.0, infinity, 'x1')
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x2 = solver.NumVar(0.0, infinity, 'x2')
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x3 = solver.NumVar(0.0, infinity, 'x3')
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x1 = solver.NumVar(0.0, infinity, "x1")
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x2 = solver.NumVar(0.0, infinity, "x2")
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x3 = solver.NumVar(0.0, infinity, "x3")
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# Maximize 10 * x1 + 6 * x2 + 4 * x3.
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objective = solver.Objective()
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@@ -61,34 +64,39 @@ class PyWrapLpTest(unittest.TestCase):
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objective.SetMaximization()
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# x1 + x2 + x3 <= 100.
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c0 = solver.Constraint(-infinity, 100.0, 'c0')
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c0 = solver.Constraint(-infinity, 100.0, "c0")
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c0.SetCoefficient(x1, 1)
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c0.SetCoefficient(x2, 1)
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c0.SetCoefficient(x3, 1)
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# 10 * x1 + 4 * x2 + 5 * x3 <= 600.
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c1 = solver.Constraint(-infinity, 600.0, 'c1')
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c1 = solver.Constraint(-infinity, 600.0, "c1")
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c1.SetCoefficient(x1, 10)
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c1.SetCoefficient(x2, 4)
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c1.SetCoefficient(x3, 5)
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# 2 * x1 + 2 * x2 + 6 * x3 <= 300.
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c2 = solver.Constraint(-infinity, 300.0, 'c2')
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c2 = solver.Constraint(-infinity, 300.0, "c2")
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c2.SetCoefficient(x1, 2)
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c2.SetCoefficient(x2, 2)
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c2.SetCoefficient(x3, 6)
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self.SolveAndPrint(solver, [x1, x2, x3], [c0, c1, c2],
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optimization_problem_type != pywraplp.Solver.PDLP_LINEAR_PROGRAMMING)
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self.SolveAndPrint(
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solver,
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[x1, x2, x3],
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[c0, c1, c2],
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optimization_problem_type != pywraplp.Solver.PDLP_LINEAR_PROGRAMMING,
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)
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def RunMixedIntegerExampleCppStyleAPI(self, optimization_problem_type):
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"""Example of simple mixed integer program with the C++ style API."""
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solver = pywraplp.Solver('RunMixedIntegerExampleCppStyle',
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optimization_problem_type)
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solver = pywraplp.Solver(
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"RunMixedIntegerExampleCppStyle", optimization_problem_type
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)
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infinity = solver.infinity()
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# x1 and x2 are integer non-negative variables.
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x1 = solver.IntVar(0.0, infinity, 'x1')
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x2 = solver.IntVar(0.0, infinity, 'x2')
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x1 = solver.IntVar(0.0, infinity, "x1")
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x2 = solver.IntVar(0.0, infinity, "x2")
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# Maximize x1 + 10 * x2.
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objective = solver.Objective()
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@@ -97,12 +105,12 @@ class PyWrapLpTest(unittest.TestCase):
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objective.SetMaximization()
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# x1 + 7 * x2 <= 17.5.
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c0 = solver.Constraint(-infinity, 17.5, 'c0')
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c0 = solver.Constraint(-infinity, 17.5, "c0")
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c0.SetCoefficient(x1, 1)
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c0.SetCoefficient(x2, 7)
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# x1 <= 3.5.
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c1 = solver.Constraint(-infinity, 3.5, 'c1')
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c1 = solver.Constraint(-infinity, 3.5, "c1")
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c1.SetCoefficient(x1, 1)
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c1.SetCoefficient(x2, 0)
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@@ -110,11 +118,10 @@ class PyWrapLpTest(unittest.TestCase):
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def RunBooleanExampleCppStyleAPI(self, optimization_problem_type):
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"""Example of simple boolean program with the C++ style API."""
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solver = pywraplp.Solver('RunBooleanExampleCppStyle',
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optimization_problem_type)
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solver = pywraplp.Solver("RunBooleanExampleCppStyle", optimization_problem_type)
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# x1 and x2 are integer non-negative variables.
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x1 = solver.BoolVar('x1')
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x2 = solver.BoolVar('x2')
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x1 = solver.BoolVar("x1")
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x2 = solver.BoolVar("x2")
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# Minimize 2 * x1 + x2.
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objective = solver.Objective()
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@@ -123,7 +130,7 @@ class PyWrapLpTest(unittest.TestCase):
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objective.SetMinimization()
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# 1 <= x1 + 2 * x2 <= 3.
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c0 = solver.Constraint(1, 3, 'c0')
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c0 = solver.Constraint(1, 3, "c0")
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c0.SetCoefficient(x1, 1)
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c0.SetCoefficient(x2, 2)
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@@ -131,10 +138,10 @@ class PyWrapLpTest(unittest.TestCase):
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def SolveAndPrint(self, solver, variable_list, constraint_list, is_precise):
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"""Solve the problem and print the solution."""
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print(('Number of variables = %d' % solver.NumVariables()))
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print(("Number of variables = %d" % solver.NumVariables()))
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self.assertEqual(solver.NumVariables(), len(variable_list))
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print(('Number of constraints = %d' % solver.NumConstraints()))
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print(("Number of constraints = %d" % solver.NumConstraints()))
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self.assertEqual(solver.NumConstraints(), len(constraint_list))
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result_status = solver.Solve()
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@@ -147,72 +154,84 @@ class PyWrapLpTest(unittest.TestCase):
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if is_precise:
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self.assertTrue(solver.VerifySolution(1e-7, True))
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print(('Problem solved in %f milliseconds' % solver.wall_time()))
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print(("Problem solved in %f milliseconds" % solver.wall_time()))
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# The objective value of the solution.
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print(('Optimal objective value = %f' % solver.Objective().Value()))
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print(("Optimal objective value = %f" % solver.Objective().Value()))
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# The value of each variable in the solution.
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for variable in variable_list:
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print(('%s = %f' % (variable.name(), variable.solution_value())))
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print(("%s = %f" % (variable.name(), variable.solution_value())))
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print('Advanced usage:')
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print(('Problem solved in %d iterations' % solver.iterations()))
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print("Advanced usage:")
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print(("Problem solved in %d iterations" % solver.iterations()))
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if not solver.IsMip():
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for variable in variable_list:
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print(('%s: reduced cost = %f' % (variable.name(),
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variable.reduced_cost())))
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print(
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(
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"%s: reduced cost = %f"
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% (variable.name(), variable.reduced_cost())
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)
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)
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activities = solver.ComputeConstraintActivities()
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for i, constraint in enumerate(constraint_list):
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print(
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('constraint %d: dual value = %f\n'
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' activity = %f' %
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(i, constraint.dual_value(), activities[constraint.index()])))
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(
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"constraint %d: dual value = %f\n"
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" activity = %f"
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% (i, constraint.dual_value(), activities[constraint.index()])
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)
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)
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def testApi(self):
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print('testApi', flush=True)
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all_names_and_problem_types = (list(
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linear_solver_pb2.MPModelRequest.SolverType.items()))
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print("testApi", flush=True)
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all_names_and_problem_types = list(
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linear_solver_pb2.MPModelRequest.SolverType.items()
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)
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for name, problem_type in all_names_and_problem_types:
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with self.subTest(f'{name}: {problem_type}'):
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print(f'######## {name}:{problem_type} #######', flush=True)
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with self.subTest(f"{name}: {problem_type}"):
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print(f"######## {name}:{problem_type} #######", flush=True)
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if not pywraplp.Solver.SupportsProblemType(problem_type):
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continue
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if name.startswith('GUROBI'):
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if name.startswith("GUROBI"):
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continue
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if name.startswith('KNAPSACK'):
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if name.startswith("KNAPSACK"):
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continue
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if not name.startswith('SCIP'):
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if not name.startswith("SCIP"):
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continue
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if name.endswith('LINEAR_PROGRAMMING'):
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print(('\n------ Linear programming example with %s ------' %
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name))
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print('\n*** Natural language API ***')
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if name.endswith("LINEAR_PROGRAMMING"):
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print(("\n------ Linear programming example with %s ------" % name))
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print("\n*** Natural language API ***")
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self.RunLinearExampleNaturalLanguageAPI(problem_type)
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print('\n*** C++ style API ***')
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print("\n*** C++ style API ***")
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self.RunLinearExampleCppStyleAPI(problem_type)
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elif name.endswith('MIXED_INTEGER_PROGRAMMING'):
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print((
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'\n------ Mixed Integer programming example with %s ------'
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% name))
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print('\n*** C++ style API ***')
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elif name.endswith("MIXED_INTEGER_PROGRAMMING"):
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print(
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(
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"\n------ Mixed Integer programming example with %s ------"
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% name
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)
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)
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print("\n*** C++ style API ***")
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self.RunMixedIntegerExampleCppStyleAPI(problem_type)
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elif name.endswith('INTEGER_PROGRAMMING'):
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print(('\n------ Boolean programming example with %s ------' %
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name))
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print('\n*** C++ style API ***')
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elif name.endswith("INTEGER_PROGRAMMING"):
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print(
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("\n------ Boolean programming example with %s ------" % name)
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)
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print("\n*** C++ style API ***")
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self.RunBooleanExampleCppStyleAPI(problem_type)
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else:
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print('ERROR: %s unsupported' % name)
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print("ERROR: %s unsupported" % name)
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def testSetHint(self):
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print('testSetHint', flush=True)
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solver = pywraplp.Solver('RunBooleanExampleCppStyle',
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pywraplp.Solver.GLOP_LINEAR_PROGRAMMING)
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print("testSetHint", flush=True)
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solver = pywraplp.Solver(
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"RunBooleanExampleCppStyle", pywraplp.Solver.GLOP_LINEAR_PROGRAMMING
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)
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infinity = solver.infinity()
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# x1 and x2 are integer non-negative variables.
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x1 = solver.BoolVar('x1')
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x2 = solver.BoolVar('x2')
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x1 = solver.BoolVar("x1")
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x2 = solver.BoolVar("x2")
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# Minimize 2 * x1 + x2.
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objective = solver.Objective()
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@@ -221,7 +240,7 @@ class PyWrapLpTest(unittest.TestCase):
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objective.SetMinimization()
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# 1 <= x1 + 2 * x2 <= 3.
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c0 = solver.Constraint(1, 3, 'c0')
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c0 = solver.Constraint(1, 3, "c0")
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c0.SetCoefficient(x1, 1)
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c0.SetCoefficient(x2, 2)
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@@ -230,8 +249,8 @@ class PyWrapLpTest(unittest.TestCase):
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self.assertEqual(1, len(solver.constraints()))
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def testBopInfeasible(self):
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print('testBopInfeasible', flush=True)
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solver = pywraplp.Solver('test', pywraplp.Solver.BOP_INTEGER_PROGRAMMING)
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print("testBopInfeasible", flush=True)
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solver = pywraplp.Solver("test", pywraplp.Solver.BOP_INTEGER_PROGRAMMING)
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solver.EnableOutput()
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x = solver.IntVar(0, 10, "")
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@@ -241,13 +260,13 @@ class PyWrapLpTest(unittest.TestCase):
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print(result_status) # outputs: 0
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def testLoadSolutionFromProto(self):
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print('testLoadSolutionFromProto', flush=True)
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solver = pywraplp.Solver('', pywraplp.Solver.GLOP_LINEAR_PROGRAMMING)
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print("testLoadSolutionFromProto", flush=True)
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solver = pywraplp.Solver("", pywraplp.Solver.GLOP_LINEAR_PROGRAMMING)
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solver.LoadSolutionFromProto(linear_solver_pb2.MPSolutionResponse())
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def testSolveFromProto(self):
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print('testSolveFromProto', flush=True)
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request_str = '''
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print("testSolveFromProto", flush=True)
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request_str = """
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model {
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maximize: false
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objective_offset: 0
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@@ -304,36 +323,35 @@ class PyWrapLpTest(unittest.TestCase):
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solver_type: GLOP_LINEAR_PROGRAMMING
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solver_time_limit_seconds: 1.0
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solver_specific_parameters: ""
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'''
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"""
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request = linear_solver_pb2.MPModelRequest()
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text_format.Parse(request_str, request)
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response = linear_solver_pb2.MPSolutionResponse()
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self.assertEqual(len(request.model.variable), 3)
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pywraplp.Solver.SolveWithProto(model_request=request, response=response)
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self.assertEqual(
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linear_solver_pb2.MPSolverResponseStatus.MPSOLVER_OPTIMAL,
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response.status)
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linear_solver_pb2.MPSolverResponseStatus.MPSOLVER_OPTIMAL, response.status
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)
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def testExportToMps(self):
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"""Test MPS export."""
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print('testExportToMps', flush=True)
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solver = pywraplp.Solver('ExportMps',
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pywraplp.Solver.GLOP_LINEAR_PROGRAMMING)
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print("testExportToMps", flush=True)
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solver = pywraplp.Solver("ExportMps", pywraplp.Solver.GLOP_LINEAR_PROGRAMMING)
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infinity = solver.infinity()
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# x1, x2 and x3 are continuous non-negative variables.
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x1 = solver.NumVar(0.0, infinity, 'x1')
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x2 = solver.NumVar(0.0, infinity, 'x2')
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x3 = solver.NumVar(0.0, infinity, 'x3')
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x1 = solver.NumVar(0.0, infinity, "x1")
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x2 = solver.NumVar(0.0, infinity, "x2")
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x3 = solver.NumVar(0.0, infinity, "x3")
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solver.Maximize(10 * x1 + 6 * x2 + 4 * x3)
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c0 = solver.Add(10 * x1 + 4 * x2 + 5 * x3 <= 600, 'ConstraintName0')
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c0 = solver.Add(10 * x1 + 4 * x2 + 5 * x3 <= 600, "ConstraintName0")
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c1 = solver.Add(2 * x1 + 2 * x2 + 6 * x3 <= 300)
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sum_of_vars = sum([x1, x2, x3])
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c2 = solver.Add(sum_of_vars <= 100.0, 'OtherConstraintName')
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c2 = solver.Add(sum_of_vars <= 100.0, "OtherConstraintName")
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mps_str = solver.ExportModelAsMpsFormat(fixed_format=False, obfuscated=False)
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self.assertIn('ExportMps', mps_str)
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self.assertIn("ExportMps", mps_str)
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if __name__ == '__main__':
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if __name__ == "__main__":
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unittest.main()
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