From f0a9ead855521a13d3e7e5942e9d8d4723d210a5 Mon Sep 17 00:00:00 2001 From: Laurent Perron Date: Mon, 15 Jul 2019 17:55:13 -0700 Subject: [PATCH] regenerate C++ and Java doc --- docs/cpp_algorithms/boot.js | 271 ------- ...soperations__research_1_1KnapsackSolver.js | 22 - docs/cpp_algorithms/files.js | 12 - docs/cpp_algorithms/hungarian_8h.js | 5 - docs/cpp_graph/christofides_8h.js | 5 - .../classConnectedComponentsFinder.js | 14 - .../classDenseConnectedComponentsFinder.js | 14 - ..._research_1_1AnnotatedGraphBuildManager.js | 4 - ...arch_1_1ArcFunctorOrderingByTailAndHead.js | 5 - ..._research_1_1ArcIndexOrderingByTailNode.js | 5 - ...ions__research_1_1BronKerboschAlgorithm.js | 10 - ...ons__research_1_1ChristofidesPathSolver.js | 11 - ...ations__research_1_1ConnectedComponents.js | 11 - ...ions__research_1_1CostValueCycleHandler.js | 8 - ...classoperations__research_1_1EbertGraph.js | 63 -- ...soperations__research_1_1EbertGraphBase.js | 48 -- 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    -

    Definition at line 112 of file linear_expr.h.

    +

    Definition at line 110 of file linear_expr.h.

    @@ -212,7 +212,7 @@ Static Public Member Functions

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    -

    Definition at line 142 of file linear_expr.h.

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    Definition at line 140 of file linear_expr.h.

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    Definition at line 143 of file linear_expr.h.

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    Definition at line 141 of file linear_expr.h.

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    Definition at line 182 of file linear_expr.h.

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    Definition at line 180 of file linear_expr.h.

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    -

    Definition at line 184 of file linear_expr.h.

    +

    Definition at line 182 of file linear_expr.h.

    @@ -157,7 +157,7 @@ Public Member Functions
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    Definition at line 192 of file linear_expr.h.

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    Definition at line 190 of file linear_expr.h.

    @@ -184,7 +184,7 @@ Public Member Functions
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    Definition at line 191 of file linear_expr.h.

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    Definition at line 189 of file linear_expr.h.

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    Definition at line 193 of file linear_expr.h.

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    Definition at line 191 of file linear_expr.h.

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    Definition at line 1223 of file linear_solver.h.

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    Definition at line 1206 of file linear_solver.h.

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    Definition at line 1349 of file linear_solver.h.

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    Definition at line 1332 of file linear_solver.h.

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    Definition at line 1309 of file linear_solver.h.

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    Definition at line 1292 of file linear_solver.h.

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    Definition at line 1304 of file linear_solver.h.

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    Definition at line 1287 of file linear_solver.h.

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    Definition at line 1303 of file linear_solver.h.

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    Definition at line 1286 of file linear_solver.h.

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    Advanced usage: returns true if the constraint is "lazy" (see below).

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    Definition at line 1286 of file linear_solver.h.

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    Definition at line 1269 of file linear_solver.h.

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    Definition at line 1261 of file linear_solver.h.

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    Definition at line 1244 of file linear_solver.h.

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    Returns the name of the constraint.

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    Definition at line 1228 of file linear_solver.h.

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    Definition at line 1211 of file linear_solver.h.

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    Definition at line 1361 of file linear_solver.h.

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    Definition at line 1344 of file linear_solver.h.

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    When laziness is true, the constraint is only considered by the Linear Programming solver if its current solution violates the constraint. In this case, the constraint is definitively added to the problem. This may be useful in some MIP problems, and may have a dramatic impact on performance.

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    Definition at line 1301 of file linear_solver.h.

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    Definition at line 1284 of file linear_solver.h.

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    Definition at line 1271 of file linear_solver.h.

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    Definition at line 1254 of file linear_solver.h.

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    Sets the upper bound.

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    Definition at line 1276 of file linear_solver.h.

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    Definition at line 1259 of file linear_solver.h.

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    Returns a map from variables to their coefficients in the constraint.

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    Definition at line 1254 of file linear_solver.h.

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    Definition at line 1237 of file linear_solver.h.

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    Definition at line 1266 of file linear_solver.h.

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    Definition at line 1249 of file linear_solver.h.

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    Definition at line 1342 of file linear_solver.h.

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    Definition at line 1325 of file linear_solver.h.

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    Definition at line 1334 of file linear_solver.h.

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    Definition at line 1317 of file linear_solver.h.

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    Definition at line 1335 of file linear_solver.h.

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    Definition at line 1318 of file linear_solver.h.

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    Definition at line 1340 of file linear_solver.h.

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    Definition at line 1323 of file linear_solver.h.

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    Definition at line 1341 of file linear_solver.h.

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    Definition at line 1324 of file linear_solver.h.

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    Definition at line 1336 of file linear_solver.h.

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    Definition at line 1319 of file linear_solver.h.

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    Definition at line 1339 of file linear_solver.h.

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    Definition at line 1322 of file linear_solver.h.

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    Definition at line 1344 of file linear_solver.h.

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    Definition at line 1327 of file linear_solver.h.

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    Definition at line 1332 of file linear_solver.h.

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    Definition at line 1315 of file linear_solver.h.

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    Definition at line 1333 of file linear_solver.h.

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    Definition at line 1316 of file linear_solver.h.

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    Definition at line 1343 of file linear_solver.h.

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    Definition at line 1326 of file linear_solver.h.

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    Definition at line 1337 of file linear_solver.h.

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    Definition at line 1320 of file linear_solver.h.

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    Definition at line 1338 of file linear_solver.h.

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    Definition at line 918 of file linear_solver.h.

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    Definition at line 986 of file linear_solver.h.

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    Definition at line 969 of file linear_solver.h.

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    Definition at line 975 of file linear_solver.h.

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    Definition at line 975 of file linear_solver.h.

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    Definition at line 958 of file linear_solver.h.

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    Definition at line 1014 of file linear_solver.h.

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    Definition at line 997 of file linear_solver.h.

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    Definition at line 1009 of file linear_solver.h.

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    Definition at line 992 of file linear_solver.h.

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    Definition at line 963 of file linear_solver.h.

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    Definition at line 946 of file linear_solver.h.

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    Definition at line 1057 of file linear_solver.h.

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    Definition at line 1040 of file linear_solver.h.

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    Definition at line 1049 of file linear_solver.h.

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    Definition at line 1032 of file linear_solver.h.

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    Definition at line 1050 of file linear_solver.h.

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    Definition at line 1033 of file linear_solver.h.

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    Definition at line 1055 of file linear_solver.h.

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    Definition at line 1038 of file linear_solver.h.

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    Definition at line 1056 of file linear_solver.h.

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    Definition at line 1039 of file linear_solver.h.

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    Definition at line 1051 of file linear_solver.h.

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    Definition at line 1034 of file linear_solver.h.

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    Definition at line 1054 of file linear_solver.h.

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    Definition at line 1037 of file linear_solver.h.

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    Definition at line 1059 of file linear_solver.h.

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    Definition at line 1042 of file linear_solver.h.

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    Definition at line 1047 of file linear_solver.h.

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    Definition at line 1030 of file linear_solver.h.

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    Definition at line 1048 of file linear_solver.h.

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    Definition at line 1031 of file linear_solver.h.

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    Definition at line 1058 of file linear_solver.h.

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    Definition at line 1041 of file linear_solver.h.

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    Definition at line 1052 of file linear_solver.h.

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    Definition at line 1035 of file linear_solver.h.

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    Definition at line 1053 of file linear_solver.h.

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    Definition at line 1036 of file linear_solver.h.

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    Definition at line 653 of file linear_solver.h.

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    -

    Definition at line 720 of file linear_solver.h.

    +

    Definition at line 703 of file linear_solver.h.

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    Definition at line 698 of file linear_solver.h.

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    Definition at line 681 of file linear_solver.h.

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    Definition at line 805 of file linear_solver.h.

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    Definition at line 788 of file linear_solver.h.

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    Definition at line 715 of file linear_solver.h.

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    Definition at line 800 of file linear_solver.h.

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    Definition at line 783 of file linear_solver.h.

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    Definition at line 810 of file linear_solver.h.

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    Definition at line 793 of file linear_solver.h.

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    Definition at line 714 of file linear_solver.h.

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    -

    Definition at line 1423 of file linear_solver.h.

    +

    Definition at line 1406 of file linear_solver.h.

    @@ -181,7 +181,7 @@ solutions for MIP or the tolerance used during presolve.

    Public Types

    -

    Definition at line 1428 of file linear_solver.h.

    +

    Definition at line 1411 of file linear_solver.h.

    @@ -205,7 +205,7 @@ solutions for MIP or the tolerance used during presolve. -

    Definition at line 1488 of file linear_solver.h.

    +

    Definition at line 1471 of file linear_solver.h.

    @@ -233,7 +233,7 @@ solutions for MIP or the tolerance used during presolve. -

    Definition at line 1449 of file linear_solver.h.

    +

    Definition at line 1432 of file linear_solver.h.

    @@ -256,7 +256,7 @@ solutions for MIP or the tolerance used during presolve. BARRIER  -

    Definition at line 1479 of file linear_solver.h.

    +

    Definition at line 1462 of file linear_solver.h.

    @@ -278,7 +278,7 @@ solutions for MIP or the tolerance used during presolve. PRESOLVE_ON  -

    Definition at line 1471 of file linear_solver.h.

    +

    Definition at line 1454 of file linear_solver.h.

    @@ -302,7 +302,7 @@ solutions for MIP or the tolerance used during presolve. -

    Definition at line 1504 of file linear_solver.h.

    +

    Definition at line 1487 of file linear_solver.h.

    @@ -507,7 +507,7 @@ solutions for MIP or the tolerance used during presolve.
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    Definition at line 1514 of file linear_solver.h.

    +

    Definition at line 1497 of file linear_solver.h.

    @@ -531,7 +531,7 @@ solutions for MIP or the tolerance used during presolve.
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    Definition at line 1532 of file linear_solver.h.

    +

    Definition at line 1515 of file linear_solver.h.

    @@ -555,7 +555,7 @@ solutions for MIP or the tolerance used during presolve.
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    Definition at line 1534 of file linear_solver.h.

    +

    Definition at line 1517 of file linear_solver.h.

    @@ -579,7 +579,7 @@ solutions for MIP or the tolerance used during presolve.
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    Definition at line 1515 of file linear_solver.h.

    +

    Definition at line 1498 of file linear_solver.h.

    @@ -603,7 +603,7 @@ solutions for MIP or the tolerance used during presolve.
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    Definition at line 1533 of file linear_solver.h.

    +

    Definition at line 1516 of file linear_solver.h.

    @@ -627,7 +627,7 @@ solutions for MIP or the tolerance used during presolve.
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    Definition at line 1531 of file linear_solver.h.

    +

    Definition at line 1514 of file linear_solver.h.

    @@ -651,7 +651,7 @@ solutions for MIP or the tolerance used during presolve.
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    Definition at line 1530 of file linear_solver.h.

    +

    Definition at line 1513 of file linear_solver.h.

    @@ -675,7 +675,7 @@ solutions for MIP or the tolerance used during presolve.
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    Definition at line 1520 of file linear_solver.h.

    +

    Definition at line 1503 of file linear_solver.h.

    @@ -699,7 +699,7 @@ solutions for MIP or the tolerance used during presolve.
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    Definition at line 1521 of file linear_solver.h.

    +

    Definition at line 1504 of file linear_solver.h.

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    Detailed Description

    The class for variables of a Mathematical Programming (MP) model.

    -

    Definition at line 1082 of file linear_solver.h.

    +

    Definition at line 1065 of file linear_solver.h.

    @@ -204,7 +204,7 @@ Friends

    Public Member Functions

    -

    Definition at line 1191 of file linear_solver.h.

    +

    Definition at line 1174 of file linear_solver.h.

    @@ -256,7 +256,7 @@ Friends

    Gurobi or SCIP) allow you to set a per-variable priority for determining which variable to branch on.

    A value of 0 is treated as default, and is equivalent to not setting the branching priority. The solver looks first to branch on fractional variables in higher priority levels. As of 2019-05, only Gurobi and SCIP support setting branching priority; all other solvers will simply ignore this annotation.

    -

    Definition at line 1169 of file linear_solver.h.

    +

    Definition at line 1152 of file linear_solver.h.

    @@ -285,7 +285,7 @@ Friends

    Returns the index of the variable in the MPSolver::variables_.

    -

    Definition at line 1111 of file linear_solver.h.

    +

    Definition at line 1094 of file linear_solver.h.

    @@ -314,7 +314,7 @@ Friends

    Returns the integrality requirement of the variable.

    -

    Definition at line 1097 of file linear_solver.h.

    +

    Definition at line 1080 of file linear_solver.h.

    @@ -343,7 +343,7 @@ Friends

    Returns the lower bound.

    -

    Definition at line 1116 of file linear_solver.h.

    +

    Definition at line 1099 of file linear_solver.h.

    @@ -372,7 +372,7 @@ Friends

    Returns the name of the variable.

    -

    Definition at line 1087 of file linear_solver.h.

    +

    Definition at line 1070 of file linear_solver.h.

    @@ -419,7 +419,7 @@ Friends
    -

    Definition at line 1203 of file linear_solver.h.

    +

    Definition at line 1186 of file linear_solver.h.

    @@ -447,7 +447,7 @@ Friends
    -

    Definition at line 1202 of file linear_solver.h.

    +

    Definition at line 1185 of file linear_solver.h.

    @@ -545,7 +545,7 @@ Friends

    Sets the lower bound.

    -

    Definition at line 1126 of file linear_solver.h.

    +

    Definition at line 1109 of file linear_solver.h.

    @@ -575,7 +575,7 @@ Friends

    Sets the upper bound.

    -

    Definition at line 1130 of file linear_solver.h.

    +

    Definition at line 1113 of file linear_solver.h.

    @@ -624,7 +624,7 @@ Friends

    Returns the upper bound.

    -

    Definition at line 1121 of file linear_solver.h.

    +

    Definition at line 1104 of file linear_solver.h.

    @@ -669,7 +669,7 @@ Friends
    -

    Definition at line 1184 of file linear_solver.h.

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    Definition at line 1167 of file linear_solver.h.

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    -

    Definition at line 1175 of file linear_solver.h.

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    Definition at line 1158 of file linear_solver.h.

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    -

    Definition at line 1176 of file linear_solver.h.

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    Definition at line 1159 of file linear_solver.h.

    @@ -741,7 +741,7 @@ Friends
    -

    Definition at line 1181 of file linear_solver.h.

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    Definition at line 1164 of file linear_solver.h.

    @@ -765,7 +765,7 @@ Friends
    -

    Definition at line 1182 of file linear_solver.h.

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    Definition at line 1165 of file linear_solver.h.

    @@ -789,7 +789,7 @@ Friends
    -

    Definition at line 1177 of file linear_solver.h.

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    Definition at line 1160 of file linear_solver.h.

    @@ -813,7 +813,7 @@ Friends
    -

    Definition at line 1180 of file linear_solver.h.

    +

    Definition at line 1163 of file linear_solver.h.

    @@ -837,7 +837,7 @@ Friends
    -

    Definition at line 1186 of file linear_solver.h.

    +

    Definition at line 1169 of file linear_solver.h.

    @@ -861,7 +861,7 @@ Friends
    -

    Definition at line 1173 of file linear_solver.h.

    +

    Definition at line 1156 of file linear_solver.h.

    @@ -885,7 +885,7 @@ Friends
    -

    Definition at line 1174 of file linear_solver.h.

    +

    Definition at line 1157 of file linear_solver.h.

    @@ -909,7 +909,7 @@ Friends
    -

    Definition at line 1183 of file linear_solver.h.

    +

    Definition at line 1166 of file linear_solver.h.

    @@ -933,7 +933,7 @@ Friends
    -

    Definition at line 1185 of file linear_solver.h.

    +

    Definition at line 1168 of file linear_solver.h.

    @@ -957,7 +957,7 @@ Friends
    -

    Definition at line 1178 of file linear_solver.h.

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    Definition at line 1161 of file linear_solver.h.

    @@ -981,7 +981,7 @@ Friends
    -

    Definition at line 1179 of file linear_solver.h.

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    Definition at line 1162 of file linear_solver.h.

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    Likewise, the following code is NOT recommended:

    MPSolver solver = ...;
    MPVariable* x = solver.MakeVar(...);
    MPVariable* y = solver.MakeVar(...);
    LinearExpr e1 = LinearExpr(x) + y + 5;

    While it is correct, it violates the natural assumption that the + operator is associative. Thus you are setting a trap for future modifications of the code, as any of the following changes would lead to the above failure mode:

    Definition in file linear_expr.h.

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    linear_expr.h
    -Go to the documentation of this file.
    1 // Copyright 2010-2018 Google LLC
    2 // Licensed under the Apache License, Version 2.0 (the "License");
    3 // you may not use this file except in compliance with the License.
    4 // You may obtain a copy of the License at
    5 //
    6 // http://www.apache.org/licenses/LICENSE-2.0
    7 //
    8 // Unless required by applicable law or agreed to in writing, software
    9 // distributed under the License is distributed on an "AS IS" BASIS,
    10 // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    11 // See the License for the specific language governing permissions and
    12 // limitations under the License.
    13 
    14 #ifndef OR_TOOLS_LINEAR_SOLVER_LINEAR_EXPR_H_
    15 #define OR_TOOLS_LINEAR_SOLVER_LINEAR_EXPR_H_
    16 
    80 #include "absl/container/flat_hash_map.h"
    81 
    82 namespace operations_research {
    83 
    84 // NOTE(user): forward declaration is necessary due to cyclic dependencies,
    85 // MPVariable is defined in linear_solver.h, which depends on LinearExpr.
    86 class MPVariable;
    87 
    112 class LinearExpr {
    113  public:
    114  LinearExpr();
    118  LinearExpr(double constant); // NOLINT
    119 
    120  /***
    121  * Possible implicit conversions are intentional.
    122  *
    123  * Warning: var is not owned.
    124  */
    125  LinearExpr(const MPVariable* var); // NOLINT
    126 
    134  static LinearExpr NotVar(LinearExpr var);
    135 
    136  LinearExpr& operator+=(const LinearExpr& rhs);
    137  LinearExpr& operator-=(const LinearExpr& rhs);
    138  LinearExpr& operator*=(double rhs);
    139  LinearExpr& operator/=(double rhs);
    140  LinearExpr operator-() const;
    141 
    142  double offset() const { return offset_; }
    143  const absl::flat_hash_map<const MPVariable*, double>& terms() const {
    144  return terms_;
    145  }
    146 
    152  double SolutionValue() const;
    153 
    154  private:
    155  double offset_;
    156  absl::flat_hash_map<const MPVariable*, double> terms_;
    157 };
    158 
    159 // NOTE(user): in the ops below, the non-"const LinearExpr&" are intentional.
    160 // We need to create a new LinearExpr for the result, so we lose nothing by
    161 // passing one argument by value, mutating it, and then returning it. In
    162 // particular, this allows (with move semantics and RVO) an optimized
    163 // evaluation of expressions such as
    164 // a + b + c + d
    165 // (see http://en.cppreference.com/w/cpp/language/operators).
    166 LinearExpr operator+(LinearExpr lhs, const LinearExpr& rhs);
    167 LinearExpr operator-(LinearExpr lhs, const LinearExpr& rhs);
    168 LinearExpr operator*(LinearExpr lhs, double rhs);
    169 LinearExpr operator/(LinearExpr lhs, double rhs);
    170 LinearExpr operator*(double lhs, LinearExpr rhs);
    171 
    182 class LinearRange {
    183  public:
    184  LinearRange() : lower_bound_(0), upper_bound_(0) {}
    185  // The bounds of the linear range are updated so that they include the offset
    186  // from "linear_expr", i.e., we form the range:
    187  // lower_bound - offset <= linear_expr - offset <= upper_bound - offset.
    188  LinearRange(double lower_bound, const LinearExpr& linear_expr,
    189  double upper_bound);
    190 
    191  double lower_bound() const { return lower_bound_; }
    192  const LinearExpr& linear_expr() const { return linear_expr_; }
    193  double upper_bound() const { return upper_bound_; }
    194 
    195  private:
    196  double lower_bound_;
    197  // invariant: linear_expr_.offset() == 0.
    198  LinearExpr linear_expr_;
    199  double upper_bound_;
    200 };
    201 
    202 LinearRange operator<=(const LinearExpr& lhs, const LinearExpr& rhs);
    203 LinearRange operator==(const LinearExpr& lhs, const LinearExpr& rhs);
    204 LinearRange operator>=(const LinearExpr& lhs, const LinearExpr& rhs);
    205 
    206 // TODO(user,user): explore defining more overloads to support:
    207 // solver.AddRowConstraint(0.0 <= x + y + z <= 1.0);
    208 
    209 } // namespace operations_research
    210 
    211 #endif // OR_TOOLS_LINEAR_SOLVER_LINEAR_EXPR_H_
    operations_research::LinearRange::linear_expr
    const LinearExpr & linear_expr() const
    Definition: linear_expr.h:192
    +Go to the documentation of this file.
    1 // Copyright 2010-2018 Google LLC
    2 // Licensed under the Apache License, Version 2.0 (the "License");
    3 // you may not use this file except in compliance with the License.
    4 // You may obtain a copy of the License at
    5 //
    6 // http://www.apache.org/licenses/LICENSE-2.0
    7 //
    8 // Unless required by applicable law or agreed to in writing, software
    9 // distributed under the License is distributed on an "AS IS" BASIS,
    10 // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    11 // See the License for the specific language governing permissions and
    12 // limitations under the License.
    13 
    14 #ifndef OR_TOOLS_LINEAR_SOLVER_LINEAR_EXPR_H_
    15 #define OR_TOOLS_LINEAR_SOLVER_LINEAR_EXPR_H_
    16 
    78 #include "absl/container/flat_hash_map.h"
    79 
    80 namespace operations_research {
    81 
    82 // NOTE(user): forward declaration is necessary due to cyclic dependencies,
    83 // MPVariable is defined in linear_solver.h, which depends on LinearExpr.
    84 class MPVariable;
    85 
    110 class LinearExpr {
    111  public:
    112  LinearExpr();
    116  LinearExpr(double constant); // NOLINT
    117 
    118  /***
    119  * Possible implicit conversions are intentional.
    120  *
    121  * Warning: var is not owned.
    122  */
    123  LinearExpr(const MPVariable* var); // NOLINT
    124 
    132  static LinearExpr NotVar(LinearExpr var);
    133 
    134  LinearExpr& operator+=(const LinearExpr& rhs);
    135  LinearExpr& operator-=(const LinearExpr& rhs);
    136  LinearExpr& operator*=(double rhs);
    137  LinearExpr& operator/=(double rhs);
    138  LinearExpr operator-() const;
    139 
    140  double offset() const { return offset_; }
    141  const absl::flat_hash_map<const MPVariable*, double>& terms() const {
    142  return terms_;
    143  }
    144 
    150  double SolutionValue() const;
    151 
    152  private:
    153  double offset_;
    154  absl::flat_hash_map<const MPVariable*, double> terms_;
    155 };
    156 
    157 // NOTE(user): in the ops below, the non-"const LinearExpr&" are intentional.
    158 // We need to create a new LinearExpr for the result, so we lose nothing by
    159 // passing one argument by value, mutating it, and then returning it. In
    160 // particular, this allows (with move semantics and RVO) an optimized
    161 // evaluation of expressions such as
    162 // a + b + c + d
    163 // (see http://en.cppreference.com/w/cpp/language/operators).
    164 LinearExpr operator+(LinearExpr lhs, const LinearExpr& rhs);
    165 LinearExpr operator-(LinearExpr lhs, const LinearExpr& rhs);
    166 LinearExpr operator*(LinearExpr lhs, double rhs);
    167 LinearExpr operator/(LinearExpr lhs, double rhs);
    168 LinearExpr operator*(double lhs, LinearExpr rhs);
    169 
    180 class LinearRange {
    181  public:
    182  LinearRange() : lower_bound_(0), upper_bound_(0) {}
    183  // The bounds of the linear range are updated so that they include the offset
    184  // from "linear_expr", i.e., we form the range:
    185  // lower_bound - offset <= linear_expr - offset <= upper_bound - offset.
    186  LinearRange(double lower_bound, const LinearExpr& linear_expr,
    187  double upper_bound);
    188 
    189  double lower_bound() const { return lower_bound_; }
    190  const LinearExpr& linear_expr() const { return linear_expr_; }
    191  double upper_bound() const { return upper_bound_; }
    192 
    193  private:
    194  double lower_bound_;
    195  // invariant: linear_expr_.offset() == 0.
    196  LinearExpr linear_expr_;
    197  double upper_bound_;
    198 };
    199 
    200 LinearRange operator<=(const LinearExpr& lhs, const LinearExpr& rhs);
    201 LinearRange operator==(const LinearExpr& lhs, const LinearExpr& rhs);
    202 LinearRange operator>=(const LinearExpr& lhs, const LinearExpr& rhs);
    203 
    204 // TODO(user,user): explore defining more overloads to support:
    205 // solver.AddRowConstraint(0.0 <= x + y + z <= 1.0);
    206 
    207 } // namespace operations_research
    208 
    209 #endif // OR_TOOLS_LINEAR_SOLVER_LINEAR_EXPR_H_
    operations_research::LinearRange::linear_expr
    const LinearExpr & linear_expr() const
    Definition: linear_expr.h:190
    operations_research::operator+
    LinearExpr operator+(LinearExpr lhs, const LinearExpr &rhs)
    operations_research::operator *
    LinearExpr operator *(LinearExpr lhs, double rhs)
    operations_research::operator<=
    LinearRange operator<=(const LinearExpr &lhs, const LinearExpr &rhs)
    -
    operations_research::LinearRange
    An expression of the form:
    Definition: linear_expr.h:182
    +
    operations_research::LinearRange
    An expression of the form:
    Definition: linear_expr.h:180
    operations_research::LinearExpr::SolutionValue
    double SolutionValue() const
    Evaluates the value of this expression at the solution found.
    operations_research::operator==
    LinearRange operator==(const LinearExpr &lhs, const LinearExpr &rhs)
    operations_research::LinearExpr::operator *=
    LinearExpr & operator *=(double rhs)
    operations_research::LinearExpr::LinearExpr
    LinearExpr()
    -
    operations_research::LinearRange::lower_bound
    double lower_bound() const
    Definition: linear_expr.h:191
    -
    operations_research::LinearRange::upper_bound
    double upper_bound() const
    Definition: linear_expr.h:193
    -
    operations_research::LinearExpr
    LinearExpr models a quantity that is linear in the decision variables (MPVariable) of an optimization...
    Definition: linear_expr.h:112
    -
    operations_research::LinearRange::LinearRange
    LinearRange()
    Definition: linear_expr.h:184
    -
    operations_research::LinearExpr::terms
    const absl::flat_hash_map< const MPVariable *, double > & terms() const
    Definition: linear_expr.h:143
    +
    operations_research::LinearRange::lower_bound
    double lower_bound() const
    Definition: linear_expr.h:189
    +
    operations_research::LinearRange::upper_bound
    double upper_bound() const
    Definition: linear_expr.h:191
    +
    operations_research::LinearExpr
    LinearExpr models a quantity that is linear in the decision variables (MPVariable) of an optimization...
    Definition: linear_expr.h:110
    +
    operations_research::LinearRange::LinearRange
    LinearRange()
    Definition: linear_expr.h:182
    +
    operations_research::LinearExpr::terms
    const absl::flat_hash_map< const MPVariable *, double > & terms() const
    Definition: linear_expr.h:141
    operations_research::LinearExpr::operator+=
    LinearExpr & operator+=(const LinearExpr &rhs)
    operations_research::LinearExpr::operator/=
    LinearExpr & operator/=(double rhs)
    operations_research::operator>=
    LinearRange operator>=(const LinearExpr &lhs, const LinearExpr &rhs)
    operations_research::operator-
    LinearExpr operator-(LinearExpr lhs, const LinearExpr &rhs)
    -
    operations_research
    Definition: linear_expr.h:82
    -
    operations_research::MPVariable
    The class for variables of a Mathematical Programming (MP) model.
    Definition: linear_solver.h:1082
    +
    operations_research
    Definition: linear_expr.h:80
    +
    operations_research::MPVariable
    The class for variables of a Mathematical Programming (MP) model.
    Definition: linear_solver.h:1065
    operations_research::LinearExpr::NotVar
    static LinearExpr NotVar(LinearExpr var)
    Returns 1-var.
    -
    operations_research::LinearExpr::offset
    double offset() const
    Definition: linear_expr.h:142
    +
    operations_research::LinearExpr::offset
    double offset() const
    Definition: linear_expr.h:140
    operations_research::LinearExpr::operator-=
    LinearExpr & operator-=(const LinearExpr &rhs)
    operations_research::LinearExpr::operator-
    LinearExpr operator-() const
    operations_research::operator/
    LinearExpr operator/(LinearExpr lhs, double rhs)
    diff --git a/docs/cpp_linear/linear__solver_8h.js b/docs/cpp_linear/linear__solver_8h.js deleted file mode 100644 index 325b2c948d..0000000000 --- a/docs/cpp_linear/linear__solver_8h.js +++ /dev/null @@ -1,15 +0,0 @@ -var linear__solver_8h = -[ - [ "MPSolver", "classoperations__research_1_1MPSolver.html", "classoperations__research_1_1MPSolver" ], - [ "MPObjective", "classoperations__research_1_1MPObjective.html", "classoperations__research_1_1MPObjective" ], - [ "MPVariable", "classoperations__research_1_1MPVariable.html", "classoperations__research_1_1MPVariable" ], - [ "MPConstraint", "classoperations__research_1_1MPConstraint.html", "classoperations__research_1_1MPConstraint" ], - [ "MPSolverParameters", "classoperations__research_1_1MPSolverParameters.html", "classoperations__research_1_1MPSolverParameters" ], - [ "MPSolverInterface", "classoperations__research_1_1MPSolverInterface.html", "classoperations__research_1_1MPSolverInterface" ], - [ "AbslParseFlag", "linear__solver_8h.html#a61dc18a85425d0a7cf6aa3e7ce3199f6", null ], - [ "AbslUnparseFlag", "linear__solver_8h.html#af04d1dfc591c35038a974202e50e541f", null ], - [ "operator<<", "linear__solver_8h.html#a2610f938f233d0adcd3142693f4a2683", null ], - [ "operator<<", "linear__solver_8h.html#a6e3ed7b755e2b756ef48c9b3bad4a780", null ], - [ "ToString", "linear__solver_8h.html#afc3e3b80841b587c6fbfd9e9f3ec9c59", null ], - [ "kDefaultPrimalTolerance", "linear__solver_8h.html#a07189276cc680928dad51ed197142077", null ] -]; \ No newline at end of file diff --git a/docs/cpp_linear/linear__solver_8h_source.html b/docs/cpp_linear/linear__solver_8h_source.html index 906ca7340e..2951bcac49 100644 --- a/docs/cpp_linear/linear__solver_8h_source.html +++ b/docs/cpp_linear/linear__solver_8h_source.html @@ -48,115 +48,115 @@ $(document).ready(function(){initNavTree('linear__solver_8h_source.html','');});
    linear_solver.h
    -Go to the documentation of this file.
    1 // Copyright 2010-2018 Google LLC
    2 // Licensed under the Apache License, Version 2.0 (the "License");
    3 // you may not use this file except in compliance with the License.
    4 // You may obtain a copy of the License at
    5 //
    6 // http://www.apache.org/licenses/LICENSE-2.0
    7 //
    8 // Unless required by applicable law or agreed to in writing, software
    9 // distributed under the License is distributed on an "AS IS" BASIS,
    10 // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    11 // See the License for the specific language governing permissions and
    12 // limitations under the License.
    13 
    134 #ifndef OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_H_
    135 #define OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_H_
    136 
    137 #include <functional>
    138 #include <limits>
    139 #include <map>
    140 #include <memory>
    141 #include <string>
    142 #include <utility>
    143 #include <vector>
    144 
    145 #include "absl/container/flat_hash_map.h"
    146 #include "absl/strings/match.h"
    147 #include "absl/strings/str_format.h"
    148 #include "absl/types/optional.h"
    149 #include "ortools/base/commandlineflags.h"
    150 #include "ortools/base/integral_types.h"
    151 #include "ortools/base/logging.h"
    152 #include "ortools/base/macros.h"
    153 #include "ortools/base/status.h"
    154 #include "ortools/base/timer.h"
    155 #include "ortools/glop/parameters.pb.h"
    156 #include "ortools/linear_solver/linear_expr.h"
    157 #include "ortools/linear_solver/linear_solver.pb.h"
    158 #include "ortools/port/proto_utils.h"
    159 
    160 namespace operations_research {
    161 
    162 constexpr double kDefaultPrimalTolerance = 1e-07;
    163 
    164 class MPConstraint;
    165 class MPObjective;
    166 class MPSolverInterface;
    167 class MPSolverParameters;
    168 class MPVariable;
    169 
    174 class MPSolver {
    175  public:
    182  enum OptimizationProblemType {
    183 #ifdef USE_CLP
    184  CLP_LINEAR_PROGRAMMING = 0,
    186 #endif
    187 #ifdef USE_GLPK
    188  GLPK_LINEAR_PROGRAMMING = 1,
    190 #endif
    191 #ifdef USE_GLOP
    192  GLOP_LINEAR_PROGRAMMING = 2,
    194 #endif
    195 #ifdef USE_GUROBI
    196  GUROBI_LINEAR_PROGRAMMING = 6,
    198 #endif
    199 #ifdef USE_CPLEX
    200  CPLEX_LINEAR_PROGRAMMING = 10,
    202 #endif
    203 
    204 // Integer programming problems.
    205 #ifdef USE_SCIP
    206  SCIP_MIXED_INTEGER_PROGRAMMING = 3, // Recommended default value.
    208 #endif
    209 #ifdef USE_GLPK
    210  GLPK_MIXED_INTEGER_PROGRAMMING = 4,
    212 #endif
    213 #ifdef USE_CBC
    214  CBC_MIXED_INTEGER_PROGRAMMING = 5,
    216 #endif
    217 #if defined(USE_GUROBI)
    218  GUROBI_MIXED_INTEGER_PROGRAMMING = 7,
    220 #endif
    221 #if defined(USE_CPLEX)
    222  CPLEX_MIXED_INTEGER_PROGRAMMING = 11,
    224 #endif
    225 #if defined(USE_BOP)
    226  BOP_INTEGER_PROGRAMMING = 12,
    228 #endif
    229  };
    230 
    234  MPSolver(const std::string& name, OptimizationProblemType problem_type);
    235  virtual ~MPSolver();
    236 
    241  static bool SupportsProblemType(OptimizationProblemType problem_type);
    242 
    247  static bool ParseSolverType(absl::string_view solver,
    248  OptimizationProblemType* type);
    249 
    250  bool IsMIP() const;
    251 
    255  const std::string& Name() const {
    256  return name_; // Set at construction.
    257  }
    258 
    262  virtual OptimizationProblemType ProblemType() const {
    263  return problem_type_; // Set at construction.
    264  }
    265 
    271  void Clear();
    272 
    276  int NumVariables() const { return variables_.size(); }
    277 
    282  const std::vector<MPVariable*>& variables() const { return variables_; }
    283 
    289  MPVariable* LookupVariableOrNull(const std::string& var_name) const;
    290 
    298  MPVariable* MakeVar(double lb, double ub, bool integer,
    299  const std::string& name);
    300 
    304  MPVariable* MakeNumVar(double lb, double ub, const std::string& name);
    305 
    309  MPVariable* MakeIntVar(double lb, double ub, const std::string& name);
    310 
    314  MPVariable* MakeBoolVar(const std::string& name);
    315 
    330  void MakeVarArray(int nb, double lb, double ub, bool integer,
    331  const std::string& name_prefix,
    332  std::vector<MPVariable*>* vars);
    333 
    337  void MakeNumVarArray(int nb, double lb, double ub, const std::string& name,
    338  std::vector<MPVariable*>* vars);
    339 
    343  void MakeIntVarArray(int nb, double lb, double ub, const std::string& name,
    344  std::vector<MPVariable*>* vars);
    345 
    349  void MakeBoolVarArray(int nb, const std::string& name,
    350  std::vector<MPVariable*>* vars);
    351 
    355  int NumConstraints() const { return constraints_.size(); }
    356 
    362  const std::vector<MPConstraint*>& constraints() const { return constraints_; }
    363 
    371  MPConstraint* LookupConstraintOrNull(
    372  const std::string& constraint_name) const;
    373 
    382  MPConstraint* MakeRowConstraint(double lb, double ub);
    383 
    387  MPConstraint* MakeRowConstraint();
    388 
    392  MPConstraint* MakeRowConstraint(double lb, double ub,
    393  const std::string& name);
    397  MPConstraint* MakeRowConstraint(const std::string& name);
    398 
    403  MPConstraint* MakeRowConstraint(const LinearRange& range);
    404 
    408  MPConstraint* MakeRowConstraint(const LinearRange& range,
    409  const std::string& name);
    410 
    417  const MPObjective& Objective() const { return *objective_; }
    418 
    422  MPObjective* MutableObjective() { return objective_.get(); }
    423 
    430  enum ResultStatus {
    432  OPTIMAL,
    434  FEASIBLE,
    436  INFEASIBLE,
    438  UNBOUNDED,
    440  ABNORMAL,
    442  MODEL_INVALID,
    444  NOT_SOLVED = 6
    445  };
    446 
    450  ResultStatus Solve();
    451 
    455  ResultStatus Solve(const MPSolverParameters& param);
    456 
    461  void Write(const std::string& file_name);
    462 
    469  std::vector<double> ComputeConstraintActivities() const;
    470 
    489  bool VerifySolution(double tolerance, bool log_errors) const;
    490 
    499  void Reset();
    500 
    508  bool InterruptSolve();
    509 
    517  MPSolverResponseStatus LoadModelFromProto(const MPModelProto& input_model,
    518  std::string* error_message);
    526  MPSolverResponseStatus LoadModelFromProtoWithUniqueNamesOrDie(
    527  const MPModelProto& input_model, std::string* error_message);
    528 
    532  void FillSolutionResponseProto(MPSolutionResponse* response) const;
    533 
    543  static void SolveWithProto(const MPModelRequest& model_request,
    544  MPSolutionResponse* response);
    545 
    549  void ExportModelToProto(MPModelProto* output_model) const;
    550 
    582  util::Status LoadSolutionFromProto(
    583  const MPSolutionResponse& response,
    584  double tolerance = kDefaultPrimalTolerance);
    585 
    590  util::Status ClampSolutionWithinBounds();
    591 
    598  bool ExportModelAsLpFormat(bool obfuscate, std::string* model_str) const;
    599  bool ExportModelAsMpsFormat(bool fixed_format, bool obfuscate,
    600  std::string* model_str) const;
    601 
    612  util::Status SetNumThreads(int num_threads);
    613 
    617  int GetNumThreads() const { return num_threads_; }
    618 
    629  bool SetSolverSpecificParametersAsString(const std::string& parameters);
    630  std::string GetSolverSpecificParametersAsString() const {
    631  return solver_specific_parameter_string_;
    632  }
    633 
    647  // MOE:begin_strip
    648  // As of 2018-08, this is only used by SCIP, BOP, Gurobi, GLIP, with various
    649  // behaviors, and ignored by other solvers. Contact or-core-team@ for details.
    650  // In particular, SCIP 6.0 is using the hint in the following way:
    651  // 1. If the hint is complete (i.e., all variables have assigned values) it is
    652  // used as the first incumbent. Consequently, if the hint is infeasible
    653  // (any linear constraint *or* any integrality constraint is violated),
    654  // the hint is disregarded.
    655  // 2. If the hint is partial, SCIP creates a sub-MIP with the variables fixed
    656  // to the values from the hint. Consequently, if the hint results in
    657  // an immediate infeasibility, it is disregarded. Otherwise, SCIP tries
    658  // to solve the sub-MIP by running a restricted "sub-SCIP" (i.e., no
    659  // costly presolve, no cuts, limited heuristics, small time/node limits).
    660  // If the sub-SCIP finds a solution it will be added as an incumbent
    661  // (if not, nothing happens). Finally, SCIP proceeds to solve the entire
    662  // model as usual.
    663  // MOE:end_strip
    664  void SetHint(std::vector<std::pair<const MPVariable*, double> > hint);
    665 
    670  enum BasisStatus {
    671  FREE = 0,
    672  AT_LOWER_BOUND,
    673  AT_UPPER_BOUND,
    674  FIXED_VALUE,
    675  BASIC
    676  };
    677 
    689  void SetStartingLpBasis(
    690  const std::vector<MPSolver::BasisStatus>& variable_statuses,
    691  const std::vector<MPSolver::BasisStatus>& constraint_statuses);
    692 
    698  static double infinity() { return std::numeric_limits<double>::infinity(); }
    699 
    708  bool OutputIsEnabled() const;
    710  void EnableOutput();
    712  void SuppressOutput();
    713 
    714  absl::Duration TimeLimit() const { return time_limit_; }
    715  void SetTimeLimit(absl::Duration time_limit) {
    716  DCHECK_GE(time_limit, absl::ZeroDuration());
    717  time_limit_ = time_limit;
    718  }
    719 
    720  absl::Duration DurationSinceConstruction() const {
    721  return absl::Now() - construction_time_;
    722  }
    723 
    727  int64 iterations() const;
    728 
    734  int64 nodes() const;
    735 
    739  std::string SolverVersion() const;
    740 
    754  void* underlying_solver();
    755 
    779  double ComputeExactConditionNumber() const;
    780 
    795  ABSL_MUST_USE_RESULT bool NextSolution();
    796 
    797  // DEPRECATED: Use TimeLimit() and SetTimeLimit(absl::Duration) instead.
    798  // NOTE: These deprecated functions used the convention time_limit = 0 to mean
    799  // "no limit", which now corresponds to time_limit_ = InfiniteDuration().
    800  int64 time_limit() const {
    801  return time_limit_ == absl::InfiniteDuration()
    802  ? 0
    803  : absl::ToInt64Milliseconds(time_limit_);
    804  }
    805  void set_time_limit(int64 time_limit_milliseconds) {
    806  SetTimeLimit(time_limit_milliseconds == 0
    807  ? absl::InfiniteDuration()
    808  : absl::Milliseconds(time_limit_milliseconds));
    809  }
    810  double time_limit_in_secs() const {
    811  return static_cast<double>(time_limit()) / 1000.0;
    812  }
    813 
    814  // DEPRECATED: Use DurationSinceConstruction() instead.
    815  int64 wall_time() const {
    816  return absl::ToInt64Milliseconds(DurationSinceConstruction());
    817  }
    818 
    819  friend class GLPKInterface;
    820  friend class CLPInterface;
    821  friend class CBCInterface;
    822  friend class SCIPInterface;
    823  friend class GurobiInterface;
    824  friend class CplexInterface;
    825  friend class SLMInterface;
    826  friend class MPSolverInterface;
    827  friend class GLOPInterface;
    828  friend class BopInterface;
    829  friend class SatInterface;
    830  friend class KnapsackInterface;
    831 
    832  // Debugging: verify that the given MPVariable* belongs to this solver.
    833  bool OwnsVariable(const MPVariable* var) const;
    834 
    835  private:
    836  // Computes the size of the constraint with the largest number of
    837  // coefficients with index in [min_constraint_index,
    838  // max_constraint_index)
    839  int ComputeMaxConstraintSize(int min_constraint_index,
    840  int max_constraint_index) const;
    841 
    842  // Returns true if the model has constraints with lower bound > upper bound.
    843  bool HasInfeasibleConstraints() const;
    844 
    845  // Returns true if the model has at least 1 integer variable.
    846  bool HasIntegerVariables() const;
    847 
    848  // Generates the map from variable names to their indices.
    849  void GenerateVariableNameIndex() const;
    850 
    851  // Generates the map from constraint names to their indices.
    852  void GenerateConstraintNameIndex() const;
    853 
    854  // The name of the linear programming problem.
    855  const std::string name_;
    856 
    857  // The type of the linear programming problem.
    858  const OptimizationProblemType problem_type_;
    859 
    860  // The solver interface.
    861  std::unique_ptr<MPSolverInterface> interface_;
    862 
    863  // The vector of variables in the problem.
    864  std::vector<MPVariable*> variables_;
    865  // A map from a variable's name to its index in variables_.
    866  mutable absl::optional<absl::flat_hash_map<std::string, int> >
    867  variable_name_to_index_;
    868  // Whether variables have been extracted to the underlying interface.
    869  std::vector<bool> variable_is_extracted_;
    870 
    871  // The vector of constraints in the problem.
    872  std::vector<MPConstraint*> constraints_;
    873  // A map from a constraint's name to its index in constraints_.
    874  mutable absl::optional<absl::flat_hash_map<std::string, int> >
    875  constraint_name_to_index_;
    876  // Whether constraints have been extracted to the underlying interface.
    877  std::vector<bool> constraint_is_extracted_;
    878 
    879  // The linear objective function.
    880  std::unique_ptr<MPObjective> objective_;
    881 
    882  // Initial values for all or some of the problem variables that can be
    883  // exploited as a starting hint by a solver.
    884  //
    885  // Note(user): as of 05/05/2015, we can't use >> because of some SWIG errors.
    886  //
    887  // TODO(user): replace by two vectors, a std::vector<bool> to indicate if a
    888  // hint is provided and a std::vector<double> for the hint value.
    889  std::vector<std::pair<const MPVariable*, double> > solution_hint_;
    890 
    891  absl::Duration time_limit_ = absl::InfiniteDuration(); // Default = No limit.
    892 
    893  const absl::Time construction_time_;
    894 
    895  // Permanent storage for the number of threads.
    896  int num_threads_ = 1;
    897 
    898  // Permanent storage for SetSolverSpecificParametersAsString().
    899  std::string solver_specific_parameter_string_;
    900 
    901  MPSolverResponseStatus LoadModelFromProtoInternal(
    902  const MPModelProto& input_model, bool clear_names,
    903  std::string* error_message);
    904 
    905  DISALLOW_COPY_AND_ASSIGN(MPSolver);
    906 };
    907 
    908 const absl::string_view ToString(
    909  MPSolver::OptimizationProblemType optimization_problem_type);
    910 
    911 inline std::ostream& operator<<(
    912  std::ostream& os,
    913  MPSolver::OptimizationProblemType optimization_problem_type) {
    914  return os << ToString(optimization_problem_type);
    915 }
    916 
    917 inline std::ostream& operator<<(std::ostream& os,
    918  MPSolver::ResultStatus status) {
    919  return os << ProtoEnumToString<MPSolverResponseStatus>(
    920  static_cast<MPSolverResponseStatus>(status));
    921 }
    922 
    923 bool AbslParseFlag(absl::string_view text,
    924  MPSolver::OptimizationProblemType* solver_type,
    925  std::string* error);
    926 
    927 inline std::string AbslUnparseFlag(
    928  MPSolver::OptimizationProblemType solver_type) {
    929  return std::string(ToString(solver_type));
    930 }
    931 
    935 class MPObjective {
    936  public:
    941  void Clear();
    942 
    949  void SetCoefficient(const MPVariable* const var, double coeff);
    950 
    956  double GetCoefficient(const MPVariable* const var) const;
    957 
    963  const absl::flat_hash_map<const MPVariable*, double>& terms() const {
    964  return coefficients_;
    965  }
    966 
    970  void SetOffset(double value);
    971 
    975  double offset() const { return offset_; }
    976 
    981  void OptimizeLinearExpr(const LinearExpr& linear_expr, bool is_maximization);
    982 
    986  void MaximizeLinearExpr(const LinearExpr& linear_expr) {
    987  OptimizeLinearExpr(linear_expr, true);
    988  }
    992  void MinimizeLinearExpr(const LinearExpr& linear_expr) {
    993  OptimizeLinearExpr(linear_expr, false);
    994  }
    995 
    999  void AddLinearExpr(const LinearExpr& linear_expr);
    1000 
    1004  void SetOptimizationDirection(bool maximize);
    1005 
    1009  void SetMinimization() { SetOptimizationDirection(false); }
    1010 
    1014  void SetMaximization() { SetOptimizationDirection(true); }
    1015 
    1019  bool maximization() const;
    1023  bool minimization() const;
    1024 
    1036  double Value() const;
    1037 
    1044  double BestBound() const;
    1045 
    1046  private:
    1047  friend class MPSolver;
    1048  friend class MPSolverInterface;
    1049  friend class CBCInterface;
    1050  friend class CLPInterface;
    1051  friend class GLPKInterface;
    1052  friend class SCIPInterface;
    1053  friend class SLMInterface;
    1054  friend class GurobiInterface;
    1055  friend class CplexInterface;
    1056  friend class GLOPInterface;
    1057  friend class BopInterface;
    1058  friend class SatInterface;
    1059  friend class KnapsackInterface;
    1060 
    1061  // Constructor. An objective points to a single MPSolverInterface
    1062  // that is specified in the constructor. An objective cannot belong
    1063  // to several models.
    1064  // At construction, an MPObjective has no terms (which is equivalent
    1065  // on having a coefficient of 0 for all variables), and an offset of 0.
    1066  explicit MPObjective(MPSolverInterface* const interface_in)
    1067  : interface_(interface_in), coefficients_(1), offset_(0.0) {}
    1068 
    1069  MPSolverInterface* const interface_;
    1070 
    1071  // Mapping var -> coefficient.
    1072  absl::flat_hash_map<const MPVariable*, double> coefficients_;
    1073  // Constant term.
    1074  double offset_;
    1075 
    1076  DISALLOW_COPY_AND_ASSIGN(MPObjective);
    1077 };
    1078 
    1082 class MPVariable {
    1083  public:
    1087  const std::string& name() const { return name_; }
    1088 
    1092  void SetInteger(bool integer);
    1093 
    1097  bool integer() const { return integer_; }
    1098 
    1106  double solution_value() const;
    1107 
    1111  int index() const { return index_; }
    1112 
    1116  double lb() const { return lb_; }
    1117 
    1121  double ub() const { return ub_; }
    1122 
    1126  void SetLB(double lb) { SetBounds(lb, ub_); }
    1130  void SetUB(double ub) { SetBounds(lb_, ub); }
    1131 
    1135  void SetBounds(double lb, double ub);
    1136 
    1143  double unrounded_solution_value() const;
    1144 
    1149  double reduced_cost() const;
    1150 
    1157  MPSolver::BasisStatus basis_status() const;
    1158 
    1169  int branching_priority() const { return branching_priority_; }
    1170  void SetBranchingPriority(int priority);
    1171 
    1172  protected:
    1173  friend class MPSolver;
    1174  friend class MPSolverInterface;
    1175  friend class CBCInterface;
    1176  friend class CLPInterface;
    1177  friend class GLPKInterface;
    1178  friend class SCIPInterface;
    1179  friend class SLMInterface;
    1180  friend class GurobiInterface;
    1181  friend class CplexInterface;
    1182  friend class GLOPInterface;
    1183  friend class MPVariableSolutionValueTest;
    1184  friend class BopInterface;
    1185  friend class SatInterface;
    1186  friend class KnapsackInterface;
    1187 
    1188  // Constructor. A variable points to a single MPSolverInterface that
    1189  // is specified in the constructor. A variable cannot belong to
    1190  // several models.
    1191  MPVariable(int index, double lb, double ub, bool integer,
    1192  const std::string& name, MPSolverInterface* const interface_in)
    1193  : index_(index),
    1194  lb_(lb),
    1195  ub_(ub),
    1196  integer_(integer),
    1197  name_(name.empty() ? absl::StrFormat("auto_v_%09d", index) : name),
    1198  solution_value_(0.0),
    1199  reduced_cost_(0.0),
    1200  interface_(interface_in) {}
    1201 
    1202  void set_solution_value(double value) { solution_value_ = value; }
    1203  void set_reduced_cost(double reduced_cost) { reduced_cost_ = reduced_cost; }
    1204 
    1205  private:
    1206  const int index_;
    1207  double lb_;
    1208  double ub_;
    1209  bool integer_;
    1210  const std::string name_;
    1211  double solution_value_;
    1212  double reduced_cost_;
    1213  int branching_priority_ = 0;
    1214  MPSolverInterface* const interface_;
    1215  DISALLOW_COPY_AND_ASSIGN(MPVariable);
    1216 };
    1217 
    1223 class MPConstraint {
    1224  public:
    1228  const std::string& name() const { return name_; }
    1229 
    1233  void Clear();
    1234 
    1241  void SetCoefficient(const MPVariable* const var, double coeff);
    1242 
    1247  double GetCoefficient(const MPVariable* const var) const;
    1248 
    1254  const absl::flat_hash_map<const MPVariable*, double>& terms() const {
    1255  return coefficients_;
    1256  }
    1257 
    1261  double lb() const { return lb_; }
    1262 
    1266  double ub() const { return ub_; }
    1267 
    1271  void SetLB(double lb) { SetBounds(lb, ub_); }
    1272 
    1276  void SetUB(double ub) { SetBounds(lb_, ub); }
    1277 
    1281  void SetBounds(double lb, double ub);
    1282 
    1286  bool is_lazy() const { return is_lazy_; }
    1287 
    1301  void set_is_lazy(bool laziness) { is_lazy_ = laziness; }
    1302 
    1303  const MPVariable* indicator_variable() const { return indicator_variable_; }
    1304  bool indicator_value() const { return indicator_value_; }
    1305 
    1309  int index() const { return index_; }
    1310 
    1315  double dual_value() const;
    1316 
    1329  MPSolver::BasisStatus basis_status() const;
    1330 
    1331  protected:
    1332  friend class MPSolver;
    1333  friend class MPSolverInterface;
    1334  friend class CBCInterface;
    1335  friend class CLPInterface;
    1336  friend class GLPKInterface;
    1337  friend class SCIPInterface;
    1338  friend class SLMInterface;
    1339  friend class GurobiInterface;
    1340  friend class CplexInterface;
    1341  friend class GLOPInterface;
    1342  friend class BopInterface;
    1343  friend class SatInterface;
    1344  friend class KnapsackInterface;
    1345 
    1346  // Constructor. A constraint points to a single MPSolverInterface
    1347  // that is specified in the constructor. A constraint cannot belong
    1348  // to several models.
    1349  MPConstraint(int index, double lb, double ub, const std::string& name,
    1350  MPSolverInterface* const interface_in)
    1351  : coefficients_(1),
    1352  index_(index),
    1353  lb_(lb),
    1354  ub_(ub),
    1355  name_(name.empty() ? absl::StrFormat("auto_c_%09d", index) : name),
    1356  is_lazy_(false),
    1357  indicator_variable_(nullptr),
    1358  dual_value_(0.0),
    1359  interface_(interface_in) {}
    1360 
    1361  void set_dual_value(double dual_value) { dual_value_ = dual_value; }
    1362 
    1363  private:
    1364  // Returns true if the constraint contains variables that have not
    1365  // been extracted yet.
    1366  bool ContainsNewVariables();
    1367 
    1368  // Mapping var -> coefficient.
    1369  absl::flat_hash_map<const MPVariable*, double> coefficients_;
    1370 
    1371  const int index_; // See index().
    1372 
    1373  // The lower bound for the linear constraint.
    1374  double lb_;
    1375 
    1376  // The upper bound for the linear constraint.
    1377  double ub_;
    1378 
    1379  // Name.
    1380  const std::string name_;
    1381 
    1382  // True if the constraint is "lazy", i.e. the constraint is added to the
    1383  // underlying Linear Programming solver only if it is violated.
    1384  // By default this parameter is 'false'.
    1385  bool is_lazy_;
    1386 
    1387  // If given, this constraint is only active if `indicator_variable_`'s value
    1388  // is equal to `indicator_value_`.
    1389  const MPVariable* indicator_variable_;
    1390  bool indicator_value_;
    1391 
    1392  double dual_value_;
    1393  MPSolverInterface* const interface_;
    1394  DISALLOW_COPY_AND_ASSIGN(MPConstraint);
    1395 };
    1396 
    1423 class MPSolverParameters {
    1424  public:
    1428  enum DoubleParam {
    1432  RELATIVE_MIP_GAP = 0,
    1433 
    1439  PRIMAL_TOLERANCE = 1,
    1443  DUAL_TOLERANCE = 2
    1444  };
    1445 
    1449  enum IntegerParam {
    1453  PRESOLVE = 1000,
    1457  LP_ALGORITHM = 1001,
    1461  INCREMENTALITY = 1002,
    1465  SCALING = 1003
    1466  };
    1467 
    1471  enum PresolveValues {
    1472  PRESOLVE_OFF = 0, // Presolve is off.
    1473  PRESOLVE_ON = 1 // Presolve is on.
    1474  };
    1475 
    1479  enum LpAlgorithmValues {
    1480  DUAL = 10, // Dual simplex.
    1481  PRIMAL = 11, // Primal simplex.
    1482  BARRIER = 12 // Barrier algorithm.
    1483  };
    1484 
    1488  enum IncrementalityValues {
    1492  INCREMENTALITY_OFF = 0,
    1493 
    1498  INCREMENTALITY_ON = 1
    1499  };
    1500 
    1504  enum ScalingValues {
    1506  SCALING_OFF = 0,
    1508  SCALING_ON = 1
    1509  };
    1510 
    1511  // @{
    1512  // Placeholder value to indicate that a parameter is set to
    1513  // the default value defined in the wrapper.
    1514  static const double kDefaultDoubleParamValue;
    1515  static const int kDefaultIntegerParamValue;
    1516  // @}
    1517 
    1518  // @{
    1519  // Placeholder value to indicate that a parameter is unknown.
    1520  static const double kUnknownDoubleParamValue;
    1521  static const int kUnknownIntegerParamValue;
    1522  // @}
    1523 
    1524  // @{
    1525  // Default values for parameters. Only parameters that define the
    1526  // properties of the solution returned need to have a default value
    1527  // (that is the same for all solvers). You can also define a default
    1528  // value for performance parameters when you are confident it is a
    1529  // good choice (example: always turn presolve on).
    1530  static const double kDefaultRelativeMipGap;
    1531  static const double kDefaultPrimalTolerance;
    1532  static const double kDefaultDualTolerance;
    1533  static const PresolveValues kDefaultPresolve;
    1534  static const IncrementalityValues kDefaultIncrementality;
    1535  // @}
    1536 
    1540  MPSolverParameters();
    1541 
    1545  void SetDoubleParam(MPSolverParameters::DoubleParam param, double value);
    1549  void SetIntegerParam(MPSolverParameters::IntegerParam param, int value);
    1550 
    1557  void ResetDoubleParam(MPSolverParameters::DoubleParam param);
    1563  void ResetIntegerParam(MPSolverParameters::IntegerParam param);
    1567  void Reset();
    1568 
    1572  double GetDoubleParam(MPSolverParameters::DoubleParam param) const;
    1573 
    1577  int GetIntegerParam(MPSolverParameters::IntegerParam param) const;
    1578 
    1579  private:
    1580  // Parameter value for each parameter.
    1581  // @see DoubleParam
    1582  // @see IntegerParam
    1583  double relative_mip_gap_value_;
    1584  double primal_tolerance_value_;
    1585  double dual_tolerance_value_;
    1586  int presolve_value_;
    1587  int scaling_value_;
    1588  int lp_algorithm_value_;
    1589  int incrementality_value_;
    1590 
    1591  // Boolean value indicating whether each parameter is set to the
    1592  // solver's default value. Only parameters for which the wrapper
    1593  // does not define a default value need such an indicator.
    1594  bool lp_algorithm_is_default_;
    1595 
    1596  DISALLOW_COPY_AND_ASSIGN(MPSolverParameters);
    1597 };
    1598 
    1599 // This class wraps the actual mathematical programming solvers. Each
    1600 // solver (GLOP, CLP, CBC, GLPK, SCIP) has its own interface class that
    1601 // derives from this abstract class. This class is never directly
    1602 // accessed by the user.
    1603 // @see glop_interface.cc
    1604 // @see cbc_interface.cc
    1605 // @see clp_interface.cc
    1606 // @see glpk_interface.cc
    1607 // @see scip_interface.cc
    1608 class MPSolverInterface {
    1609  public:
    1610  enum SynchronizationStatus {
    1611  // The underlying solver (CLP, GLPK, ...) and MPSolver are not in
    1612  // sync for the model nor for the solution.
    1613  MUST_RELOAD,
    1614  // The underlying solver and MPSolver are in sync for the model
    1615  // but not for the solution: the model has changed since the
    1616  // solution was computed last.
    1617  MODEL_SYNCHRONIZED,
    1618  // The underlying solver and MPSolver are in sync for the model and
    1619  // the solution.
    1620  SOLUTION_SYNCHRONIZED
    1621  };
    1622 
    1623  // When the underlying solver does not provide the number of simplex
    1624  // iterations.
    1625  static const int64 kUnknownNumberOfIterations = -1;
    1626  // When the underlying solver does not provide the number of
    1627  // branch-and-bound nodes.
    1628  static const int64 kUnknownNumberOfNodes = -1;
    1629 
    1630  // Constructor. The user will access the MPSolverInterface through the
    1631  // MPSolver passed as argument.
    1632  explicit MPSolverInterface(MPSolver* const solver);
    1633  virtual ~MPSolverInterface();
    1634 
    1635  // ----- Solve -----
    1636  // Solves problem with specified parameter values. Returns true if the
    1637  // solution is optimal.
    1638  virtual MPSolver::ResultStatus Solve(const MPSolverParameters& param) = 0;
    1639 
    1640  // Writes the model using the solver internal write function. Currently only
    1641  // available for GurobiInterface.
    1642  virtual void Write(const std::string& filename);
    1643 
    1644  // ----- Model modifications and extraction -----
    1645  // Resets extracted model.
    1646  virtual void Reset() = 0;
    1647 
    1648  // Sets the optimization direction (min/max).
    1649  virtual void SetOptimizationDirection(bool maximize) = 0;
    1650 
    1651  // Modifies bounds of an extracted variable.
    1652  virtual void SetVariableBounds(int index, double lb, double ub) = 0;
    1653 
    1654  // Modifies integrality of an extracted variable.
    1655  virtual void SetVariableInteger(int index, bool integer) = 0;
    1656 
    1657  // Modify bounds of an extracted variable.
    1658  virtual void SetConstraintBounds(int index, double lb, double ub) = 0;
    1659 
    1660  // Adds a linear constraint.
    1661  virtual void AddRowConstraint(MPConstraint* const ct) = 0;
    1662 
    1663  // Adds an indicator constraint. Returns true if the feature is supported by
    1664  // the underlying solver.
    1665  virtual bool AddIndicatorConstraint(MPConstraint* const ct) {
    1666  LOG(ERROR) << "Solver doesn't support indicator constraints.";
    1667  return false;
    1668  }
    1669 
    1670  // Add a variable.
    1671  virtual void AddVariable(MPVariable* const var) = 0;
    1672 
    1673  // Changes a coefficient in a constraint.
    1674  virtual void SetCoefficient(MPConstraint* const constraint,
    1675  const MPVariable* const variable,
    1676  double new_value, double old_value) = 0;
    1677 
    1678  // Clears a constraint from all its terms.
    1679  virtual void ClearConstraint(MPConstraint* const constraint) = 0;
    1680 
    1681  // Changes a coefficient in the linear objective.
    1682  virtual void SetObjectiveCoefficient(const MPVariable* const variable,
    1683  double coefficient) = 0;
    1684 
    1685  // Changes the constant term in the linear objective.
    1686  virtual void SetObjectiveOffset(double value) = 0;
    1687 
    1688  // Clears the objective from all its terms.
    1689  virtual void ClearObjective() = 0;
    1690 
    1691  virtual void BranchingPriorityChangedForVariable(int var_index) {}
    1692  // ------ Query statistics on the solution and the solve ------
    1693  // Returns the number of simplex iterations. The problem must be discrete,
    1694  // otherwise it crashes, or returns kUnknownNumberOfIterations in NDEBUG mode.
    1695  virtual int64 iterations() const = 0;
    1696  // Returns the number of branch-and-bound nodes. The problem must be discrete,
    1697  // otherwise it crashes, or returns kUnknownNumberOfNodes in NDEBUG mode.
    1698  virtual int64 nodes() const = 0;
    1699  // Returns the best objective bound. The problem must be discrete, otherwise
    1700  // it crashes, or returns trivial_worst_objective_bound() in NDEBUG mode.
    1701  virtual double best_objective_bound() const = 0;
    1702  // A trivial objective bound: the worst possible value of the objective,
    1703  // which will be +infinity if minimizing and -infinity if maximing.
    1704  double trivial_worst_objective_bound() const;
    1705  // Returns the objective value of the best solution found so far.
    1706  double objective_value() const;
    1707 
    1708  // Returns the basis status of a row.
    1709  virtual MPSolver::BasisStatus row_status(int constraint_index) const = 0;
    1710  // Returns the basis status of a constraint.
    1711  virtual MPSolver::BasisStatus column_status(int variable_index) const = 0;
    1712 
    1713  // Checks whether the solution is synchronized with the model, i.e. whether
    1714  // the model has changed since the solution was computed last.
    1715  // If it isn't, it crashes in NDEBUG, and returns false othwerwise.
    1716  bool CheckSolutionIsSynchronized() const;
    1717  // Checks whether a feasible solution exists. The behavior is similar to
    1718  // CheckSolutionIsSynchronized() above.
    1719  virtual bool CheckSolutionExists() const;
    1720  // Handy shortcut to do both checks above (it is often used).
    1721  bool CheckSolutionIsSynchronizedAndExists() const {
    1722  return CheckSolutionIsSynchronized() && CheckSolutionExists();
    1723  }
    1724  // Checks whether information on the best objective bound exists. The behavior
    1725  // is similar to CheckSolutionIsSynchronized() above.
    1726  virtual bool CheckBestObjectiveBoundExists() const;
    1727 
    1728  // ----- Misc -----
    1729  // Queries problem type. For simplicity, the distinction between
    1730  // continuous and discrete is based on the declaration of the user
    1731  // when the solver is created (example: GLPK_LINEAR_PROGRAMMING
    1732  // vs. GLPK_MIXED_INTEGER_PROGRAMMING), not on the actual content of
    1733  // the model.
    1734  // Returns true if the problem is continuous.
    1735  virtual bool IsContinuous() const = 0;
    1736  // Returns true if the problem is continuous and linear.
    1737  virtual bool IsLP() const = 0;
    1738  // Returns true if the problem is discrete and linear.
    1739  virtual bool IsMIP() const = 0;
    1740 
    1741  // Returns the index of the last variable extracted.
    1742  int last_variable_index() const { return last_variable_index_; }
    1743 
    1744  bool variable_is_extracted(int var_index) const {
    1745  return solver_->variable_is_extracted_[var_index];
    1746  }
    1747  void set_variable_as_extracted(int var_index, bool extracted) {
    1748  solver_->variable_is_extracted_[var_index] = extracted;
    1749  }
    1750  bool constraint_is_extracted(int ct_index) const {
    1751  return solver_->constraint_is_extracted_[ct_index];
    1752  }
    1753  void set_constraint_as_extracted(int ct_index, bool extracted) {
    1754  solver_->constraint_is_extracted_[ct_index] = extracted;
    1755  }
    1756 
    1757  // Returns the boolean indicating the verbosity of the solver output.
    1758  bool quiet() const { return quiet_; }
    1759  // Sets the boolean indicating the verbosity of the solver output.
    1760  void set_quiet(bool quiet_value) { quiet_ = quiet_value; }
    1761 
    1762  // Returns the result status of the last solve.
    1763  MPSolver::ResultStatus result_status() const {
    1764  CheckSolutionIsSynchronized();
    1765  return result_status_;
    1766  }
    1767 
    1768  // Returns a std::string describing the underlying solver and its version.
    1769  virtual std::string SolverVersion() const = 0;
    1770 
    1771  // Returns the underlying solver.
    1772  virtual void* underlying_solver() = 0;
    1773 
    1774  // Computes exact condition number. Only available for continuous
    1775  // problems and only implemented in GLPK.
    1776  virtual double ComputeExactConditionNumber() const;
    1777 
    1778  // See MPSolver::SetStartingLpBasis().
    1779  virtual void SetStartingLpBasis(
    1780  const std::vector<MPSolver::BasisStatus>& variable_statuses,
    1781  const std::vector<MPSolver::BasisStatus>& constraint_statuses) {
    1782  LOG(FATAL) << "Not supported by this solver.";
    1783  }
    1784 
    1785  virtual bool InterruptSolve() { return false; }
    1786 
    1787  // See MPSolver::NextSolution() for contract.
    1788  virtual bool NextSolution() { return false; }
    1789 
    1790  friend class MPSolver;
    1791 
    1792  // To access the maximize_ bool and the MPSolver.
    1793  friend class MPConstraint;
    1794  friend class MPObjective;
    1795 
    1796  protected:
    1797  MPSolver* const solver_;
    1798  // Indicates whether the model and the solution are synchronized.
    1799  SynchronizationStatus sync_status_;
    1800  // Indicates whether the solve has reached optimality,
    1801  // infeasibility, a limit, etc.
    1802  MPSolver::ResultStatus result_status_;
    1803  // Optimization direction.
    1804  bool maximize_;
    1805 
    1806  // Index in MPSolver::variables_ of last constraint extracted.
    1807  int last_constraint_index_;
    1808  // Index in MPSolver::constraints_ of last variable extracted.
    1809  int last_variable_index_;
    1810 
    1811  // The value of the objective function.
    1812  double objective_value_;
    1813 
    1814  // Boolean indicator for the verbosity of the solver output.
    1815  bool quiet_;
    1816 
    1817  // Index of dummy variable created for empty constraints or the
    1818  // objective offset.
    1819  static const int kDummyVariableIndex;
    1820 
    1821  // Extracts model stored in MPSolver.
    1822  void ExtractModel();
    1823  // Extracts the variables that have not been extracted yet.
    1824  virtual void ExtractNewVariables() = 0;
    1825  // Extracts the constraints that have not been extracted yet.
    1826  virtual void ExtractNewConstraints() = 0;
    1827  // Extracts the objective.
    1828  virtual void ExtractObjective() = 0;
    1829  // Resets the extraction information.
    1830  void ResetExtractionInformation();
    1831  // Change synchronization status from SOLUTION_SYNCHRONIZED to
    1832  // MODEL_SYNCHRONIZED. To be used for model changes.
    1833  void InvalidateSolutionSynchronization();
    1834 
    1835  // Sets parameters common to LP and MIP in the underlying solver.
    1836  void SetCommonParameters(const MPSolverParameters& param);
    1837  // Sets MIP specific parameters in the underlying solver.
    1838  void SetMIPParameters(const MPSolverParameters& param);
    1839  // Sets all parameters in the underlying solver.
    1840  virtual void SetParameters(const MPSolverParameters& param) = 0;
    1841  // Sets an unsupported double parameter.
    1842  void SetUnsupportedDoubleParam(MPSolverParameters::DoubleParam param);
    1843  // Sets an unsupported integer parameter.
    1844  virtual void SetUnsupportedIntegerParam(
    1845  MPSolverParameters::IntegerParam param);
    1846  // Sets a supported double parameter to an unsupported value.
    1847  void SetDoubleParamToUnsupportedValue(MPSolverParameters::DoubleParam param,
    1848  double value);
    1849  // Sets a supported integer parameter to an unsupported value.
    1850  virtual void SetIntegerParamToUnsupportedValue(
    1851  MPSolverParameters::IntegerParam param, int value);
    1852  // Sets each parameter in the underlying solver.
    1853  virtual void SetRelativeMipGap(double value) = 0;
    1854  virtual void SetPrimalTolerance(double value) = 0;
    1855  virtual void SetDualTolerance(double value) = 0;
    1856  virtual void SetPresolveMode(int value) = 0;
    1857 
    1858  // Sets the number of threads to be used by the solver.
    1859  virtual util::Status SetNumThreads(int num_threads);
    1860 
    1861  // Pass solver specific parameters in text format. The format is
    1862  // solver-specific and is the same as the corresponding solver configuration
    1863  // file format. Returns true if the operation was successful.
    1864  //
    1865  // The default implementation of this method stores the parameters in a
    1866  // temporary file and calls ReadParameterFile to import the parameter file
    1867  // into the solver. Solvers that support passing the parameters directly can
    1868  // override this method to skip the temporary file logic.
    1869  virtual bool SetSolverSpecificParametersAsString(
    1870  const std::string& parameters);
    1871 
    1872  // Reads a solver-specific file of parameters and set them.
    1873  // Returns true if there was no errors.
    1874  virtual bool ReadParameterFile(const std::string& filename);
    1875 
    1876  // Returns a file extension like ".tmp", this is needed because some solvers
    1877  // require a given extension for the ReadParameterFile() filename and we need
    1878  // to know it to generate a temporary parameter file.
    1879  virtual std::string ValidFileExtensionForParameterFile() const;
    1880 
    1881  // Sets the scaling mode.
    1882  virtual void SetScalingMode(int value) = 0;
    1883  virtual void SetLpAlgorithm(int value) = 0;
    1884 };
    1885 
    1886 } // namespace operations_research
    1887 
    1888 #endif // OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_H_
    operations_research::MPSolver::LoadSolutionFromProto
    util::Status LoadSolutionFromProto(const MPSolutionResponse &response, double tolerance=kDefaultPrimalTolerance)
    Load a solution encoded in a protocol buffer onto this solver for easy access via the MPSolver interf...
    -
    operations_research::MPSolverParameters::INCREMENTALITY
    Advanced usage: incrementality from one solve to the next.
    Definition: linear_solver.h:1461
    -
    operations_research::MPConstraint::SLMInterface
    friend class SLMInterface
    Definition: linear_solver.h:1338
    +Go to the documentation of this file.
    1 // Copyright 2010-2018 Google LLC
    2 // Licensed under the Apache License, Version 2.0 (the "License");
    3 // you may not use this file except in compliance with the License.
    4 // You may obtain a copy of the License at
    5 //
    6 // http://www.apache.org/licenses/LICENSE-2.0
    7 //
    8 // Unless required by applicable law or agreed to in writing, software
    9 // distributed under the License is distributed on an "AS IS" BASIS,
    10 // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    11 // See the License for the specific language governing permissions and
    12 // limitations under the License.
    13 
    134 #ifndef OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_H_
    135 #define OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_H_
    136 
    137 #include <functional>
    138 #include <limits>
    139 #include <map>
    140 #include <memory>
    141 #include <string>
    142 #include <utility>
    143 #include <vector>
    144 
    145 #include "absl/container/flat_hash_map.h"
    146 #include "absl/strings/match.h"
    147 #include "absl/strings/str_format.h"
    148 #include "absl/types/optional.h"
    149 #include "ortools/base/commandlineflags.h"
    150 #include "ortools/base/integral_types.h"
    151 #include "ortools/base/logging.h"
    152 #include "ortools/base/macros.h"
    153 #include "ortools/base/status.h"
    154 #include "ortools/base/timer.h"
    155 #include "ortools/glop/parameters.pb.h"
    156 #include "ortools/linear_solver/linear_expr.h"
    157 #include "ortools/linear_solver/linear_solver.pb.h"
    158 #include "ortools/port/proto_utils.h"
    159 
    160 namespace operations_research {
    161 
    162 constexpr double kDefaultPrimalTolerance = 1e-07;
    163 
    164 class MPConstraint;
    165 class MPObjective;
    166 class MPSolverInterface;
    167 class MPSolverParameters;
    168 class MPVariable;
    169 
    174 class MPSolver {
    175  public:
    182  enum OptimizationProblemType {
    183 #ifdef USE_CLP
    184  CLP_LINEAR_PROGRAMMING = 0,
    186 #endif
    187 #ifdef USE_GLPK
    188  GLPK_LINEAR_PROGRAMMING = 1,
    190 #endif
    191 #ifdef USE_GLOP
    192  GLOP_LINEAR_PROGRAMMING = 2,
    194 #endif
    195 #ifdef USE_GUROBI
    196  GUROBI_LINEAR_PROGRAMMING = 6,
    198 #endif
    199 #ifdef USE_CPLEX
    200  CPLEX_LINEAR_PROGRAMMING = 10,
    202 #endif
    203 
    204 // Integer programming problems.
    205 #ifdef USE_SCIP
    206  SCIP_MIXED_INTEGER_PROGRAMMING = 3, // Recommended default value.
    208 #endif
    209 #ifdef USE_GLPK
    210  GLPK_MIXED_INTEGER_PROGRAMMING = 4,
    212 #endif
    213 #ifdef USE_CBC
    214  CBC_MIXED_INTEGER_PROGRAMMING = 5,
    216 #endif
    217 #if defined(USE_GUROBI)
    218  GUROBI_MIXED_INTEGER_PROGRAMMING = 7,
    220 #endif
    221 #if defined(USE_CPLEX)
    222  CPLEX_MIXED_INTEGER_PROGRAMMING = 11,
    224 #endif
    225 #if defined(USE_BOP)
    226  BOP_INTEGER_PROGRAMMING = 12,
    228 #endif
    229  };
    230 
    234  MPSolver(const std::string& name, OptimizationProblemType problem_type);
    235  virtual ~MPSolver();
    236 
    241  static bool SupportsProblemType(OptimizationProblemType problem_type);
    242 
    247  static bool ParseSolverType(absl::string_view solver,
    248  OptimizationProblemType* type);
    249 
    250  bool IsMIP() const;
    251 
    255  const std::string& Name() const {
    256  return name_; // Set at construction.
    257  }
    258 
    262  virtual OptimizationProblemType ProblemType() const {
    263  return problem_type_; // Set at construction.
    264  }
    265 
    271  void Clear();
    272 
    276  int NumVariables() const { return variables_.size(); }
    277 
    282  const std::vector<MPVariable*>& variables() const { return variables_; }
    283 
    289  MPVariable* LookupVariableOrNull(const std::string& var_name) const;
    290 
    298  MPVariable* MakeVar(double lb, double ub, bool integer,
    299  const std::string& name);
    300 
    304  MPVariable* MakeNumVar(double lb, double ub, const std::string& name);
    305 
    309  MPVariable* MakeIntVar(double lb, double ub, const std::string& name);
    310 
    314  MPVariable* MakeBoolVar(const std::string& name);
    315 
    330  void MakeVarArray(int nb, double lb, double ub, bool integer,
    331  const std::string& name_prefix,
    332  std::vector<MPVariable*>* vars);
    333 
    337  void MakeNumVarArray(int nb, double lb, double ub, const std::string& name,
    338  std::vector<MPVariable*>* vars);
    339 
    343  void MakeIntVarArray(int nb, double lb, double ub, const std::string& name,
    344  std::vector<MPVariable*>* vars);
    345 
    349  void MakeBoolVarArray(int nb, const std::string& name,
    350  std::vector<MPVariable*>* vars);
    351 
    355  int NumConstraints() const { return constraints_.size(); }
    356 
    362  const std::vector<MPConstraint*>& constraints() const { return constraints_; }
    363 
    371  MPConstraint* LookupConstraintOrNull(
    372  const std::string& constraint_name) const;
    373 
    382  MPConstraint* MakeRowConstraint(double lb, double ub);
    383 
    387  MPConstraint* MakeRowConstraint();
    388 
    392  MPConstraint* MakeRowConstraint(double lb, double ub,
    393  const std::string& name);
    397  MPConstraint* MakeRowConstraint(const std::string& name);
    398 
    403  MPConstraint* MakeRowConstraint(const LinearRange& range);
    404 
    408  MPConstraint* MakeRowConstraint(const LinearRange& range,
    409  const std::string& name);
    410 
    417  const MPObjective& Objective() const { return *objective_; }
    418 
    422  MPObjective* MutableObjective() { return objective_.get(); }
    423 
    430  enum ResultStatus {
    432  OPTIMAL,
    434  FEASIBLE,
    436  INFEASIBLE,
    438  UNBOUNDED,
    440  ABNORMAL,
    442  MODEL_INVALID,
    444  NOT_SOLVED = 6
    445  };
    446 
    450  ResultStatus Solve();
    451 
    455  ResultStatus Solve(const MPSolverParameters& param);
    456 
    461  void Write(const std::string& file_name);
    462 
    469  std::vector<double> ComputeConstraintActivities() const;
    470 
    489  bool VerifySolution(double tolerance, bool log_errors) const;
    490 
    499  void Reset();
    500 
    508  bool InterruptSolve();
    509 
    517  MPSolverResponseStatus LoadModelFromProto(const MPModelProto& input_model,
    518  std::string* error_message);
    526  MPSolverResponseStatus LoadModelFromProtoWithUniqueNamesOrDie(
    527  const MPModelProto& input_model, std::string* error_message);
    528 
    532  void FillSolutionResponseProto(MPSolutionResponse* response) const;
    533 
    543  static void SolveWithProto(const MPModelRequest& model_request,
    544  MPSolutionResponse* response);
    545 
    549  void ExportModelToProto(MPModelProto* output_model) const;
    550 
    582  util::Status LoadSolutionFromProto(
    583  const MPSolutionResponse& response,
    584  double tolerance = kDefaultPrimalTolerance);
    585 
    590  util::Status ClampSolutionWithinBounds();
    591 
    598  bool ExportModelAsLpFormat(bool obfuscate, std::string* model_str) const;
    599  bool ExportModelAsMpsFormat(bool fixed_format, bool obfuscate,
    600  std::string* model_str) const;
    601 
    612  util::Status SetNumThreads(int num_threads);
    613 
    617  int GetNumThreads() const { return num_threads_; }
    618 
    629  bool SetSolverSpecificParametersAsString(const std::string& parameters);
    630  std::string GetSolverSpecificParametersAsString() const {
    631  return solver_specific_parameter_string_;
    632  }
    633 
    647  void SetHint(std::vector<std::pair<const MPVariable*, double> > hint);
    648 
    653  enum BasisStatus {
    654  FREE = 0,
    655  AT_LOWER_BOUND,
    656  AT_UPPER_BOUND,
    657  FIXED_VALUE,
    658  BASIC
    659  };
    660 
    672  void SetStartingLpBasis(
    673  const std::vector<MPSolver::BasisStatus>& variable_statuses,
    674  const std::vector<MPSolver::BasisStatus>& constraint_statuses);
    675 
    681  static double infinity() { return std::numeric_limits<double>::infinity(); }
    682 
    691  bool OutputIsEnabled() const;
    693  void EnableOutput();
    695  void SuppressOutput();
    696 
    697  absl::Duration TimeLimit() const { return time_limit_; }
    698  void SetTimeLimit(absl::Duration time_limit) {
    699  DCHECK_GE(time_limit, absl::ZeroDuration());
    700  time_limit_ = time_limit;
    701  }
    702 
    703  absl::Duration DurationSinceConstruction() const {
    704  return absl::Now() - construction_time_;
    705  }
    706 
    710  int64 iterations() const;
    711 
    717  int64 nodes() const;
    718 
    722  std::string SolverVersion() const;
    723 
    737  void* underlying_solver();
    738 
    762  double ComputeExactConditionNumber() const;
    763 
    778  ABSL_MUST_USE_RESULT bool NextSolution();
    779 
    780  // DEPRECATED: Use TimeLimit() and SetTimeLimit(absl::Duration) instead.
    781  // NOTE: These deprecated functions used the convention time_limit = 0 to mean
    782  // "no limit", which now corresponds to time_limit_ = InfiniteDuration().
    783  int64 time_limit() const {
    784  return time_limit_ == absl::InfiniteDuration()
    785  ? 0
    786  : absl::ToInt64Milliseconds(time_limit_);
    787  }
    788  void set_time_limit(int64 time_limit_milliseconds) {
    789  SetTimeLimit(time_limit_milliseconds == 0
    790  ? absl::InfiniteDuration()
    791  : absl::Milliseconds(time_limit_milliseconds));
    792  }
    793  double time_limit_in_secs() const {
    794  return static_cast<double>(time_limit()) / 1000.0;
    795  }
    796 
    797  // DEPRECATED: Use DurationSinceConstruction() instead.
    798  int64 wall_time() const {
    799  return absl::ToInt64Milliseconds(DurationSinceConstruction());
    800  }
    801 
    802  friend class GLPKInterface;
    803  friend class CLPInterface;
    804  friend class CBCInterface;
    805  friend class SCIPInterface;
    806  friend class GurobiInterface;
    807  friend class CplexInterface;
    808  friend class SLMInterface;
    809  friend class MPSolverInterface;
    810  friend class GLOPInterface;
    811  friend class BopInterface;
    812  friend class SatInterface;
    813  friend class KnapsackInterface;
    814 
    815  // Debugging: verify that the given MPVariable* belongs to this solver.
    816  bool OwnsVariable(const MPVariable* var) const;
    817 
    818  private:
    819  // Computes the size of the constraint with the largest number of
    820  // coefficients with index in [min_constraint_index,
    821  // max_constraint_index)
    822  int ComputeMaxConstraintSize(int min_constraint_index,
    823  int max_constraint_index) const;
    824 
    825  // Returns true if the model has constraints with lower bound > upper bound.
    826  bool HasInfeasibleConstraints() const;
    827 
    828  // Returns true if the model has at least 1 integer variable.
    829  bool HasIntegerVariables() const;
    830 
    831  // Generates the map from variable names to their indices.
    832  void GenerateVariableNameIndex() const;
    833 
    834  // Generates the map from constraint names to their indices.
    835  void GenerateConstraintNameIndex() const;
    836 
    837  // The name of the linear programming problem.
    838  const std::string name_;
    839 
    840  // The type of the linear programming problem.
    841  const OptimizationProblemType problem_type_;
    842 
    843  // The solver interface.
    844  std::unique_ptr<MPSolverInterface> interface_;
    845 
    846  // The vector of variables in the problem.
    847  std::vector<MPVariable*> variables_;
    848  // A map from a variable's name to its index in variables_.
    849  mutable absl::optional<absl::flat_hash_map<std::string, int> >
    850  variable_name_to_index_;
    851  // Whether variables have been extracted to the underlying interface.
    852  std::vector<bool> variable_is_extracted_;
    853 
    854  // The vector of constraints in the problem.
    855  std::vector<MPConstraint*> constraints_;
    856  // A map from a constraint's name to its index in constraints_.
    857  mutable absl::optional<absl::flat_hash_map<std::string, int> >
    858  constraint_name_to_index_;
    859  // Whether constraints have been extracted to the underlying interface.
    860  std::vector<bool> constraint_is_extracted_;
    861 
    862  // The linear objective function.
    863  std::unique_ptr<MPObjective> objective_;
    864 
    865  // Initial values for all or some of the problem variables that can be
    866  // exploited as a starting hint by a solver.
    867  //
    868  // Note(user): as of 05/05/2015, we can't use >> because of some SWIG errors.
    869  //
    870  // TODO(user): replace by two vectors, a std::vector<bool> to indicate if a
    871  // hint is provided and a std::vector<double> for the hint value.
    872  std::vector<std::pair<const MPVariable*, double> > solution_hint_;
    873 
    874  absl::Duration time_limit_ = absl::InfiniteDuration(); // Default = No limit.
    875 
    876  const absl::Time construction_time_;
    877 
    878  // Permanent storage for the number of threads.
    879  int num_threads_ = 1;
    880 
    881  // Permanent storage for SetSolverSpecificParametersAsString().
    882  std::string solver_specific_parameter_string_;
    883 
    884  MPSolverResponseStatus LoadModelFromProtoInternal(
    885  const MPModelProto& input_model, bool clear_names,
    886  std::string* error_message);
    887 
    888  DISALLOW_COPY_AND_ASSIGN(MPSolver);
    889 };
    890 
    891 const absl::string_view ToString(
    892  MPSolver::OptimizationProblemType optimization_problem_type);
    893 
    894 inline std::ostream& operator<<(
    895  std::ostream& os,
    896  MPSolver::OptimizationProblemType optimization_problem_type) {
    897  return os << ToString(optimization_problem_type);
    898 }
    899 
    900 inline std::ostream& operator<<(std::ostream& os,
    901  MPSolver::ResultStatus status) {
    902  return os << ProtoEnumToString<MPSolverResponseStatus>(
    903  static_cast<MPSolverResponseStatus>(status));
    904 }
    905 
    906 bool AbslParseFlag(absl::string_view text,
    907  MPSolver::OptimizationProblemType* solver_type,
    908  std::string* error);
    909 
    910 inline std::string AbslUnparseFlag(
    911  MPSolver::OptimizationProblemType solver_type) {
    912  return std::string(ToString(solver_type));
    913 }
    914 
    918 class MPObjective {
    919  public:
    924  void Clear();
    925 
    932  void SetCoefficient(const MPVariable* const var, double coeff);
    933 
    939  double GetCoefficient(const MPVariable* const var) const;
    940 
    946  const absl::flat_hash_map<const MPVariable*, double>& terms() const {
    947  return coefficients_;
    948  }
    949 
    953  void SetOffset(double value);
    954 
    958  double offset() const { return offset_; }
    959 
    964  void OptimizeLinearExpr(const LinearExpr& linear_expr, bool is_maximization);
    965 
    969  void MaximizeLinearExpr(const LinearExpr& linear_expr) {
    970  OptimizeLinearExpr(linear_expr, true);
    971  }
    975  void MinimizeLinearExpr(const LinearExpr& linear_expr) {
    976  OptimizeLinearExpr(linear_expr, false);
    977  }
    978 
    982  void AddLinearExpr(const LinearExpr& linear_expr);
    983 
    987  void SetOptimizationDirection(bool maximize);
    988 
    992  void SetMinimization() { SetOptimizationDirection(false); }
    993 
    997  void SetMaximization() { SetOptimizationDirection(true); }
    998 
    1002  bool maximization() const;
    1006  bool minimization() const;
    1007 
    1019  double Value() const;
    1020 
    1027  double BestBound() const;
    1028 
    1029  private:
    1030  friend class MPSolver;
    1031  friend class MPSolverInterface;
    1032  friend class CBCInterface;
    1033  friend class CLPInterface;
    1034  friend class GLPKInterface;
    1035  friend class SCIPInterface;
    1036  friend class SLMInterface;
    1037  friend class GurobiInterface;
    1038  friend class CplexInterface;
    1039  friend class GLOPInterface;
    1040  friend class BopInterface;
    1041  friend class SatInterface;
    1042  friend class KnapsackInterface;
    1043 
    1044  // Constructor. An objective points to a single MPSolverInterface
    1045  // that is specified in the constructor. An objective cannot belong
    1046  // to several models.
    1047  // At construction, an MPObjective has no terms (which is equivalent
    1048  // on having a coefficient of 0 for all variables), and an offset of 0.
    1049  explicit MPObjective(MPSolverInterface* const interface_in)
    1050  : interface_(interface_in), coefficients_(1), offset_(0.0) {}
    1051 
    1052  MPSolverInterface* const interface_;
    1053 
    1054  // Mapping var -> coefficient.
    1055  absl::flat_hash_map<const MPVariable*, double> coefficients_;
    1056  // Constant term.
    1057  double offset_;
    1058 
    1059  DISALLOW_COPY_AND_ASSIGN(MPObjective);
    1060 };
    1061 
    1065 class MPVariable {
    1066  public:
    1070  const std::string& name() const { return name_; }
    1071 
    1075  void SetInteger(bool integer);
    1076 
    1080  bool integer() const { return integer_; }
    1081 
    1089  double solution_value() const;
    1090 
    1094  int index() const { return index_; }
    1095 
    1099  double lb() const { return lb_; }
    1100 
    1104  double ub() const { return ub_; }
    1105 
    1109  void SetLB(double lb) { SetBounds(lb, ub_); }
    1113  void SetUB(double ub) { SetBounds(lb_, ub); }
    1114 
    1118  void SetBounds(double lb, double ub);
    1119 
    1126  double unrounded_solution_value() const;
    1127 
    1132  double reduced_cost() const;
    1133 
    1140  MPSolver::BasisStatus basis_status() const;
    1141 
    1152  int branching_priority() const { return branching_priority_; }
    1153  void SetBranchingPriority(int priority);
    1154 
    1155  protected:
    1156  friend class MPSolver;
    1157  friend class MPSolverInterface;
    1158  friend class CBCInterface;
    1159  friend class CLPInterface;
    1160  friend class GLPKInterface;
    1161  friend class SCIPInterface;
    1162  friend class SLMInterface;
    1163  friend class GurobiInterface;
    1164  friend class CplexInterface;
    1165  friend class GLOPInterface;
    1166  friend class MPVariableSolutionValueTest;
    1167  friend class BopInterface;
    1168  friend class SatInterface;
    1169  friend class KnapsackInterface;
    1170 
    1171  // Constructor. A variable points to a single MPSolverInterface that
    1172  // is specified in the constructor. A variable cannot belong to
    1173  // several models.
    1174  MPVariable(int index, double lb, double ub, bool integer,
    1175  const std::string& name, MPSolverInterface* const interface_in)
    1176  : index_(index),
    1177  lb_(lb),
    1178  ub_(ub),
    1179  integer_(integer),
    1180  name_(name.empty() ? absl::StrFormat("auto_v_%09d", index) : name),
    1181  solution_value_(0.0),
    1182  reduced_cost_(0.0),
    1183  interface_(interface_in) {}
    1184 
    1185  void set_solution_value(double value) { solution_value_ = value; }
    1186  void set_reduced_cost(double reduced_cost) { reduced_cost_ = reduced_cost; }
    1187 
    1188  private:
    1189  const int index_;
    1190  double lb_;
    1191  double ub_;
    1192  bool integer_;
    1193  const std::string name_;
    1194  double solution_value_;
    1195  double reduced_cost_;
    1196  int branching_priority_ = 0;
    1197  MPSolverInterface* const interface_;
    1198  DISALLOW_COPY_AND_ASSIGN(MPVariable);
    1199 };
    1200 
    1206 class MPConstraint {
    1207  public:
    1211  const std::string& name() const { return name_; }
    1212 
    1216  void Clear();
    1217 
    1224  void SetCoefficient(const MPVariable* const var, double coeff);
    1225 
    1230  double GetCoefficient(const MPVariable* const var) const;
    1231 
    1237  const absl::flat_hash_map<const MPVariable*, double>& terms() const {
    1238  return coefficients_;
    1239  }
    1240 
    1244  double lb() const { return lb_; }
    1245 
    1249  double ub() const { return ub_; }
    1250 
    1254  void SetLB(double lb) { SetBounds(lb, ub_); }
    1255 
    1259  void SetUB(double ub) { SetBounds(lb_, ub); }
    1260 
    1264  void SetBounds(double lb, double ub);
    1265 
    1269  bool is_lazy() const { return is_lazy_; }
    1270 
    1284  void set_is_lazy(bool laziness) { is_lazy_ = laziness; }
    1285 
    1286  const MPVariable* indicator_variable() const { return indicator_variable_; }
    1287  bool indicator_value() const { return indicator_value_; }
    1288 
    1292  int index() const { return index_; }
    1293 
    1298  double dual_value() const;
    1299 
    1312  MPSolver::BasisStatus basis_status() const;
    1313 
    1314  protected:
    1315  friend class MPSolver;
    1316  friend class MPSolverInterface;
    1317  friend class CBCInterface;
    1318  friend class CLPInterface;
    1319  friend class GLPKInterface;
    1320  friend class SCIPInterface;
    1321  friend class SLMInterface;
    1322  friend class GurobiInterface;
    1323  friend class CplexInterface;
    1324  friend class GLOPInterface;
    1325  friend class BopInterface;
    1326  friend class SatInterface;
    1327  friend class KnapsackInterface;
    1328 
    1329  // Constructor. A constraint points to a single MPSolverInterface
    1330  // that is specified in the constructor. A constraint cannot belong
    1331  // to several models.
    1332  MPConstraint(int index, double lb, double ub, const std::string& name,
    1333  MPSolverInterface* const interface_in)
    1334  : coefficients_(1),
    1335  index_(index),
    1336  lb_(lb),
    1337  ub_(ub),
    1338  name_(name.empty() ? absl::StrFormat("auto_c_%09d", index) : name),
    1339  is_lazy_(false),
    1340  indicator_variable_(nullptr),
    1341  dual_value_(0.0),
    1342  interface_(interface_in) {}
    1343 
    1344  void set_dual_value(double dual_value) { dual_value_ = dual_value; }
    1345 
    1346  private:
    1347  // Returns true if the constraint contains variables that have not
    1348  // been extracted yet.
    1349  bool ContainsNewVariables();
    1350 
    1351  // Mapping var -> coefficient.
    1352  absl::flat_hash_map<const MPVariable*, double> coefficients_;
    1353 
    1354  const int index_; // See index().
    1355 
    1356  // The lower bound for the linear constraint.
    1357  double lb_;
    1358 
    1359  // The upper bound for the linear constraint.
    1360  double ub_;
    1361 
    1362  // Name.
    1363  const std::string name_;
    1364 
    1365  // True if the constraint is "lazy", i.e. the constraint is added to the
    1366  // underlying Linear Programming solver only if it is violated.
    1367  // By default this parameter is 'false'.
    1368  bool is_lazy_;
    1369 
    1370  // If given, this constraint is only active if `indicator_variable_`'s value
    1371  // is equal to `indicator_value_`.
    1372  const MPVariable* indicator_variable_;
    1373  bool indicator_value_;
    1374 
    1375  double dual_value_;
    1376  MPSolverInterface* const interface_;
    1377  DISALLOW_COPY_AND_ASSIGN(MPConstraint);
    1378 };
    1379 
    1406 class MPSolverParameters {
    1407  public:
    1411  enum DoubleParam {
    1415  RELATIVE_MIP_GAP = 0,
    1416 
    1422  PRIMAL_TOLERANCE = 1,
    1426  DUAL_TOLERANCE = 2
    1427  };
    1428 
    1432  enum IntegerParam {
    1436  PRESOLVE = 1000,
    1440  LP_ALGORITHM = 1001,
    1444  INCREMENTALITY = 1002,
    1448  SCALING = 1003
    1449  };
    1450 
    1454  enum PresolveValues {
    1455  PRESOLVE_OFF = 0, // Presolve is off.
    1456  PRESOLVE_ON = 1 // Presolve is on.
    1457  };
    1458 
    1462  enum LpAlgorithmValues {
    1463  DUAL = 10, // Dual simplex.
    1464  PRIMAL = 11, // Primal simplex.
    1465  BARRIER = 12 // Barrier algorithm.
    1466  };
    1467 
    1471  enum IncrementalityValues {
    1475  INCREMENTALITY_OFF = 0,
    1476 
    1481  INCREMENTALITY_ON = 1
    1482  };
    1483 
    1487  enum ScalingValues {
    1489  SCALING_OFF = 0,
    1491  SCALING_ON = 1
    1492  };
    1493 
    1494  // @{
    1495  // Placeholder value to indicate that a parameter is set to
    1496  // the default value defined in the wrapper.
    1497  static const double kDefaultDoubleParamValue;
    1498  static const int kDefaultIntegerParamValue;
    1499  // @}
    1500 
    1501  // @{
    1502  // Placeholder value to indicate that a parameter is unknown.
    1503  static const double kUnknownDoubleParamValue;
    1504  static const int kUnknownIntegerParamValue;
    1505  // @}
    1506 
    1507  // @{
    1508  // Default values for parameters. Only parameters that define the
    1509  // properties of the solution returned need to have a default value
    1510  // (that is the same for all solvers). You can also define a default
    1511  // value for performance parameters when you are confident it is a
    1512  // good choice (example: always turn presolve on).
    1513  static const double kDefaultRelativeMipGap;
    1514  static const double kDefaultPrimalTolerance;
    1515  static const double kDefaultDualTolerance;
    1516  static const PresolveValues kDefaultPresolve;
    1517  static const IncrementalityValues kDefaultIncrementality;
    1518  // @}
    1519 
    1523  MPSolverParameters();
    1524 
    1528  void SetDoubleParam(MPSolverParameters::DoubleParam param, double value);
    1532  void SetIntegerParam(MPSolverParameters::IntegerParam param, int value);
    1533 
    1540  void ResetDoubleParam(MPSolverParameters::DoubleParam param);
    1546  void ResetIntegerParam(MPSolverParameters::IntegerParam param);
    1550  void Reset();
    1551 
    1555  double GetDoubleParam(MPSolverParameters::DoubleParam param) const;
    1556 
    1560  int GetIntegerParam(MPSolverParameters::IntegerParam param) const;
    1561 
    1562  private:
    1563  // Parameter value for each parameter.
    1564  // @see DoubleParam
    1565  // @see IntegerParam
    1566  double relative_mip_gap_value_;
    1567  double primal_tolerance_value_;
    1568  double dual_tolerance_value_;
    1569  int presolve_value_;
    1570  int scaling_value_;
    1571  int lp_algorithm_value_;
    1572  int incrementality_value_;
    1573 
    1574  // Boolean value indicating whether each parameter is set to the
    1575  // solver's default value. Only parameters for which the wrapper
    1576  // does not define a default value need such an indicator.
    1577  bool lp_algorithm_is_default_;
    1578 
    1579  DISALLOW_COPY_AND_ASSIGN(MPSolverParameters);
    1580 };
    1581 
    1582 // This class wraps the actual mathematical programming solvers. Each
    1583 // solver (GLOP, CLP, CBC, GLPK, SCIP) has its own interface class that
    1584 // derives from this abstract class. This class is never directly
    1585 // accessed by the user.
    1586 // @see glop_interface.cc
    1587 // @see cbc_interface.cc
    1588 // @see clp_interface.cc
    1589 // @see glpk_interface.cc
    1590 // @see scip_interface.cc
    1591 class MPSolverInterface {
    1592  public:
    1593  enum SynchronizationStatus {
    1594  // The underlying solver (CLP, GLPK, ...) and MPSolver are not in
    1595  // sync for the model nor for the solution.
    1596  MUST_RELOAD,
    1597  // The underlying solver and MPSolver are in sync for the model
    1598  // but not for the solution: the model has changed since the
    1599  // solution was computed last.
    1600  MODEL_SYNCHRONIZED,
    1601  // The underlying solver and MPSolver are in sync for the model and
    1602  // the solution.
    1603  SOLUTION_SYNCHRONIZED
    1604  };
    1605 
    1606  // When the underlying solver does not provide the number of simplex
    1607  // iterations.
    1608  static const int64 kUnknownNumberOfIterations = -1;
    1609  // When the underlying solver does not provide the number of
    1610  // branch-and-bound nodes.
    1611  static const int64 kUnknownNumberOfNodes = -1;
    1612 
    1613  // Constructor. The user will access the MPSolverInterface through the
    1614  // MPSolver passed as argument.
    1615  explicit MPSolverInterface(MPSolver* const solver);
    1616  virtual ~MPSolverInterface();
    1617 
    1618  // ----- Solve -----
    1619  // Solves problem with specified parameter values. Returns true if the
    1620  // solution is optimal.
    1621  virtual MPSolver::ResultStatus Solve(const MPSolverParameters& param) = 0;
    1622 
    1623  // Writes the model using the solver internal write function. Currently only
    1624  // available for GurobiInterface.
    1625  virtual void Write(const std::string& filename);
    1626 
    1627  // ----- Model modifications and extraction -----
    1628  // Resets extracted model.
    1629  virtual void Reset() = 0;
    1630 
    1631  // Sets the optimization direction (min/max).
    1632  virtual void SetOptimizationDirection(bool maximize) = 0;
    1633 
    1634  // Modifies bounds of an extracted variable.
    1635  virtual void SetVariableBounds(int index, double lb, double ub) = 0;
    1636 
    1637  // Modifies integrality of an extracted variable.
    1638  virtual void SetVariableInteger(int index, bool integer) = 0;
    1639 
    1640  // Modify bounds of an extracted variable.
    1641  virtual void SetConstraintBounds(int index, double lb, double ub) = 0;
    1642 
    1643  // Adds a linear constraint.
    1644  virtual void AddRowConstraint(MPConstraint* const ct) = 0;
    1645 
    1646  // Adds an indicator constraint. Returns true if the feature is supported by
    1647  // the underlying solver.
    1648  virtual bool AddIndicatorConstraint(MPConstraint* const ct) {
    1649  LOG(ERROR) << "Solver doesn't support indicator constraints.";
    1650  return false;
    1651  }
    1652 
    1653  // Add a variable.
    1654  virtual void AddVariable(MPVariable* const var) = 0;
    1655 
    1656  // Changes a coefficient in a constraint.
    1657  virtual void SetCoefficient(MPConstraint* const constraint,
    1658  const MPVariable* const variable,
    1659  double new_value, double old_value) = 0;
    1660 
    1661  // Clears a constraint from all its terms.
    1662  virtual void ClearConstraint(MPConstraint* const constraint) = 0;
    1663 
    1664  // Changes a coefficient in the linear objective.
    1665  virtual void SetObjectiveCoefficient(const MPVariable* const variable,
    1666  double coefficient) = 0;
    1667 
    1668  // Changes the constant term in the linear objective.
    1669  virtual void SetObjectiveOffset(double value) = 0;
    1670 
    1671  // Clears the objective from all its terms.
    1672  virtual void ClearObjective() = 0;
    1673 
    1674  virtual void BranchingPriorityChangedForVariable(int var_index) {}
    1675  // ------ Query statistics on the solution and the solve ------
    1676  // Returns the number of simplex iterations. The problem must be discrete,
    1677  // otherwise it crashes, or returns kUnknownNumberOfIterations in NDEBUG mode.
    1678  virtual int64 iterations() const = 0;
    1679  // Returns the number of branch-and-bound nodes. The problem must be discrete,
    1680  // otherwise it crashes, or returns kUnknownNumberOfNodes in NDEBUG mode.
    1681  virtual int64 nodes() const = 0;
    1682  // Returns the best objective bound. The problem must be discrete, otherwise
    1683  // it crashes, or returns trivial_worst_objective_bound() in NDEBUG mode.
    1684  virtual double best_objective_bound() const = 0;
    1685  // A trivial objective bound: the worst possible value of the objective,
    1686  // which will be +infinity if minimizing and -infinity if maximing.
    1687  double trivial_worst_objective_bound() const;
    1688  // Returns the objective value of the best solution found so far.
    1689  double objective_value() const;
    1690 
    1691  // Returns the basis status of a row.
    1692  virtual MPSolver::BasisStatus row_status(int constraint_index) const = 0;
    1693  // Returns the basis status of a constraint.
    1694  virtual MPSolver::BasisStatus column_status(int variable_index) const = 0;
    1695 
    1696  // Checks whether the solution is synchronized with the model, i.e. whether
    1697  // the model has changed since the solution was computed last.
    1698  // If it isn't, it crashes in NDEBUG, and returns false othwerwise.
    1699  bool CheckSolutionIsSynchronized() const;
    1700  // Checks whether a feasible solution exists. The behavior is similar to
    1701  // CheckSolutionIsSynchronized() above.
    1702  virtual bool CheckSolutionExists() const;
    1703  // Handy shortcut to do both checks above (it is often used).
    1704  bool CheckSolutionIsSynchronizedAndExists() const {
    1705  return CheckSolutionIsSynchronized() && CheckSolutionExists();
    1706  }
    1707  // Checks whether information on the best objective bound exists. The behavior
    1708  // is similar to CheckSolutionIsSynchronized() above.
    1709  virtual bool CheckBestObjectiveBoundExists() const;
    1710 
    1711  // ----- Misc -----
    1712  // Queries problem type. For simplicity, the distinction between
    1713  // continuous and discrete is based on the declaration of the user
    1714  // when the solver is created (example: GLPK_LINEAR_PROGRAMMING
    1715  // vs. GLPK_MIXED_INTEGER_PROGRAMMING), not on the actual content of
    1716  // the model.
    1717  // Returns true if the problem is continuous.
    1718  virtual bool IsContinuous() const = 0;
    1719  // Returns true if the problem is continuous and linear.
    1720  virtual bool IsLP() const = 0;
    1721  // Returns true if the problem is discrete and linear.
    1722  virtual bool IsMIP() const = 0;
    1723 
    1724  // Returns the index of the last variable extracted.
    1725  int last_variable_index() const { return last_variable_index_; }
    1726 
    1727  bool variable_is_extracted(int var_index) const {
    1728  return solver_->variable_is_extracted_[var_index];
    1729  }
    1730  void set_variable_as_extracted(int var_index, bool extracted) {
    1731  solver_->variable_is_extracted_[var_index] = extracted;
    1732  }
    1733  bool constraint_is_extracted(int ct_index) const {
    1734  return solver_->constraint_is_extracted_[ct_index];
    1735  }
    1736  void set_constraint_as_extracted(int ct_index, bool extracted) {
    1737  solver_->constraint_is_extracted_[ct_index] = extracted;
    1738  }
    1739 
    1740  // Returns the boolean indicating the verbosity of the solver output.
    1741  bool quiet() const { return quiet_; }
    1742  // Sets the boolean indicating the verbosity of the solver output.
    1743  void set_quiet(bool quiet_value) { quiet_ = quiet_value; }
    1744 
    1745  // Returns the result status of the last solve.
    1746  MPSolver::ResultStatus result_status() const {
    1747  CheckSolutionIsSynchronized();
    1748  return result_status_;
    1749  }
    1750 
    1751  // Returns a std::string describing the underlying solver and its version.
    1752  virtual std::string SolverVersion() const = 0;
    1753 
    1754  // Returns the underlying solver.
    1755  virtual void* underlying_solver() = 0;
    1756 
    1757  // Computes exact condition number. Only available for continuous
    1758  // problems and only implemented in GLPK.
    1759  virtual double ComputeExactConditionNumber() const;
    1760 
    1761  // See MPSolver::SetStartingLpBasis().
    1762  virtual void SetStartingLpBasis(
    1763  const std::vector<MPSolver::BasisStatus>& variable_statuses,
    1764  const std::vector<MPSolver::BasisStatus>& constraint_statuses) {
    1765  LOG(FATAL) << "Not supported by this solver.";
    1766  }
    1767 
    1768  virtual bool InterruptSolve() { return false; }
    1769 
    1770  // See MPSolver::NextSolution() for contract.
    1771  virtual bool NextSolution() { return false; }
    1772 
    1773  friend class MPSolver;
    1774 
    1775  // To access the maximize_ bool and the MPSolver.
    1776  friend class MPConstraint;
    1777  friend class MPObjective;
    1778 
    1779  protected:
    1780  MPSolver* const solver_;
    1781  // Indicates whether the model and the solution are synchronized.
    1782  SynchronizationStatus sync_status_;
    1783  // Indicates whether the solve has reached optimality,
    1784  // infeasibility, a limit, etc.
    1785  MPSolver::ResultStatus result_status_;
    1786  // Optimization direction.
    1787  bool maximize_;
    1788 
    1789  // Index in MPSolver::variables_ of last constraint extracted.
    1790  int last_constraint_index_;
    1791  // Index in MPSolver::constraints_ of last variable extracted.
    1792  int last_variable_index_;
    1793 
    1794  // The value of the objective function.
    1795  double objective_value_;
    1796 
    1797  // Boolean indicator for the verbosity of the solver output.
    1798  bool quiet_;
    1799 
    1800  // Index of dummy variable created for empty constraints or the
    1801  // objective offset.
    1802  static const int kDummyVariableIndex;
    1803 
    1804  // Extracts model stored in MPSolver.
    1805  void ExtractModel();
    1806  // Extracts the variables that have not been extracted yet.
    1807  virtual void ExtractNewVariables() = 0;
    1808  // Extracts the constraints that have not been extracted yet.
    1809  virtual void ExtractNewConstraints() = 0;
    1810  // Extracts the objective.
    1811  virtual void ExtractObjective() = 0;
    1812  // Resets the extraction information.
    1813  void ResetExtractionInformation();
    1814  // Change synchronization status from SOLUTION_SYNCHRONIZED to
    1815  // MODEL_SYNCHRONIZED. To be used for model changes.
    1816  void InvalidateSolutionSynchronization();
    1817 
    1818  // Sets parameters common to LP and MIP in the underlying solver.
    1819  void SetCommonParameters(const MPSolverParameters& param);
    1820  // Sets MIP specific parameters in the underlying solver.
    1821  void SetMIPParameters(const MPSolverParameters& param);
    1822  // Sets all parameters in the underlying solver.
    1823  virtual void SetParameters(const MPSolverParameters& param) = 0;
    1824  // Sets an unsupported double parameter.
    1825  void SetUnsupportedDoubleParam(MPSolverParameters::DoubleParam param);
    1826  // Sets an unsupported integer parameter.
    1827  virtual void SetUnsupportedIntegerParam(
    1828  MPSolverParameters::IntegerParam param);
    1829  // Sets a supported double parameter to an unsupported value.
    1830  void SetDoubleParamToUnsupportedValue(MPSolverParameters::DoubleParam param,
    1831  double value);
    1832  // Sets a supported integer parameter to an unsupported value.
    1833  virtual void SetIntegerParamToUnsupportedValue(
    1834  MPSolverParameters::IntegerParam param, int value);
    1835  // Sets each parameter in the underlying solver.
    1836  virtual void SetRelativeMipGap(double value) = 0;
    1837  virtual void SetPrimalTolerance(double value) = 0;
    1838  virtual void SetDualTolerance(double value) = 0;
    1839  virtual void SetPresolveMode(int value) = 0;
    1840 
    1841  // Sets the number of threads to be used by the solver.
    1842  virtual util::Status SetNumThreads(int num_threads);
    1843 
    1844  // Pass solver specific parameters in text format. The format is
    1845  // solver-specific and is the same as the corresponding solver configuration
    1846  // file format. Returns true if the operation was successful.
    1847  //
    1848  // The default implementation of this method stores the parameters in a
    1849  // temporary file and calls ReadParameterFile to import the parameter file
    1850  // into the solver. Solvers that support passing the parameters directly can
    1851  // override this method to skip the temporary file logic.
    1852  virtual bool SetSolverSpecificParametersAsString(
    1853  const std::string& parameters);
    1854 
    1855  // Reads a solver-specific file of parameters and set them.
    1856  // Returns true if there was no errors.
    1857  virtual bool ReadParameterFile(const std::string& filename);
    1858 
    1859  // Returns a file extension like ".tmp", this is needed because some solvers
    1860  // require a given extension for the ReadParameterFile() filename and we need
    1861  // to know it to generate a temporary parameter file.
    1862  virtual std::string ValidFileExtensionForParameterFile() const;
    1863 
    1864  // Sets the scaling mode.
    1865  virtual void SetScalingMode(int value) = 0;
    1866  virtual void SetLpAlgorithm(int value) = 0;
    1867 };
    1868 
    1869 } // namespace operations_research
    1870 
    1871 #endif // OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_H_
    operations_research::MPSolver::LoadSolutionFromProto
    util::Status LoadSolutionFromProto(const MPSolutionResponse &response, double tolerance=kDefaultPrimalTolerance)
    Load a solution encoded in a protocol buffer onto this solver for easy access via the MPSolver interf...
    +
    operations_research::MPSolverParameters::INCREMENTALITY
    Advanced usage: incrementality from one solve to the next.
    Definition: linear_solver.h:1444
    +
    operations_research::MPConstraint::SLMInterface
    friend class SLMInterface
    Definition: linear_solver.h:1321
    operations_research::MPSolverInterface::SetNumThreads
    virtual util::Status SetNumThreads(int num_threads)
    operations_research::MPObjective::GetCoefficient
    double GetCoefficient(const MPVariable *const var) const
    Gets the coefficient of a given variable in the objective.
    operations_research::MPConstraint::GetCoefficient
    double GetCoefficient(const MPVariable *const var) const
    Gets the coefficient of a given variable on the constraint (which is 0 if the variable does not appea...
    operations_research::MPSolverInterface::ClearObjective
    virtual void ClearObjective()=0
    operations_research::MPSolverInterface::column_status
    virtual MPSolver::BasisStatus column_status(int variable_index) const =0
    -
    operations_research::MPVariable::integer
    bool integer() const
    Returns the integrality requirement of the variable.
    Definition: linear_solver.h:1097
    +
    operations_research::MPVariable::integer
    bool integer() const
    Returns the integrality requirement of the variable.
    Definition: linear_solver.h:1080
    operations_research::MPSolverParameters::SetIntegerParam
    void SetIntegerParam(MPSolverParameters::IntegerParam param, int value)
    Sets a integer parameter to a specific value.
    -
    operations_research::MPSolverInterface::set_variable_as_extracted
    void set_variable_as_extracted(int var_index, bool extracted)
    Definition: linear_solver.h:1747
    -
    operations_research::MPVariable::KnapsackInterface
    friend class KnapsackInterface
    Definition: linear_solver.h:1186
    -
    operations_research::MPSolverInterface::result_status_
    MPSolver::ResultStatus result_status_
    Definition: linear_solver.h:1802
    +
    operations_research::MPSolverInterface::set_variable_as_extracted
    void set_variable_as_extracted(int var_index, bool extracted)
    Definition: linear_solver.h:1730
    +
    operations_research::MPVariable::KnapsackInterface
    friend class KnapsackInterface
    Definition: linear_solver.h:1169
    +
    operations_research::MPSolverInterface::result_status_
    MPSolver::ResultStatus result_status_
    Definition: linear_solver.h:1785
    operations_research::MPSolver::underlying_solver
    void * underlying_solver()
    Advanced usage: returns the underlying solver.
    -
    operations_research::MPConstraint::SatInterface
    friend class SatInterface
    Definition: linear_solver.h:1343
    +
    operations_research::MPConstraint::SatInterface
    friend class SatInterface
    Definition: linear_solver.h:1326
    operations_research::MPSolverInterface::SetIntegerParamToUnsupportedValue
    virtual void SetIntegerParamToUnsupportedValue(MPSolverParameters::IntegerParam param, int value)
    -
    operations_research::MPSolver::SCIPInterface
    friend class SCIPInterface
    Definition: linear_solver.h:822
    -
    operations_research::MPSolver::CplexInterface
    friend class CplexInterface
    Definition: linear_solver.h:824
    -
    operations_research::MPVariable::branching_priority
    int branching_priority() const
    Advanced usage: Certain MIP solvers (e.g.
    Definition: linear_solver.h:1169
    +
    operations_research::MPSolver::SCIPInterface
    friend class SCIPInterface
    Definition: linear_solver.h:805
    +
    operations_research::MPSolver::CplexInterface
    friend class CplexInterface
    Definition: linear_solver.h:807
    +
    operations_research::MPVariable::branching_priority
    int branching_priority() const
    Advanced usage: Certain MIP solvers (e.g.
    Definition: linear_solver.h:1152
    operations_research::MPObjective::Clear
    void Clear()
    Clears the offset, all variables and coefficients, and the optimization direction.
    operations_research::MPSolver::NOT_SOLVED
    not been solved yet.
    Definition: linear_solver.h:444
    -
    operations_research::MPSolver::time_limit_in_secs
    double time_limit_in_secs() const
    Definition: linear_solver.h:810
    -
    operations_research::MPSolverParameters::IntegerParam
    IntegerParam
    Enumeration of parameters that take integer or categorical values.
    Definition: linear_solver.h:1449
    +
    operations_research::MPSolver::time_limit_in_secs
    double time_limit_in_secs() const
    Definition: linear_solver.h:793
    +
    operations_research::MPSolverParameters::IntegerParam
    IntegerParam
    Enumeration of parameters that take integer or categorical values.
    Definition: linear_solver.h:1432
    operations_research::MPSolver
    This mathematical programming (MP) solver class is the main class though which users build and solve ...
    Definition: linear_solver.h:174
    -
    operations_research::MPVariable::CBCInterface
    friend class CBCInterface
    Definition: linear_solver.h:1175
    +
    operations_research::MPVariable::CBCInterface
    friend class CBCInterface
    Definition: linear_solver.h:1158
    operations_research::MPSolverInterface::SetCommonParameters
    void SetCommonParameters(const MPSolverParameters &param)
    operations_research::MPSolverInterface::IsLP
    virtual bool IsLP() const =0
    operations_research::MPSolver::variables
    const std::vector< MPVariable * > & variables() const
    Returns the array of variables handled by the MPSolver.
    Definition: linear_solver.h:282
    -
    operations_research::MPConstraint::SetLB
    void SetLB(double lb)
    Sets the lower bound.
    Definition: linear_solver.h:1271
    +
    operations_research::MPConstraint::SetLB
    void SetLB(double lb)
    Sets the lower bound.
    Definition: linear_solver.h:1254
    operations_research::MPVariable::reduced_cost
    double reduced_cost() const
    Advanced usage: returns the reduced cost of the variable in the current solution (only available for ...
    operations_research::MPVariable::SetBounds
    void SetBounds(double lb, double ub)
    Sets both the lower and upper bounds.
    -
    operations_research::MPSolverInterface
    Definition: linear_solver.h:1608
    +
    operations_research::MPSolverInterface
    Definition: linear_solver.h:1591
    operations_research::MPSolver::iterations
    int64 iterations() const
    Returns the number of simplex iterations.
    -
    operations_research::MPConstraint::terms
    const absl::flat_hash_map< const MPVariable *, double > & terms() const
    Returns a map from variables to their coefficients in the constraint.
    Definition: linear_solver.h:1254
    -
    operations_research::MPSolverParameters::PRESOLVE
    Advanced usage: presolve mode.
    Definition: linear_solver.h:1453
    +
    operations_research::MPConstraint::terms
    const absl::flat_hash_map< const MPVariable *, double > & terms() const
    Returns a map from variables to their coefficients in the constraint.
    Definition: linear_solver.h:1237
    +
    operations_research::MPSolverParameters::PRESOLVE
    Advanced usage: presolve mode.
    Definition: linear_solver.h:1436
    operations_research::MPSolver::LookupVariableOrNull
    MPVariable * LookupVariableOrNull(const std::string &var_name) const
    Looks up a variable by name, and returns nullptr if it does not exist.
    -
    operations_research::MPSolverParameters::kDefaultIntegerParamValue
    static const int kDefaultIntegerParamValue
    Definition: linear_solver.h:1515
    +
    operations_research::MPSolverParameters::kDefaultIntegerParamValue
    static const int kDefaultIntegerParamValue
    Definition: linear_solver.h:1498
    operations_research::MPSolverInterface::Write
    virtual void Write(const std::string &filename)
    operations_research::MPSolver::SetHint
    void SetHint(std::vector< std::pair< const MPVariable *, double > > hint)
    Set a hint for solution.
    operations_research::MPSolver::MODEL_INVALID
    the model is trivially invalid (NaN coefficients, etc).
    Definition: linear_solver.h:442
    operations_research::MPSolver::MakeBoolVarArray
    void MakeBoolVarArray(int nb, const std::string &name, std::vector< MPVariable * > *vars)
    Creates an array of boolean variables.
    -
    operations_research::MPObjective::GurobiInterface
    friend class GurobiInterface
    Definition: linear_solver.h:1054
    -
    operations_research::MPSolverInterface::InterruptSolve
    virtual bool InterruptSolve()
    Definition: linear_solver.h:1785
    -
    operations_research::MPVariable::SatInterface
    friend class SatInterface
    Definition: linear_solver.h:1185
    +
    operations_research::MPObjective::GurobiInterface
    friend class GurobiInterface
    Definition: linear_solver.h:1037
    +
    operations_research::MPSolverInterface::InterruptSolve
    virtual bool InterruptSolve()
    Definition: linear_solver.h:1768
    +
    operations_research::MPVariable::SatInterface
    friend class SatInterface
    Definition: linear_solver.h:1168
    operations_research::MPSolver::MPSolver
    MPSolver(const std::string &name, OptimizationProblemType problem_type)
    Create a solver with the given name and underlying solver backend.
    operations_research::MPSolverInterface::best_objective_bound
    virtual double best_objective_bound() const =0
    -
    operations_research::MPConstraint::set_is_lazy
    void set_is_lazy(bool laziness)
    Advanced usage: sets the constraint "laziness".
    Definition: linear_solver.h:1301
    -
    operations_research::LinearRange
    An expression of the form:
    Definition: linear_expr.h:182
    +
    operations_research::MPConstraint::set_is_lazy
    void set_is_lazy(bool laziness)
    Advanced usage: sets the constraint "laziness".
    Definition: linear_solver.h:1284
    +
    operations_research::LinearRange
    An expression of the form:
    Definition: linear_expr.h:180
    operations_research::MPSolverInterface::SetUnsupportedIntegerParam
    virtual void SetUnsupportedIntegerParam(MPSolverParameters::IntegerParam param)
    operations_research::MPSolver::CBC_MIXED_INTEGER_PROGRAMMING
    Mixed integer Programming Solver using Coin CBC.
    Definition: linear_solver.h:215
    operations_research::MPSolverInterface::Solve
    virtual MPSolver::ResultStatus Solve(const MPSolverParameters &param)=0
    -
    operations_research::MPSolver::CBCInterface
    friend class CBCInterface
    Definition: linear_solver.h:821
    -
    operations_research::MPVariable::name
    const std::string & name() const
    Returns the name of the variable.
    Definition: linear_solver.h:1087
    -
    operations_research::MPConstraint::is_lazy
    bool is_lazy() const
    Advanced usage: returns true if the constraint is "lazy" (see below).
    Definition: linear_solver.h:1286
    +
    operations_research::MPSolver::CBCInterface
    friend class CBCInterface
    Definition: linear_solver.h:804
    +
    operations_research::MPVariable::name
    const std::string & name() const
    Returns the name of the variable.
    Definition: linear_solver.h:1070
    +
    operations_research::MPConstraint::is_lazy
    bool is_lazy() const
    Advanced usage: returns true if the constraint is "lazy" (see below).
    Definition: linear_solver.h:1269
    operations_research::MPSolver::ParseSolverType
    static bool ParseSolverType(absl::string_view solver, OptimizationProblemType *type)
    Parses the name of the solver.
    -
    operations_research::MPConstraint::BopInterface
    friend class BopInterface
    Definition: linear_solver.h:1342
    -
    operations_research::MPObjective::offset
    double offset() const
    Gets the constant term in the objective.
    Definition: linear_solver.h:975
    -
    operations_research::MPSolverParameters::SCALING_OFF
    Scaling is off.
    Definition: linear_solver.h:1506
    +
    operations_research::MPConstraint::BopInterface
    friend class BopInterface
    Definition: linear_solver.h:1325
    +
    operations_research::MPObjective::offset
    double offset() const
    Gets the constant term in the objective.
    Definition: linear_solver.h:958
    +
    operations_research::MPSolverParameters::SCALING_OFF
    Scaling is off.
    Definition: linear_solver.h:1489
    operations_research::MPSolver::Objective
    const MPObjective & Objective() const
    Returns the objective object.
    Definition: linear_solver.h:417
    -
    operations_research::MPSolverInterface::last_constraint_index_
    int last_constraint_index_
    Definition: linear_solver.h:1807
    -
    operations_research::MPVariable::set_solution_value
    void set_solution_value(double value)
    Definition: linear_solver.h:1202
    -
    operations_research::MPObjective::CplexInterface
    friend class CplexInterface
    Definition: linear_solver.h:1055
    +
    operations_research::MPSolverInterface::last_constraint_index_
    int last_constraint_index_
    Definition: linear_solver.h:1790
    +
    operations_research::MPVariable::set_solution_value
    void set_solution_value(double value)
    Definition: linear_solver.h:1185
    +
    operations_research::MPObjective::CplexInterface
    friend class CplexInterface
    Definition: linear_solver.h:1038
    operations_research::MPObjective::SetCoefficient
    void SetCoefficient(const MPVariable *const var, double coeff)
    Sets the coefficient of the variable in the objective.
    operations_research::MPObjective::SetOptimizationDirection
    void SetOptimizationDirection(bool maximize)
    Sets the optimization direction (maximize: true or minimize: false).
    -
    operations_research::MPSolverInterface::variable_is_extracted
    bool variable_is_extracted(int var_index) const
    Definition: linear_solver.h:1744
    -
    operations_research::MPConstraint::GurobiInterface
    friend class GurobiInterface
    Definition: linear_solver.h:1339
    -
    operations_research::MPSolverInterface::MUST_RELOAD
    Definition: linear_solver.h:1613
    -
    operations_research::MPVariable::SLMInterface
    friend class SLMInterface
    Definition: linear_solver.h:1179
    -
    operations_research::MPSolverInterface::AddIndicatorConstraint
    virtual bool AddIndicatorConstraint(MPConstraint *const ct)
    Definition: linear_solver.h:1665
    -
    operations_research::MPSolverInterface::constraint_is_extracted
    bool constraint_is_extracted(int ct_index) const
    Definition: linear_solver.h:1750
    -
    operations_research::MPSolverParameters::IncrementalityValues
    IncrementalityValues
    Advanced usage: Incrementality options.
    Definition: linear_solver.h:1488
    -
    operations_research::MPConstraint::index
    int index() const
    Returns the index of the constraint in the MPSolver::constraints_.
    Definition: linear_solver.h:1309
    -
    operations_research::MPVariable::SCIPInterface
    friend class SCIPInterface
    Definition: linear_solver.h:1178
    -
    operations_research::MPVariable::GurobiInterface
    friend class GurobiInterface
    Definition: linear_solver.h:1180
    +
    operations_research::MPSolverInterface::variable_is_extracted
    bool variable_is_extracted(int var_index) const
    Definition: linear_solver.h:1727
    +
    operations_research::MPConstraint::GurobiInterface
    friend class GurobiInterface
    Definition: linear_solver.h:1322
    +
    operations_research::MPSolverInterface::MUST_RELOAD
    Definition: linear_solver.h:1596
    +
    operations_research::MPVariable::SLMInterface
    friend class SLMInterface
    Definition: linear_solver.h:1162
    +
    operations_research::MPSolverInterface::AddIndicatorConstraint
    virtual bool AddIndicatorConstraint(MPConstraint *const ct)
    Definition: linear_solver.h:1648
    +
    operations_research::MPSolverInterface::constraint_is_extracted
    bool constraint_is_extracted(int ct_index) const
    Definition: linear_solver.h:1733
    +
    operations_research::MPSolverParameters::IncrementalityValues
    IncrementalityValues
    Advanced usage: Incrementality options.
    Definition: linear_solver.h:1471
    +
    operations_research::MPConstraint::index
    int index() const
    Returns the index of the constraint in the MPSolver::constraints_.
    Definition: linear_solver.h:1292
    +
    operations_research::MPVariable::SCIPInterface
    friend class SCIPInterface
    Definition: linear_solver.h:1161
    +
    operations_research::MPVariable::GurobiInterface
    friend class GurobiInterface
    Definition: linear_solver.h:1163
    operations_research::MPSolver::SetStartingLpBasis
    void SetStartingLpBasis(const std::vector< MPSolver::BasisStatus > &variable_statuses, const std::vector< MPSolver::BasisStatus > &constraint_statuses)
    Advanced usage: Incrementality.
    -
    operations_research::MPConstraint::GLPKInterface
    friend class GLPKInterface
    Definition: linear_solver.h:1336
    -
    operations_research::MPSolverParameters::kDefaultDoubleParamValue
    static const double kDefaultDoubleParamValue
    Definition: linear_solver.h:1514
    -
    operations_research::MPSolverParameters::INCREMENTALITY_ON
    Reuse results from previous solve as much as the underlying solver allows.
    Definition: linear_solver.h:1498
    -
    operations_research::MPSolverInterface::MODEL_SYNCHRONIZED
    Definition: linear_solver.h:1617
    +
    operations_research::MPConstraint::GLPKInterface
    friend class GLPKInterface
    Definition: linear_solver.h:1319
    +
    operations_research::MPSolverParameters::kDefaultDoubleParamValue
    static const double kDefaultDoubleParamValue
    Definition: linear_solver.h:1497
    +
    operations_research::MPSolverParameters::INCREMENTALITY_ON
    Reuse results from previous solve as much as the underlying solver allows.
    Definition: linear_solver.h:1481
    +
    operations_research::MPSolverInterface::MODEL_SYNCHRONIZED
    Definition: linear_solver.h:1600
    operations_research::MPSolver::ExportModelAsMpsFormat
    bool ExportModelAsMpsFormat(bool fixed_format, bool obfuscate, std::string *model_str) const
    operations_research::MPVariable::SetBranchingPriority
    void SetBranchingPriority(int priority)
    operations_research::MPSolverInterface::trivial_worst_objective_bound
    double trivial_worst_objective_bound() const
    -
    operations_research::MPObjective::KnapsackInterface
    friend class KnapsackInterface
    Definition: linear_solver.h:1059
    -
    operations_research::MPSolverParameters::DUAL
    Definition: linear_solver.h:1480
    +
    operations_research::MPObjective::KnapsackInterface
    friend class KnapsackInterface
    Definition: linear_solver.h:1042
    +
    operations_research::MPSolverParameters::DUAL
    Definition: linear_solver.h:1463
    operations_research::MPSolver::MakeIntVar
    MPVariable * MakeIntVar(double lb, double ub, const std::string &name)
    Creates an integer variable.
    operations_research::MPSolverInterface::SetCoefficient
    virtual void SetCoefficient(MPConstraint *const constraint, const MPVariable *const variable, double new_value, double old_value)=0
    operations_research::MPSolver::Clear
    void Clear()
    Clears the objective (including the optimization direction), all variables and constraints.
    -
    operations_research::MPObjective::SCIPInterface
    friend class SCIPInterface
    Definition: linear_solver.h:1052
    -
    operations_research::MPConstraint::CLPInterface
    friend class CLPInterface
    Definition: linear_solver.h:1335
    -
    operations_research::MPObjective::BopInterface
    friend class BopInterface
    Definition: linear_solver.h:1057
    -
    operations_research::MPVariable::BopInterface
    friend class BopInterface
    Definition: linear_solver.h:1184
    -
    operations_research::MPSolverInterface::quiet
    bool quiet() const
    Definition: linear_solver.h:1758
    +
    operations_research::MPObjective::SCIPInterface
    friend class SCIPInterface
    Definition: linear_solver.h:1035
    +
    operations_research::MPConstraint::CLPInterface
    friend class CLPInterface
    Definition: linear_solver.h:1318
    +
    operations_research::MPObjective::BopInterface
    friend class BopInterface
    Definition: linear_solver.h:1040
    +
    operations_research::MPVariable::BopInterface
    friend class BopInterface
    Definition: linear_solver.h:1167
    +
    operations_research::MPSolverInterface::quiet
    bool quiet() const
    Definition: linear_solver.h:1741
    operations_research::MPSolverInterface::SetScalingMode
    virtual void SetScalingMode(int value)=0
    -
    operations_research::MPConstraint::SCIPInterface
    friend class SCIPInterface
    Definition: linear_solver.h:1337
    +
    operations_research::MPConstraint::SCIPInterface
    friend class SCIPInterface
    Definition: linear_solver.h:1320
    operations_research::kDefaultPrimalTolerance
    constexpr double kDefaultPrimalTolerance
    Definition: linear_solver.h:162
    operations_research::MPSolver::NumVariables
    int NumVariables() const
    Returns the number of variables.
    Definition: linear_solver.h:276
    -
    operations_research::MPObjective::CBCInterface
    friend class CBCInterface
    Definition: linear_solver.h:1049
    +
    operations_research::MPObjective::CBCInterface
    friend class CBCInterface
    Definition: linear_solver.h:1032
    operations_research::MPConstraint::dual_value
    double dual_value() const
    Advanced usage: returns the dual value of the constraint in the current solution (only available for ...
    operations_research::MPSolverInterface::SetDualTolerance
    virtual void SetDualTolerance(double value)=0
    operations_research::MPConstraint::SetCoefficient
    void SetCoefficient(const MPVariable *const var, double coeff)
    Sets the coefficient of the variable on the constraint.
    operations_research::MPSolverInterface::SolverVersion
    virtual std::string SolverVersion() const =0
    -
    operations_research::MPSolverParameters::kDefaultPrimalTolerance
    static const double kDefaultPrimalTolerance
    Definition: linear_solver.h:1531
    +
    operations_research::MPSolverParameters::kDefaultPrimalTolerance
    static const double kDefaultPrimalTolerance
    Definition: linear_solver.h:1514
    operations_research::MPSolverInterface::underlying_solver
    virtual void * underlying_solver()=0
    operations_research::MPSolver::SolveWithProto
    static void SolveWithProto(const MPModelRequest &model_request, MPSolutionResponse *response)
    Solves the model encoded by a MPModelRequest protocol buffer and fills the solution encoded as a MPSo...
    -
    operations_research::MPSolverInterface::result_status
    MPSolver::ResultStatus result_status() const
    Definition: linear_solver.h:1763
    +
    operations_research::MPSolverInterface::result_status
    MPSolver::ResultStatus result_status() const
    Definition: linear_solver.h:1746
    operations_research::MPSolverInterface::ValidFileExtensionForParameterFile
    virtual std::string ValidFileExtensionForParameterFile() const
    -
    operations_research::MPSolverParameters::PresolveValues
    PresolveValues
    For each categorical parameter, enumeration of possible values.
    Definition: linear_solver.h:1471
    -
    operations_research::MPVariable::MPVariableSolutionValueTest
    friend class MPVariableSolutionValueTest
    Definition: linear_solver.h:1183
    -
    operations_research::MPConstraint::indicator_variable
    const MPVariable * indicator_variable() const
    Definition: linear_solver.h:1303
    +
    operations_research::MPSolverParameters::PresolveValues
    PresolveValues
    For each categorical parameter, enumeration of possible values.
    Definition: linear_solver.h:1454
    +
    operations_research::MPVariable::MPVariableSolutionValueTest
    friend class MPVariableSolutionValueTest
    Definition: linear_solver.h:1166
    +
    operations_research::MPConstraint::indicator_variable
    const MPVariable * indicator_variable() const
    Definition: linear_solver.h:1286
    operations_research::MPSolver::MutableObjective
    MPObjective * MutableObjective()
    Returns the mutable objective object.
    Definition: linear_solver.h:422
    operations_research::MPSolver::~MPSolver
    virtual ~MPSolver()
    operations_research::MPSolver::ExportModelToProto
    void ExportModelToProto(MPModelProto *output_model) const
    Exports model to protocol buffer.
    @@ -164,214 +164,214 @@ $(document).ready(function(){initNavTree('linear__solver_8h_source.html','');});
    operations_research::MPSolver::EnableOutput
    void EnableOutput()
    Enable output.
    operations_research::MPSolverInterface::SetObjectiveCoefficient
    virtual void SetObjectiveCoefficient(const MPVariable *const variable, double coefficient)=0
    operations_research::MPSolverParameters::GetIntegerParam
    int GetIntegerParam(MPSolverParameters::IntegerParam param) const
    Returns the value of an integer parameter.
    -
    operations_research::MPObjective::SetMaximization
    void SetMaximization()
    Sets the optimization direction to maximize.
    Definition: linear_solver.h:1014
    +
    operations_research::MPObjective::SetMaximization
    void SetMaximization()
    Sets the optimization direction to maximize.
    Definition: linear_solver.h:997
    operations_research::MPSolverInterface::SetDoubleParamToUnsupportedValue
    void SetDoubleParamToUnsupportedValue(MPSolverParameters::DoubleParam param, double value)
    -
    operations_research::MPObjective::GLPKInterface
    friend class GLPKInterface
    Definition: linear_solver.h:1051
    -
    operations_research::MPVariable::GLPKInterface
    friend class GLPKInterface
    Definition: linear_solver.h:1177
    +
    operations_research::MPObjective::GLPKInterface
    friend class GLPKInterface
    Definition: linear_solver.h:1034
    +
    operations_research::MPVariable::GLPKInterface
    friend class GLPKInterface
    Definition: linear_solver.h:1160
    operations_research::MPSolverInterface::objective_value
    double objective_value() const
    operations_research::MPSolver::SetSolverSpecificParametersAsString
    bool SetSolverSpecificParametersAsString(const std::string &parameters)
    Advanced usage: pass solver specific parameters in text format.
    operations_research::MPSolver::SCIP_MIXED_INTEGER_PROGRAMMING
    Mixed integer Programming Solver using SCIP.
    Definition: linear_solver.h:207
    -
    operations_research::MPSolver::wall_time
    int64 wall_time() const
    Definition: linear_solver.h:815
    -
    operations_research::MPSolverParameters::kDefaultIncrementality
    static const IncrementalityValues kDefaultIncrementality
    Definition: linear_solver.h:1534
    +
    operations_research::MPSolver::wall_time
    int64 wall_time() const
    Definition: linear_solver.h:798
    +
    operations_research::MPSolverParameters::kDefaultIncrementality
    static const IncrementalityValues kDefaultIncrementality
    Definition: linear_solver.h:1517
    operations_research::MPSolverInterface::nodes
    virtual int64 nodes() const =0
    operations_research::MPSolver::NextSolution
    ABSL_MUST_USE_RESULT bool NextSolution()
    Some solvers (MIP only, not LP) can produce multiple solutions to the problem.
    operations_research::MPSolverInterface::CheckSolutionIsSynchronized
    bool CheckSolutionIsSynchronized() const
    -
    operations_research::MPSolver::FREE
    Definition: linear_solver.h:671
    -
    operations_research::MPConstraint::CplexInterface
    friend class CplexInterface
    Definition: linear_solver.h:1340
    +
    operations_research::MPSolver::FREE
    Definition: linear_solver.h:654
    +
    operations_research::MPConstraint::CplexInterface
    friend class CplexInterface
    Definition: linear_solver.h:1323
    operations_research::MPSolver::MakeIntVarArray
    void MakeIntVarArray(int nb, double lb, double ub, const std::string &name, std::vector< MPVariable * > *vars)
    Creates an array of integer variables.
    operations_research::MPSolverInterface::IsMIP
    virtual bool IsMIP() const =0
    operations_research::MPSolverInterface::ExtractNewVariables
    virtual void ExtractNewVariables()=0
    operations_research::MPSolverInterface::ClearConstraint
    virtual void ClearConstraint(MPConstraint *const constraint)=0
    operations_research::MPSolver::Write
    void Write(const std::string &file_name)
    Writes the model using the solver internal write function.
    operations_research::MPVariable::basis_status
    MPSolver::BasisStatus basis_status() const
    Advanced usage: returns the basis status of the variable in the current solution (only available for ...
    -
    operations_research::MPSolverParameters::SCALING_ON
    Scaling is on.
    Definition: linear_solver.h:1508
    -
    operations_research::MPConstraint::indicator_value
    bool indicator_value() const
    Definition: linear_solver.h:1304
    +
    operations_research::MPSolverParameters::SCALING_ON
    Scaling is on.
    Definition: linear_solver.h:1491
    +
    operations_research::MPConstraint::indicator_value
    bool indicator_value() const
    Definition: linear_solver.h:1287
    operations_research::MPSolver::ProblemType
    virtual OptimizationProblemType ProblemType() const
    Returns the optimization problem type set at construction.
    Definition: linear_solver.h:262
    -
    operations_research::MPSolver::SLMInterface
    friend class SLMInterface
    Definition: linear_solver.h:825
    +
    operations_research::MPSolver::SLMInterface
    friend class SLMInterface
    Definition: linear_solver.h:808
    operations_research::MPSolver::SuppressOutput
    void SuppressOutput()
    Suppress output.
    operations_research::MPSolverInterface::ExtractModel
    void ExtractModel()
    operations_research::MPConstraint::Clear
    void Clear()
    Clears all variables and coefficients.
    -
    operations_research::MPObjective::SatInterface
    friend class SatInterface
    Definition: linear_solver.h:1058
    -
    operations_research::MPSolverInterface::CheckSolutionIsSynchronizedAndExists
    bool CheckSolutionIsSynchronizedAndExists() const
    Definition: linear_solver.h:1721
    +
    operations_research::MPObjective::SatInterface
    friend class SatInterface
    Definition: linear_solver.h:1041
    +
    operations_research::MPSolverInterface::CheckSolutionIsSynchronizedAndExists
    bool CheckSolutionIsSynchronizedAndExists() const
    Definition: linear_solver.h:1704
    operations_research::MPSolverInterface::Reset
    virtual void Reset()=0
    -
    operations_research::MPSolverInterface::set_constraint_as_extracted
    void set_constraint_as_extracted(int ct_index, bool extracted)
    Definition: linear_solver.h:1753
    -
    operations_research::MPSolver::SetTimeLimit
    void SetTimeLimit(absl::Duration time_limit)
    Definition: linear_solver.h:715
    +
    operations_research::MPSolverInterface::set_constraint_as_extracted
    void set_constraint_as_extracted(int ct_index, bool extracted)
    Definition: linear_solver.h:1736
    +
    operations_research::MPSolver::SetTimeLimit
    void SetTimeLimit(absl::Duration time_limit)
    Definition: linear_solver.h:698
    operations_research::MPSolutionResponse
    Definition: linear_solver.pb.h:2061
    operations_research::MPSolver::LoadModelFromProtoWithUniqueNamesOrDie
    MPSolverResponseStatus LoadModelFromProtoWithUniqueNamesOrDie(const MPModelProto &input_model, std::string *error_message)
    Loads model from protocol buffer.
    -
    operations_research::MPSolverParameters::PRESOLVE_ON
    Definition: linear_solver.h:1473
    -
    operations_research::MPVariable::GLOPInterface
    friend class GLOPInterface
    Definition: linear_solver.h:1182
    -
    operations_research::MPConstraint::GLOPInterface
    friend class GLOPInterface
    Definition: linear_solver.h:1341
    +
    operations_research::MPSolverParameters::PRESOLVE_ON
    Definition: linear_solver.h:1456
    +
    operations_research::MPVariable::GLOPInterface
    friend class GLOPInterface
    Definition: linear_solver.h:1165
    +
    operations_research::MPConstraint::GLOPInterface
    friend class GLOPInterface
    Definition: linear_solver.h:1324
    operations_research::MPSolver::SupportsProblemType
    static bool SupportsProblemType(OptimizationProblemType problem_type)
    Whether the given problem type is supported (this will depend on the targets that you linked).
    operations_research::MPSolver::ComputeExactConditionNumber
    double ComputeExactConditionNumber() const
    Advanced usage: computes the exact condition number of the current scaled basis: L1norm(B) * L1norm(i...
    -
    operations_research::MPSolver::AT_LOWER_BOUND
    Definition: linear_solver.h:672
    +
    operations_research::MPSolver::AT_LOWER_BOUND
    Definition: linear_solver.h:655
    operations_research::MPObjective::minimization
    bool minimization() const
    Is the optimization direction set to minimize?
    -
    operations_research::MPObjective::CLPInterface
    friend class CLPInterface
    Definition: linear_solver.h:1050
    +
    operations_research::MPObjective::CLPInterface
    friend class CLPInterface
    Definition: linear_solver.h:1033
    operations_research::MPSolverInterface::SetOptimizationDirection
    virtual void SetOptimizationDirection(bool maximize)=0
    operations_research::MPSolverInterface::InvalidateSolutionSynchronization
    void InvalidateSolutionSynchronization()
    operations_research::MPObjective::AddLinearExpr
    void AddLinearExpr(const LinearExpr &linear_expr)
    Adds linear_expr to the current objective, does not change the direction.
    -
    operations_research::MPObjective::SetMinimization
    void SetMinimization()
    Sets the optimization direction to minimize.
    Definition: linear_solver.h:1009
    -
    operations_research::MPObjective::MinimizeLinearExpr
    void MinimizeLinearExpr(const LinearExpr &linear_expr)
    Resets the current objective to minimize linear_expr.
    Definition: linear_solver.h:992
    -
    operations_research::operator<<
    std::ostream & operator<<(std::ostream &os, MPSolver::OptimizationProblemType optimization_problem_type)
    Definition: linear_solver.h:911
    -
    operations_research::MPSolverParameters::BARRIER
    Definition: linear_solver.h:1482
    +
    operations_research::MPObjective::SetMinimization
    void SetMinimization()
    Sets the optimization direction to minimize.
    Definition: linear_solver.h:992
    +
    operations_research::MPObjective::MinimizeLinearExpr
    void MinimizeLinearExpr(const LinearExpr &linear_expr)
    Resets the current objective to minimize linear_expr.
    Definition: linear_solver.h:975
    +
    operations_research::operator<<
    std::ostream & operator<<(std::ostream &os, MPSolver::OptimizationProblemType optimization_problem_type)
    Definition: linear_solver.h:894
    +
    operations_research::MPSolverParameters::BARRIER
    Definition: linear_solver.h:1465
    operations_research::MPSolver::MakeNumVarArray
    void MakeNumVarArray(int nb, double lb, double ub, const std::string &name, std::vector< MPVariable * > *vars)
    Creates an array of continuous variables.
    operations_research::MPSolverInterface::CheckBestObjectiveBoundExists
    virtual bool CheckBestObjectiveBoundExists() const
    operations_research::MPSolverResponseStatus
    MPSolverResponseStatus
    Definition: linear_solver.pb.h:191
    -
    operations_research::LinearExpr
    LinearExpr models a quantity that is linear in the decision variables (MPVariable) of an optimization...
    Definition: linear_expr.h:112
    +
    operations_research::LinearExpr
    LinearExpr models a quantity that is linear in the decision variables (MPVariable) of an optimization...
    Definition: linear_expr.h:110
    operations_research::MPSolver::VerifySolution
    bool VerifySolution(double tolerance, bool log_errors) const
    Advanced usage: Verifies the correctness of the solution.
    operations_research::MPSolverParameters::ResetIntegerParam
    void ResetIntegerParam(MPSolverParameters::IntegerParam param)
    Sets an integer parameter to its default value (default value defined in MPSolverParameters if it exi...
    -
    operations_research::MPSolverInterface::solver_
    MPSolver *const solver_
    Definition: linear_solver.h:1797
    +
    operations_research::MPSolverInterface::solver_
    MPSolver *const solver_
    Definition: linear_solver.h:1780
    operations_research::MPSolverInterface::SetSolverSpecificParametersAsString
    virtual bool SetSolverSpecificParametersAsString(const std::string &parameters)
    -
    operations_research::MPSolverParameters::INCREMENTALITY_OFF
    Start solve from scratch.
    Definition: linear_solver.h:1492
    +
    operations_research::MPSolverParameters::INCREMENTALITY_OFF
    Start solve from scratch.
    Definition: linear_solver.h:1475
    operations_research::MPSolver::nodes
    int64 nodes() const
    Returns the number of branch-and-bound nodes evaluated during the solve.
    operations_research::MPSolver::GLOP_LINEAR_PROGRAMMING
    Linear Programming solver using GLOP (Recommended solver).
    Definition: linear_solver.h:193
    -
    operations_research::MPSolver::infinity
    static double infinity()
    Infinity.
    Definition: linear_solver.h:698
    -
    operations_research::MPVariable::CLPInterface
    friend class CLPInterface
    Definition: linear_solver.h:1176
    +
    operations_research::MPSolver::infinity
    static double infinity()
    Infinity.
    Definition: linear_solver.h:681
    +
    operations_research::MPVariable::CLPInterface
    friend class CLPInterface
    Definition: linear_solver.h:1159
    operations_research::MPSolver::OwnsVariable
    bool OwnsVariable(const MPVariable *var) const
    operations_research::MPSolverInterface::AddVariable
    virtual void AddVariable(MPVariable *const var)=0
    operations_research::MPSolver::MakeVarArray
    void MakeVarArray(int nb, double lb, double ub, bool integer, const std::string &name_prefix, std::vector< MPVariable * > *vars)
    Creates an array of variables.
    operations_research::MPSolverInterface::SetVariableBounds
    virtual void SetVariableBounds(int index, double lb, double ub)=0
    -
    operations_research::MPVariable::SetLB
    void SetLB(double lb)
    Sets the lower bound.
    Definition: linear_solver.h:1126
    -
    operations_research::MPConstraint::CBCInterface
    friend class CBCInterface
    Definition: linear_solver.h:1334
    +
    operations_research::MPVariable::SetLB
    void SetLB(double lb)
    Sets the lower bound.
    Definition: linear_solver.h:1109
    +
    operations_research::MPConstraint::CBCInterface
    friend class CBCInterface
    Definition: linear_solver.h:1317
    operations_research::MPSolverInterface::SetMIPParameters
    void SetMIPParameters(const MPSolverParameters &param)
    operations_research::MPVariable::SetInteger
    void SetInteger(bool integer)
    Sets the integrality requirement of the variable.
    operations_research::MPSolverInterface::ExtractObjective
    virtual void ExtractObjective()=0
    operations_research::MPSolverInterface::SetPrimalTolerance
    virtual void SetPrimalTolerance(double value)=0
    -
    operations_research::MPSolver::CLPInterface
    friend class CLPInterface
    Definition: linear_solver.h:820
    -
    operations_research::MPSolver::set_time_limit
    void set_time_limit(int64 time_limit_milliseconds)
    Definition: linear_solver.h:805
    -
    operations_research::MPSolverInterface::quiet_
    bool quiet_
    Definition: linear_solver.h:1815
    +
    operations_research::MPSolver::CLPInterface
    friend class CLPInterface
    Definition: linear_solver.h:803
    +
    operations_research::MPSolver::set_time_limit
    void set_time_limit(int64 time_limit_milliseconds)
    Definition: linear_solver.h:788
    +
    operations_research::MPSolverInterface::quiet_
    bool quiet_
    Definition: linear_solver.h:1798
    operations_research::MPSolver::INFEASIBLE
    proven infeasible.
    Definition: linear_solver.h:436
    operations_research::MPSolver::Solve
    ResultStatus Solve()
    Solves the problem using default parameter values.
    operations_research::MPSolver::MakeRowConstraint
    MPConstraint * MakeRowConstraint()
    Creates a constraint with -infinity and +infinity bounds.
    operations_research::MPSolverParameters::SetDoubleParam
    void SetDoubleParam(MPSolverParameters::DoubleParam param, double value)
    Sets a double parameter to a specific value.
    operations_research::MPSolver::OptimizationProblemType
    OptimizationProblemType
    The type of problems (LP or MIP) that will be solved and the underlying solver (GLOP,...
    Definition: linear_solver.h:182
    -
    operations_research::MPSolverInterface::NextSolution
    virtual bool NextSolution()
    Definition: linear_solver.h:1788
    +
    operations_research::MPSolverInterface::NextSolution
    virtual bool NextSolution()
    Definition: linear_solver.h:1771
    operations_research::MPSolver::Name
    const std::string & Name() const
    Returns the name of the model set at construction.
    Definition: linear_solver.h:255
    operations_research::MPSolverParameters::MPSolverParameters
    MPSolverParameters()
    The constructor sets all parameters to their default value.
    -
    operations_research::MPSolverParameters::LP_ALGORITHM
    Algorithm to solve linear programs.
    Definition: linear_solver.h:1457
    +
    operations_research::MPSolverParameters::LP_ALGORITHM
    Algorithm to solve linear programs.
    Definition: linear_solver.h:1440
    operations_research::ToString
    const absl::string_view ToString(MPSolver::OptimizationProblemType optimization_problem_type)
    -
    operations_research::MPSolver::BasisStatus
    BasisStatus
    Advanced usage: possible basis status values for a variable and the slack variable of a linear constr...
    Definition: linear_solver.h:670
    +
    operations_research::MPSolver::BasisStatus
    BasisStatus
    Advanced usage: possible basis status values for a variable and the slack variable of a linear constr...
    Definition: linear_solver.h:653
    operations_research::MPConstraint::basis_status
    MPSolver::BasisStatus basis_status() const
    Advanced usage: returns the basis status of the constraint.
    operations_research::MPSolver::ResultStatus
    ResultStatus
    The status of solving the problem.
    Definition: linear_solver.h:430
    -
    operations_research::MPSolverParameters::PRIMAL_TOLERANCE
    Advanced usage: tolerance for primal feasibility of basic solutions.
    Definition: linear_solver.h:1439
    -
    operations_research::MPSolverInterface::objective_value_
    double objective_value_
    Definition: linear_solver.h:1812
    +
    operations_research::MPSolverParameters::PRIMAL_TOLERANCE
    Advanced usage: tolerance for primal feasibility of basic solutions.
    Definition: linear_solver.h:1422
    +
    operations_research::MPSolverInterface::objective_value_
    double objective_value_
    Definition: linear_solver.h:1795
    operations_research::MPSolverInterface::SetVariableInteger
    virtual void SetVariableInteger(int index, bool integer)=0
    operations_research::MPObjective::BestBound
    double BestBound() const
    Returns the best objective bound.
    operations_research::MPModelRequest
    Definition: linear_solver.pb.h:1834
    -
    operations_research::MPObjective::terms
    const absl::flat_hash_map< const MPVariable *, double > & terms() const
    Returns a map from variables to their coefficients in the objective.
    Definition: linear_solver.h:963
    -
    operations_research::MPSolverParameters::PRESOLVE_OFF
    Definition: linear_solver.h:1472
    -
    operations_research::MPSolverParameters::kUnknownIntegerParamValue
    static const int kUnknownIntegerParamValue
    Definition: linear_solver.h:1521
    +
    operations_research::MPObjective::terms
    const absl::flat_hash_map< const MPVariable *, double > & terms() const
    Returns a map from variables to their coefficients in the objective.
    Definition: linear_solver.h:946
    +
    operations_research::MPSolverParameters::PRESOLVE_OFF
    Definition: linear_solver.h:1455
    +
    operations_research::MPSolverParameters::kUnknownIntegerParamValue
    static const int kUnknownIntegerParamValue
    Definition: linear_solver.h:1504
    operations_research::MPSolverInterface::ExtractNewConstraints
    virtual void ExtractNewConstraints()=0
    linear_expr.h
    This file allows you to write natural code (like a mathematical equation) to model optimization probl...
    operations_research::MPSolverInterface::row_status
    virtual MPSolver::BasisStatus row_status(int constraint_index) const =0
    -
    operations_research::MPVariable::ub
    double ub() const
    Returns the upper bound.
    Definition: linear_solver.h:1121
    -
    operations_research::MPSolverParameters
    This class stores parameter settings for LP and MIP solvers.
    Definition: linear_solver.h:1423
    -
    operations_research::MPConstraint::name
    const std::string & name() const
    Returns the name of the constraint.
    Definition: linear_solver.h:1228
    +
    operations_research::MPVariable::ub
    double ub() const
    Returns the upper bound.
    Definition: linear_solver.h:1104
    +
    operations_research::MPSolverParameters
    This class stores parameter settings for LP and MIP solvers.
    Definition: linear_solver.h:1406
    +
    operations_research::MPConstraint::name
    const std::string & name() const
    Returns the name of the constraint.
    Definition: linear_solver.h:1211
    operations_research::MPSolver::IsMIP
    bool IsMIP() const
    -
    operations_research::MPSolver::SatInterface
    friend class SatInterface
    Definition: linear_solver.h:829
    -
    operations_research::MPSolverParameters::LpAlgorithmValues
    LpAlgorithmValues
    LP algorithm to use.
    Definition: linear_solver.h:1479
    -
    operations_research::MPConstraint
    The class for constraints of a Mathematical Programming (MP) model.
    Definition: linear_solver.h:1223
    -
    operations_research::MPSolverInterface::BranchingPriorityChangedForVariable
    virtual void BranchingPriorityChangedForVariable(int var_index)
    Definition: linear_solver.h:1691
    +
    operations_research::MPSolver::SatInterface
    friend class SatInterface
    Definition: linear_solver.h:812
    +
    operations_research::MPSolverParameters::LpAlgorithmValues
    LpAlgorithmValues
    LP algorithm to use.
    Definition: linear_solver.h:1462
    +
    operations_research::MPConstraint
    The class for constraints of a Mathematical Programming (MP) model.
    Definition: linear_solver.h:1206
    +
    operations_research::MPSolverInterface::BranchingPriorityChangedForVariable
    virtual void BranchingPriorityChangedForVariable(int var_index)
    Definition: linear_solver.h:1674
    operations_research::MPSolver::NumConstraints
    int NumConstraints() const
    Returns the number of constraints.
    Definition: linear_solver.h:355
    -
    operations_research::MPSolver::KnapsackInterface
    friend class KnapsackInterface
    Definition: linear_solver.h:830
    -
    operations_research::MPSolver::GurobiInterface
    friend class GurobiInterface
    Definition: linear_solver.h:823
    -
    operations_research::MPConstraint::set_dual_value
    void set_dual_value(double dual_value)
    Definition: linear_solver.h:1361
    +
    operations_research::MPSolver::KnapsackInterface
    friend class KnapsackInterface
    Definition: linear_solver.h:813
    +
    operations_research::MPSolver::GurobiInterface
    friend class GurobiInterface
    Definition: linear_solver.h:806
    +
    operations_research::MPConstraint::set_dual_value
    void set_dual_value(double dual_value)
    Definition: linear_solver.h:1344
    operations_research::MPSolver::OPTIMAL
    optimal.
    Definition: linear_solver.h:432
    -
    operations_research::MPSolver::FIXED_VALUE
    Definition: linear_solver.h:674
    +
    operations_research::MPSolver::FIXED_VALUE
    Definition: linear_solver.h:657
    operations_research::MPVariable::unrounded_solution_value
    double unrounded_solution_value() const
    Advanced usage: unrounded solution value.
    -
    operations_research::MPSolver::BASIC
    Definition: linear_solver.h:675
    +
    operations_research::MPSolver::BASIC
    Definition: linear_solver.h:658
    operations_research::MPSolver::ComputeConstraintActivities
    std::vector< double > ComputeConstraintActivities() const
    Advanced usage: compute the "activities" of all constraints, which are the sums of their linear terms...
    -
    operations_research::MPSolverInterface::maximize_
    bool maximize_
    Definition: linear_solver.h:1804
    +
    operations_research::MPSolverInterface::maximize_
    bool maximize_
    Definition: linear_solver.h:1787
    operations_research::MPSolver::SetNumThreads
    util::Status SetNumThreads(int num_threads)
    Sets the number of threads to use by the underlying solver.
    -
    operations_research::MPSolverParameters::PRIMAL
    Definition: linear_solver.h:1481
    -
    operations_research::MPSolverParameters::ScalingValues
    ScalingValues
    Advanced usage: Scaling options.
    Definition: linear_solver.h:1504
    -
    operations_research::AbslUnparseFlag
    std::string AbslUnparseFlag(MPSolver::OptimizationProblemType solver_type)
    Definition: linear_solver.h:927
    +
    operations_research::MPSolverParameters::PRIMAL
    Definition: linear_solver.h:1464
    +
    operations_research::MPSolverParameters::ScalingValues
    ScalingValues
    Advanced usage: Scaling options.
    Definition: linear_solver.h:1487
    +
    operations_research::AbslUnparseFlag
    std::string AbslUnparseFlag(MPSolver::OptimizationProblemType solver_type)
    Definition: linear_solver.h:910
    operations_research::AbslParseFlag
    bool AbslParseFlag(absl::string_view text, MPSolver::OptimizationProblemType *solver_type, std::string *error)
    operations_research::MPSolver::ABNORMAL
    abnormal, i.e., error of some kind.
    Definition: linear_solver.h:440
    -
    operations_research::MPVariable::MPVariable
    MPVariable(int index, double lb, double ub, bool integer, const std::string &name, MPSolverInterface *const interface_in)
    Definition: linear_solver.h:1191
    -
    operations_research::MPSolver::time_limit
    int64 time_limit() const
    Definition: linear_solver.h:800
    -
    operations_research::MPVariable::SetUB
    void SetUB(double ub)
    Sets the upper bound.
    Definition: linear_solver.h:1130
    +
    operations_research::MPVariable::MPVariable
    MPVariable(int index, double lb, double ub, bool integer, const std::string &name, MPSolverInterface *const interface_in)
    Definition: linear_solver.h:1174
    +
    operations_research::MPSolver::time_limit
    int64 time_limit() const
    Definition: linear_solver.h:783
    +
    operations_research::MPVariable::SetUB
    void SetUB(double ub)
    Sets the upper bound.
    Definition: linear_solver.h:1113
    operations_research::MPSolver::ExportModelAsLpFormat
    bool ExportModelAsLpFormat(bool obfuscate, std::string *model_str) const
    Shortcuts to the homonymous MPModelProtoExporter methods, via exporting to a MPModelProto with Export...
    -
    operations_research::MPSolverParameters::kUnknownDoubleParamValue
    static const double kUnknownDoubleParamValue
    Definition: linear_solver.h:1520
    +
    operations_research::MPSolverParameters::kUnknownDoubleParamValue
    static const double kUnknownDoubleParamValue
    Definition: linear_solver.h:1503
    operations_research::MPSolverParameters::Reset
    void Reset()
    Sets all parameters to their default value.
    -
    operations_research::MPSolverInterface::kUnknownNumberOfIterations
    static const int64 kUnknownNumberOfIterations
    Definition: linear_solver.h:1625
    -
    operations_research::MPSolver::DurationSinceConstruction
    absl::Duration DurationSinceConstruction() const
    Definition: linear_solver.h:720
    -
    operations_research::MPVariable::CplexInterface
    friend class CplexInterface
    Definition: linear_solver.h:1181
    +
    operations_research::MPSolverInterface::kUnknownNumberOfIterations
    static const int64 kUnknownNumberOfIterations
    Definition: linear_solver.h:1608
    +
    operations_research::MPSolver::DurationSinceConstruction
    absl::Duration DurationSinceConstruction() const
    Definition: linear_solver.h:703
    +
    operations_research::MPVariable::CplexInterface
    friend class CplexInterface
    Definition: linear_solver.h:1164
    operations_research::MPSolverParameters::ResetDoubleParam
    void ResetDoubleParam(MPSolverParameters::DoubleParam param)
    Sets a double parameter to its default value (default value defined in MPSolverParameters if it exist...
    -
    operations_research::MPConstraint::KnapsackInterface
    friend class KnapsackInterface
    Definition: linear_solver.h:1344
    +
    operations_research::MPConstraint::KnapsackInterface
    friend class KnapsackInterface
    Definition: linear_solver.h:1327
    operations_research::MPSolver::LoadModelFromProto
    MPSolverResponseStatus LoadModelFromProto(const MPModelProto &input_model, std::string *error_message)
    Loads model from protocol buffer.
    linear_solver.pb.h
    operations_research::MPSolverInterface::AddRowConstraint
    virtual void AddRowConstraint(MPConstraint *const ct)=0
    -
    operations_research::MPSolverInterface::last_variable_index_
    int last_variable_index_
    Definition: linear_solver.h:1809
    +
    operations_research::MPSolverInterface::last_variable_index_
    int last_variable_index_
    Definition: linear_solver.h:1792
    operations_research::MPSolver::CLP_LINEAR_PROGRAMMING
    Linear Programming solver using Coin CBC.
    Definition: linear_solver.h:185
    operations_research::MPSolver::SolverVersion
    std::string SolverVersion() const
    Returns a std::string describing the underlying solver and its version.
    operations_research::MPSolverInterface::ComputeExactConditionNumber
    virtual double ComputeExactConditionNumber() const
    operations_research::MPSolver::MakeNumVar
    MPVariable * MakeNumVar(double lb, double ub, const std::string &name)
    Creates a continuous variable.
    -
    operations_research
    Definition: linear_expr.h:82
    +
    operations_research
    Definition: linear_expr.h:80
    operations_research::MPSolverInterface::~MPSolverInterface
    virtual ~MPSolverInterface()
    -
    operations_research::MPConstraint::MPConstraint
    MPConstraint(int index, double lb, double ub, const std::string &name, MPSolverInterface *const interface_in)
    Definition: linear_solver.h:1349
    +
    operations_research::MPConstraint::MPConstraint
    MPConstraint(int index, double lb, double ub, const std::string &name, MPSolverInterface *const interface_in)
    Definition: linear_solver.h:1332
    operations_research::MPSolverInterface::MPSolverInterface
    MPSolverInterface(MPSolver *const solver)
    operations_research::MPSolver::UNBOUNDED
    proven unbounded.
    Definition: linear_solver.h:438
    operations_research::MPSolverInterface::SetUnsupportedDoubleParam
    void SetUnsupportedDoubleParam(MPSolverParameters::DoubleParam param)
    operations_research::MPSolver::MakeBoolVar
    MPVariable * MakeBoolVar(const std::string &name)
    Creates a boolean variable.
    -
    operations_research::MPSolver::GLOPInterface
    friend class GLOPInterface
    Definition: linear_solver.h:827
    +
    operations_research::MPSolver::GLOPInterface
    friend class GLOPInterface
    Definition: linear_solver.h:810
    operations_research::MPObjective::maximization
    bool maximization() const
    Is the optimization direction set to maximize?
    operations_research::MPSolver::GetNumThreads
    int GetNumThreads() const
    Returns the number of threads to be used during solve.
    Definition: linear_solver.h:617
    operations_research::MPSolver::LookupConstraintOrNull
    MPConstraint * LookupConstraintOrNull(const std::string &constraint_name) const
    Looks up a constraint by name, and returns nullptr if it does not exist.
    operations_research::MPSolverInterface::SetObjectiveOffset
    virtual void SetObjectiveOffset(double value)=0
    -
    operations_research::MPSolverInterface::set_quiet
    void set_quiet(bool quiet_value)
    Definition: linear_solver.h:1760
    -
    operations_research::MPVariable
    The class for variables of a Mathematical Programming (MP) model.
    Definition: linear_solver.h:1082
    +
    operations_research::MPSolverInterface::set_quiet
    void set_quiet(bool quiet_value)
    Definition: linear_solver.h:1743
    +
    operations_research::MPVariable
    The class for variables of a Mathematical Programming (MP) model.
    Definition: linear_solver.h:1065
    operations_research::MPSolver::BOP_INTEGER_PROGRAMMING
    Linear Boolean Programming Solver.
    Definition: linear_solver.h:227
    operations_research::MPSolverInterface::ReadParameterFile
    virtual bool ReadParameterFile(const std::string &filename)
    operations_research::MPModelProto
    Definition: linear_solver.pb.h:1278
    operations_research::MPConstraint::SetBounds
    void SetBounds(double lb, double ub)
    Sets both the lower and upper bounds.
    -
    operations_research::MPSolverParameters::DUAL_TOLERANCE
    Advanced usage: tolerance for dual feasibility of basic solutions.
    Definition: linear_solver.h:1443
    +
    operations_research::MPSolverParameters::DUAL_TOLERANCE
    Advanced usage: tolerance for dual feasibility of basic solutions.
    Definition: linear_solver.h:1426
    operations_research::MPSolverInterface::SetPresolveMode
    virtual void SetPresolveMode(int value)=0
    operations_research::MPSolverInterface::SetParameters
    virtual void SetParameters(const MPSolverParameters &param)=0
    -
    operations_research::MPSolverInterface::kDummyVariableIndex
    static const int kDummyVariableIndex
    Definition: linear_solver.h:1819
    -
    operations_research::MPSolver::GLPKInterface
    friend class GLPKInterface
    Definition: linear_solver.h:819
    -
    operations_research::MPConstraint::ub
    double ub() const
    Returns the upper bound.
    Definition: linear_solver.h:1266
    +
    operations_research::MPSolverInterface::kDummyVariableIndex
    static const int kDummyVariableIndex
    Definition: linear_solver.h:1802
    +
    operations_research::MPSolver::GLPKInterface
    friend class GLPKInterface
    Definition: linear_solver.h:802
    +
    operations_research::MPConstraint::ub
    double ub() const
    Returns the upper bound.
    Definition: linear_solver.h:1249
    operations_research::MPSolver::MakeVar
    MPVariable * MakeVar(double lb, double ub, bool integer, const std::string &name)
    Creates a variable with the given bounds, integrality requirement and name.
    -
    operations_research::MPObjective::MaximizeLinearExpr
    void MaximizeLinearExpr(const LinearExpr &linear_expr)
    Resets the current objective to maximize linear_expr.
    Definition: linear_solver.h:986
    +
    operations_research::MPObjective::MaximizeLinearExpr
    void MaximizeLinearExpr(const LinearExpr &linear_expr)
    Resets the current objective to maximize linear_expr.
    Definition: linear_solver.h:969
    operations_research::MPSolver::ClampSolutionWithinBounds
    util::Status ClampSolutionWithinBounds()
    Resets values of out of bound variables to the corresponding bound and returns an error if any of the...
    operations_research::MPSolver::FEASIBLE
    feasible, or stopped by limit.
    Definition: linear_solver.h:434
    -
    operations_research::MPSolverParameters::kDefaultPresolve
    static const PresolveValues kDefaultPresolve
    Definition: linear_solver.h:1533
    +
    operations_research::MPSolverParameters::kDefaultPresolve
    static const PresolveValues kDefaultPresolve
    Definition: linear_solver.h:1516
    operations_research::MPSolver::InterruptSolve
    bool InterruptSolve()
    Interrupts the Solve() execution to terminate processing if possible.
    -
    operations_research::MPSolverParameters::SCALING
    Advanced usage: enable or disable matrix scaling.
    Definition: linear_solver.h:1465
    +
    operations_research::MPSolverParameters::SCALING
    Advanced usage: enable or disable matrix scaling.
    Definition: linear_solver.h:1448
    operations_research::MPSolverParameters::GetDoubleParam
    double GetDoubleParam(MPSolverParameters::DoubleParam param) const
    Returns the value of a double parameter.
    -
    operations_research::MPConstraint::SetUB
    void SetUB(double ub)
    Sets the upper bound.
    Definition: linear_solver.h:1276
    +
    operations_research::MPConstraint::SetUB
    void SetUB(double ub)
    Sets the upper bound.
    Definition: linear_solver.h:1259
    operations_research::MPSolverInterface::CheckSolutionExists
    virtual bool CheckSolutionExists() const
    -
    operations_research::MPSolverParameters::kDefaultRelativeMipGap
    static const double kDefaultRelativeMipGap
    Definition: linear_solver.h:1530
    -
    operations_research::MPVariable::lb
    double lb() const
    Returns the lower bound.
    Definition: linear_solver.h:1116
    +
    operations_research::MPSolverParameters::kDefaultRelativeMipGap
    static const double kDefaultRelativeMipGap
    Definition: linear_solver.h:1513
    +
    operations_research::MPVariable::lb
    double lb() const
    Returns the lower bound.
    Definition: linear_solver.h:1099
    operations_research::MPSolver::GetSolverSpecificParametersAsString
    std::string GetSolverSpecificParametersAsString() const
    Definition: linear_solver.h:630
    -
    operations_research::MPSolverInterface::last_variable_index
    int last_variable_index() const
    Definition: linear_solver.h:1742
    +
    operations_research::MPSolverInterface::last_variable_index
    int last_variable_index() const
    Definition: linear_solver.h:1725
    operations_research::MPSolver::FillSolutionResponseProto
    void FillSolutionResponseProto(MPSolutionResponse *response) const
    Encodes the current solution in a solution response protocol buffer.
    -
    operations_research::MPSolverParameters::kDefaultDualTolerance
    static const double kDefaultDualTolerance
    Definition: linear_solver.h:1532
    +
    operations_research::MPSolverParameters::kDefaultDualTolerance
    static const double kDefaultDualTolerance
    Definition: linear_solver.h:1515
    operations_research::MPSolver::constraints
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    Returns the array of constraints handled by the MPSolver.
    Definition: linear_solver.h:362
    -
    operations_research::MPSolverParameters::RELATIVE_MIP_GAP
    Limit for relative MIP gap.
    Definition: linear_solver.h:1432
    -
    operations_research::MPSolverParameters::DoubleParam
    DoubleParam
    Enumeration of parameters that take continuous values.
    Definition: linear_solver.h:1428
    +
    operations_research::MPSolverParameters::RELATIVE_MIP_GAP
    Limit for relative MIP gap.
    Definition: linear_solver.h:1415
    +
    operations_research::MPSolverParameters::DoubleParam
    DoubleParam
    Enumeration of parameters that take continuous values.
    Definition: linear_solver.h:1411
    operations_research::MPSolverInterface::ResetExtractionInformation
    void ResetExtractionInformation()
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    Controls (or queries) the amount of output produced by the underlying solver.
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    operations_research::MPConstraint::lb
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    Returns the lower bound.
    Definition: linear_solver.h:1261
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    operations_research::MPSolverInterface::SOLUTION_SYNCHRONIZED
    Definition: linear_solver.h:1620
    -
    operations_research::MPSolverInterface::kUnknownNumberOfNodes
    static const int64 kUnknownNumberOfNodes
    Definition: linear_solver.h:1628
    +
    operations_research::MPConstraint::lb
    double lb() const
    Returns the lower bound.
    Definition: linear_solver.h:1244
    +
    operations_research::MPSolverInterface::SOLUTION_SYNCHRONIZED
    Definition: linear_solver.h:1603
    +
    operations_research::MPSolverInterface::kUnknownNumberOfNodes
    static const int64 kUnknownNumberOfNodes
    Definition: linear_solver.h:1611
    operations_research::MPVariable::solution_value
    double solution_value() const
    Returns the value of the variable in the current solution.
    -
    operations_research::MPVariable::set_reduced_cost
    void set_reduced_cost(double reduced_cost)
    Definition: linear_solver.h:1203
    +
    operations_research::MPVariable::set_reduced_cost
    void set_reduced_cost(double reduced_cost)
    Definition: linear_solver.h:1186
    operations_research::MPObjective::SetOffset
    void SetOffset(double value)
    Sets the constant term in the objective.
    -
    operations_research::MPSolver::TimeLimit
    absl::Duration TimeLimit() const
    Definition: linear_solver.h:714
    +
    operations_research::MPSolver::TimeLimit
    absl::Duration TimeLimit() const
    Definition: linear_solver.h:697
    operations_research::MPSolverInterface::SetRelativeMipGap
    virtual void SetRelativeMipGap(double value)=0
    -
    operations_research::MPObjective::SLMInterface
    friend class SLMInterface
    Definition: linear_solver.h:1053
    -
    operations_research::MPVariable::index
    int index() const
    Returns the index of the variable in the MPSolver::variables_.
    Definition: linear_solver.h:1111
    -
    operations_research::MPObjective
    A class to express a linear objective.
    Definition: linear_solver.h:935
    -
    operations_research::MPObjective::GLOPInterface
    friend class GLOPInterface
    Definition: linear_solver.h:1056
    +
    operations_research::MPObjective::SLMInterface
    friend class SLMInterface
    Definition: linear_solver.h:1036
    +
    operations_research::MPVariable::index
    int index() const
    Returns the index of the variable in the MPSolver::variables_.
    Definition: linear_solver.h:1094
    +
    operations_research::MPObjective
    A class to express a linear objective.
    Definition: linear_solver.h:918
    +
    operations_research::MPObjective::GLOPInterface
    friend class GLOPInterface
    Definition: linear_solver.h:1039
    operations_research::MPSolverInterface::SetConstraintBounds
    virtual void SetConstraintBounds(int index, double lb, double ub)=0
    -
    operations_research::MPSolverInterface::SynchronizationStatus
    SynchronizationStatus
    Definition: linear_solver.h:1610
    -
    operations_research::MPSolver::AT_UPPER_BOUND
    Definition: linear_solver.h:673
    -
    operations_research::MPSolverInterface::sync_status_
    SynchronizationStatus sync_status_
    Definition: linear_solver.h:1799
    -
    operations_research::MPSolver::BopInterface
    friend class BopInterface
    Definition: linear_solver.h:828
    +
    operations_research::MPSolverInterface::SynchronizationStatus
    SynchronizationStatus
    Definition: linear_solver.h:1593
    +
    operations_research::MPSolver::AT_UPPER_BOUND
    Definition: linear_solver.h:656
    +
    operations_research::MPSolverInterface::sync_status_
    SynchronizationStatus sync_status_
    Definition: linear_solver.h:1782
    +
    operations_research::MPSolver::BopInterface
    friend class BopInterface
    Definition: linear_solver.h:811
    operations_research::MPSolverInterface::IsContinuous
    virtual bool IsContinuous() const =0
    operations_research::MPSolverInterface::SetLpAlgorithm
    virtual void SetLpAlgorithm(int value)=0
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    virtual void SetStartingLpBasis(const std::vector< MPSolver::BasisStatus > &variable_statuses, const std::vector< MPSolver::BasisStatus > &constraint_statuses)
    Definition: linear_solver.h:1779
    +
    operations_research::MPSolverInterface::SetStartingLpBasis
    virtual void SetStartingLpBasis(const std::vector< MPSolver::BasisStatus > &variable_statuses, const std::vector< MPSolver::BasisStatus > &constraint_statuses)
    Definition: linear_solver.h:1762
    operations_research::MPSolver::Reset
    void Reset()
    Advanced usage: resets extracted model to solve from scratch.
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    Returns the objective value of the best solution found so far.
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    Definition: linear_solver.pb.h:2841
    operations_research::MPSosConstraint::GetCachedSize
    int GetCachedSize() const final
    Definition: linear_solver.pb.h:1015
    operations_research::MPModelRequest_SolverType_CBC_MIXED_INTEGER_PROGRAMMING
    Definition: linear_solver.pb.h:165
    -
    operations_research
    Definition: linear_expr.h:82
    +
    operations_research
    Definition: linear_expr.h:80
    operations_research::MPSolverCommonParameters::MPSolverCommonParameters
    MPSolverCommonParameters()
    operations_research::MPSolverCommonParameters_LPAlgorithmValues_Name
    const std::string & MPSolverCommonParameters_LPAlgorithmValues_Name(T enum_t_value)
    Definition: linear_solver.pb.h:145
    operations_research::MPSolverCommonParameters_LPAlgorithmValues_descriptor
    const ::PROTOBUF_NAMESPACE_ID::EnumDescriptor * MPSolverCommonParameters_LPAlgorithmValues_descriptor()
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    operations_research::MPModelExportOptions::max_line_length
    int max_line_length
    Definition: model_exporter.h:41
    linear_solver.pb.h
    -
    operations_research
    Definition: linear_expr.h:82
    +
    operations_research
    Definition: linear_expr.h:80
    operations_research::MPModelProto
    Definition: linear_solver.pb.h:1278
    operations_research::MPModelExportOptions::obfuscate
    bool obfuscate
    Definition: model_exporter.h:32
    operations_research::ExportModelAsLpFormat
    util::StatusOr< std::string > ExportModelAsLpFormat(const MPModelProto &model, const MPModelExportOptions &options=MPModelExportOptions())
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    Definition: model_exporter_swig_helper.h:31
    linear_solver.pb.h
    -
    operations_research
    Definition: linear_expr.h:82
    +
    operations_research
    Definition: linear_expr.h:80
    operations_research::MPModelProto
    Definition: linear_solver.pb.h:1278
    operations_research::ExportModelAsLpFormat
    util::StatusOr< std::string > ExportModelAsLpFormat(const MPModelProto &model, const MPModelExportOptions &options=MPModelExportOptions())
    diff --git a/docs/cpp_linear/model__validator_8h.js b/docs/cpp_linear/model__validator_8h.js deleted file mode 100644 index 1383de5ef0..0000000000 --- a/docs/cpp_linear/model__validator_8h.js +++ /dev/null @@ -1,5 +0,0 @@ -var model__validator_8h = -[ - [ "FindErrorInMPModelProto", "model__validator_8h.html#a7a27bb74d09b7ba6ea0e97bb572d2755", null ], - [ "FindFeasibilityErrorInSolutionHint", "model__validator_8h.html#ae4ee4d82cf625670cdc1f52197454654", null ] -]; \ No newline at end of file diff --git a/docs/cpp_linear/model__validator_8h_source.html b/docs/cpp_linear/model__validator_8h_source.html index 76e99d83a7..b810518de3 100644 --- a/docs/cpp_linear/model__validator_8h_source.html +++ b/docs/cpp_linear/model__validator_8h_source.html @@ -50,7 +50,7 @@ $(document).ready(function(){initNavTree('model__validator_8h_source.html','');}
    Go to the documentation of this file.
    1 // Copyright 2010-2018 Google LLC
    2 // Licensed under the Apache License, Version 2.0 (the "License");
    3 // you may not use this file except in compliance with the License.
    4 // You may obtain a copy of the License at
    5 //
    6 // http://www.apache.org/licenses/LICENSE-2.0
    7 //
    8 // Unless required by applicable law or agreed to in writing, software
    9 // distributed under the License is distributed on an "AS IS" BASIS,
    10 // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    11 // See the License for the specific language governing permissions and
    12 // limitations under the License.
    13 
    14 #ifndef OR_TOOLS_LINEAR_SOLVER_MODEL_VALIDATOR_H_
    15 #define OR_TOOLS_LINEAR_SOLVER_MODEL_VALIDATOR_H_
    16 
    17 #include <string>
    18 
    19 #include "ortools/linear_solver/linear_solver.pb.h"
    20 
    21 namespace operations_research {
    22 // Returns an empty std::string iff the model is valid and not trivially
    23 // infeasible. Otherwise, returns a description of the first error or trivial
    24 // infeasibility encountered.
    25 //
    26 // NOTE(user): the code of this method (and the client code too!) is
    27 // considerably simplified by this std::string-based, simple API. If clients
    28 // require it, we could add a formal error status enum.
    29 std::string FindErrorInMPModelProto(const MPModelProto& model);
    30 
    31 // Returns an empty std::string if the solution hint given in the model is a
    32 // feasible solution. Otherwise, returns a description of the first reason for
    33 // infeasibility.
    34 //
    35 // This function can be useful for debugging/checking that the given solution
    36 // hint is feasible when it is expected to be the case. The feasibility is
    37 // checked up to the given tolerance using the
    38 // ::operations_research::IsLowerWithinTolerance() function.
    39 std::string FindFeasibilityErrorInSolutionHint(const MPModelProto& model,
    40  double tolerance);
    41 
    42 } // namespace operations_research
    43 
    44 #endif // OR_TOOLS_LINEAR_SOLVER_MODEL_VALIDATOR_H_
    operations_research::FindFeasibilityErrorInSolutionHint
    std::string FindFeasibilityErrorInSolutionHint(const MPModelProto &model, double tolerance)
    linear_solver.pb.h
    -
    operations_research
    Definition: linear_expr.h:82
    +
    operations_research
    Definition: linear_expr.h:80
    operations_research::FindErrorInMPModelProto
    std::string FindErrorInMPModelProto(const MPModelProto &model)
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    -

    Definition at line 927 of file linear_solver.h.

    +

    Definition at line 910 of file linear_solver.h.

    @@ -1198,7 +1198,7 @@ template<typename T >
    -

    Definition at line 911 of file linear_solver.h.

    +

    Definition at line 894 of file linear_solver.h.

    @@ -1236,7 +1236,7 @@ template<typename T >
    -

    Definition at line 917 of file linear_solver.h.

    +

    Definition at line 900 of file linear_solver.h.

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* + * * It must be called only after calling MPSolver::Solve. */ double SolutionValue() const; @@ -171,7 +169,7 @@ LinearExpr operator*(double lhs, LinearExpr rhs); /** * An expression of the form: - * + * * \code lower_bound <= sum_{i in S} a_i*x_i <= upper_bound. \endcode * The sum is represented as a LinearExpr with offset 0. * diff --git a/ortools/linear_solver/linear_solver.h b/ortools/linear_solver/linear_solver.h index 4c13c49bc8..4ce551c632 100644 --- a/ortools/linear_solver/linear_solver.h +++ b/ortools/linear_solver/linear_solver.h @@ -644,23 +644,6 @@ class MPSolver { * try to return a solution "close" to this assignment in case of multiple * optimal solutions. */ - // MOE:begin_strip - // As of 2018-08, this is only used by SCIP, BOP, Gurobi, GLIP, with various - // behaviors, and ignored by other solvers. Contact or-core-team@ for details. - // In particular, SCIP 6.0 is using the hint in the following way: - // 1. If the hint is complete (i.e., all variables have assigned values) it is - // used as the first incumbent. Consequently, if the hint is infeasible - // (any linear constraint *or* any integrality constraint is violated), - // the hint is disregarded. - // 2. If the hint is partial, SCIP creates a sub-MIP with the variables fixed - // to the values from the hint. Consequently, if the hint results in - // an immediate infeasibility, it is disregarded. Otherwise, SCIP tries - // to solve the sub-MIP by running a restricted "sub-SCIP" (i.e., no - // costly presolve, no cuts, limited heuristics, small time/node limits). - // If the sub-SCIP finds a solution it will be added as an incumbent - // (if not, nothing happens). Finally, SCIP proceeds to solve the entire - // model as usual. - // MOE:end_strip void SetHint(std::vector > hint); /**