526 lines
23 KiB
OpenEdge ABL
526 lines
23 KiB
OpenEdge ABL
// Copyright 2010-2024 Google LLC
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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// This .i file exposes the linear programming and integer programming
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// solver. See the C++/Python codelab: .
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//
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// The python API is enriched by custom code defined here, making it
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// extremely intuitive, like:
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// solver = pywraplp.Solver(
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// 'Example Solver', pywraplp.Solver.GLOP_LINEAR_PROGRAMMING)
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// x1 = solver.NumVar(0.0, 1.0, 'x1')
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// x2 = solver.NumVar(-3.0, 2.0, 'x2')
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// c1 = solver.Add(2 * x1 - 3.2 * x2 + 1 <= 2.5)
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// solver.Maximize(10 * x1 + 6 * x2)
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//
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// USAGE EXAMPLES:
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// - ortools/python/linear_programming.py
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// - ./pywraplp_test.py
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//
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// TODO(user): test all the APIs that are currently marked as 'untested'.
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%include "ortools/base/base.i"
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%include "std_string.i"
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%include "ortools/util/python/proto.i"
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%import "ortools/util/python/vector.i"
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// We need to forward-declare the proto here, so that the PROTO_* macros
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// involving them work correctly. The order matters very much: this declaration
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// needs to be before the %{ #include ".../linear_solver.h" %}.
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namespace operations_research {
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class MPModelProto;
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class MPModelRequest;
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class MPSolutionResponse;
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class IISResponse;
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} // namespace operations_research
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%{
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#include "ortools/linear_solver/linear_solver.h"
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#include "ortools/linear_solver/model_exporter.h"
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#include "ortools/linear_solver/model_exporter_swig_helper.h"
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#include "ortools/linear_solver/model_validator.h"
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%}
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%pythoncode %{
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import numbers
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from ortools.linear_solver.python.linear_solver_natural_api import OFFSET_KEY
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from ortools.linear_solver.python.linear_solver_natural_api import inf
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from ortools.linear_solver.python.linear_solver_natural_api import LinearExpr
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from ortools.linear_solver.python.linear_solver_natural_api import ProductCst
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from ortools.linear_solver.python.linear_solver_natural_api import Sum
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from ortools.linear_solver.python.linear_solver_natural_api import SumArray
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from ortools.linear_solver.python.linear_solver_natural_api import SumCst
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from ortools.linear_solver.python.linear_solver_natural_api import LinearConstraint
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from ortools.linear_solver.python.linear_solver_natural_api import VariableExpr
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%} // %pythoncode
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%extend operations_research::MPVariable {
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std::string __str__() {
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return $self->name();
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}
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std::string __repr__() {
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return $self->name();
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}
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%pythoncode {
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def __getattr__(self, name):
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return getattr(VariableExpr(self), name)
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} // %pythoncode
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}
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%exception operations_research::MPSolver::Solve {
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Py_BEGIN_ALLOW_THREADS
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$action
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Py_END_ALLOW_THREADS
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}
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%extend operations_research::MPSolver {
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// Change the API of LoadModelFromProto() to simply return the error message:
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// it will always be empty iff the model was valid. This clears all names in
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// the model, see also LoadModelFromProtoKeepNames().
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std::string LoadModelFromProto(
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const operations_research::MPModelProto& input_model) {
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std::string error_message;
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$self->LoadModelFromProto(input_model, &error_message);
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return error_message;
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}
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// Like LoadModelFromProto(), but keeps the names and verifies that they are
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// unique.
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std::string LoadModelFromProtoKeepNames(
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const operations_research::MPModelProto& input_model) {
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std::string error_message;
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$self->LoadModelFromProto(input_model, &error_message,
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/*clear_names=*/false);
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return error_message;
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}
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// DEPRECATED: Use LoadModelFromProtoKeepNames() and test that the returned
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// error is empty.
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std::string LoadModelFromProtoWithUniqueNamesOrDie(
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const operations_research::MPModelProto& input_model) {
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std::string error_message;
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$self->LoadModelFromProtoWithUniqueNamesOrDie(input_model, &error_message);
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return error_message;
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}
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// Change the API of LoadSolutionFromProto() to simply return a boolean.
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bool LoadSolutionFromProto(
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const operations_research::MPSolutionResponse& response,
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double tolerance = std::numeric_limits<double>::infinity()) {
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const absl::Status status =
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$self->LoadSolutionFromProto(response, tolerance);
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LOG_IF(ERROR, !status.ok()) << "LoadSolutionFromProto() failed: " << status;
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return status.ok();
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}
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std::string ExportModelAsLpFormat(bool obfuscate) {
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operations_research::MPModelExportOptions options;
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options.obfuscate = obfuscate;
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operations_research::MPModelProto model;
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$self->ExportModelToProto(&model);
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return ExportModelAsLpFormat(model, options).value_or("");
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}
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std::string ExportModelAsMpsFormat(bool fixed_format, bool obfuscate) {
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operations_research::MPModelExportOptions options;
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options.obfuscate = obfuscate;
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operations_research::MPModelProto model;
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$self->ExportModelToProto(&model);
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return ExportModelAsMpsFormat(model, options).value_or("");
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}
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bool WriteModelToMpsFile(const std::string& filename, bool fixed_format,
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bool obfuscate) {
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operations_research::MPModelExportOptions options;
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options.obfuscate = obfuscate;
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operations_research::MPModelProto model;
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$self->ExportModelToProto(&model);
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return WriteModelToMpsFile(filename, model, options).ok();
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}
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/// Set a hint for solution.
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///
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/// If a feasible or almost-feasible solution to the problem is already known,
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/// it may be helpful to pass it to the solver so that it can be used. A
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/// solver that supports this feature will try to use this information to
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/// create its initial feasible solution.
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///
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/// Note that it may not always be faster to give a hint like this to the
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/// solver. There is also no guarantee that the solver will use this hint or
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/// try to return a solution "close" to this assignment in case of multiple
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/// optimal solutions.
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void SetHint(const std::vector<operations_research::MPVariable*>& variables,
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const std::vector<double>& values) {
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if (variables.size() != values.size()) {
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LOG(FATAL) << "Different number of variables and values when setting "
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<< "hint.";
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}
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std::vector<std::pair<const operations_research::MPVariable*, double> >
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hint(variables.size());
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for (int i = 0; i < variables.size(); ++i) {
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hint[i] = std::make_pair(variables[i], values[i]);
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}
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$self->SetHint(hint);
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}
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/// Sets the number of threads to be used by the solver.
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bool SetNumThreads(int num_theads) {
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return $self->SetNumThreads(num_theads).ok();
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}
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%pythoncode {
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def Add(self, constraint, name=''):
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if isinstance(constraint, bool):
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if constraint:
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return self.RowConstraint(0, 0, name)
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else:
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return self.RowConstraint(1, 1, name)
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else:
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return constraint.Extract(self, name)
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def Sum(self, expr_array):
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result = SumArray(expr_array)
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return result
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def RowConstraint(self, *args):
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return self.Constraint(*args)
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def Minimize(self, expr):
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objective = self.Objective()
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objective.Clear()
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objective.SetMinimization()
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if isinstance(expr, numbers.Number):
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objective.SetOffset(expr)
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else:
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coeffs = expr.GetCoeffs()
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objective.SetOffset(coeffs.pop(OFFSET_KEY, 0.0))
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for v, c, in list(coeffs.items()):
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objective.SetCoefficient(v, float(c))
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def Maximize(self, expr):
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objective = self.Objective()
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objective.Clear()
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objective.SetMaximization()
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if isinstance(expr, numbers.Number):
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objective.SetOffset(expr)
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else:
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coeffs = expr.GetCoeffs()
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objective.SetOffset(coeffs.pop(OFFSET_KEY, 0.0))
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for v, c, in list(coeffs.items()):
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objective.SetCoefficient(v, float(c))
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} // %pythoncode
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// Catch runtime exceptions in class methods
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%exception operations_research::MPSolver {
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try {
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$action
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} catch ( std::runtime_error& e ) {
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SWIG_exception(SWIG_RuntimeError, e.what());
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}
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}
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static double Infinity() { return operations_research::MPSolver::infinity(); }
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void SetTimeLimit(int64_t x) { $self->set_time_limit(x); }
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int64_t WallTime() const { return $self->wall_time(); }
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int64_t Iterations() const { return $self->iterations(); }
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} // extend operations_research::MPSolver
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%extend operations_research::MPVariable {
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double SolutionValue() const { return $self->solution_value(); }
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bool Integer() const { return $self->integer(); }
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double Lb() const { return $self->lb(); }
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double Ub() const { return $self->ub(); }
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void SetLb(double x) { $self->SetLB(x); }
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void SetUb(double x) { $self->SetUB(x); }
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double ReducedCost() const { return $self->reduced_cost(); }
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} // extend operations_research::MPVariable
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%extend operations_research::MPConstraint {
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double Lb() const { return $self->lb(); }
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double Ub() const { return $self->ub(); }
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void SetLb(double x) { $self->SetLB(x); }
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void SetUb(double x) { $self->SetUB(x); }
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double DualValue() const { return $self->dual_value(); }
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} // extend operations_research::MPConstraint
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%extend operations_research::MPObjective {
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double Offset() const { return $self->offset();}
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} // extend operations_research::MPObjective
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PY_PROTO_TYPEMAP(ortools.linear_solver.linear_solver_pb2,
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MPModelProto,
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operations_research::MPModelProto);
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PY_PROTO_TYPEMAP(ortools.linear_solver.linear_solver_pb2,
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MPModelRequest,
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operations_research::MPModelRequest);
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PY_PROTO_TYPEMAP(ortools.linear_solver.linear_solver_pb2,
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MPSolutionResponse,
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operations_research::MPSolutionResponse);
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PY_PROTO_TYPEMAP(ortools.linear_solver.iis_pb2,
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IISResponse,
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operations_research::IISResponse);
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// Actual conversions. This also includes the conversion to std::vector<Class>.
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PY_CONVERT_HELPER_PTR(MPConstraint);
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PY_CONVERT(MPConstraint);
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PY_CONVERT_HELPER_PTR(MPVariable);
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PY_CONVERT(MPVariable);
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%ignoreall
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%unignore operations_research;
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// Strip the "MP" prefix from the exposed classes.
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%rename (Solver) operations_research::MPSolver;
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%rename (Solver) operations_research::MPSolver::MPSolver;
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%unignore operations_research::MPSolver::SolverVersion;
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%rename (Constraint) operations_research::MPConstraint;
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%rename (Variable) operations_research::MPVariable;
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%rename (Objective) operations_research::MPObjective;
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// Expose the MPSolver::OptimizationProblemType enum.
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%unignore operations_research::MPSolver::OptimizationProblemType;
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%unignore operations_research::MPSolver::CLP_LINEAR_PROGRAMMING;
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%unignore operations_research::MPSolver::GLOP_LINEAR_PROGRAMMING;
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%unignore operations_research::MPSolver::GLPK_LINEAR_PROGRAMMING;
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%unignore operations_research::MPSolver::PDLP_LINEAR_PROGRAMMING;
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%unignore operations_research::MPSolver::CBC_MIXED_INTEGER_PROGRAMMING;
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%unignore operations_research::MPSolver::GLPK_MIXED_INTEGER_PROGRAMMING;
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%unignore operations_research::MPSolver::SCIP_MIXED_INTEGER_PROGRAMMING;
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%unignore operations_research::MPSolver::BOP_INTEGER_PROGRAMMING;
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%unignore operations_research::MPSolver::SAT_INTEGER_PROGRAMMING;
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// These aren't unit tested, as they only run on machines with a Gurobi license.
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%unignore operations_research::MPSolver::GUROBI_LINEAR_PROGRAMMING;
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%unignore operations_research::MPSolver::GUROBI_MIXED_INTEGER_PROGRAMMING;
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%unignore operations_research::MPSolver::CPLEX_LINEAR_PROGRAMMING;
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%unignore operations_research::MPSolver::CPLEX_MIXED_INTEGER_PROGRAMMING;
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%unignore operations_research::MPSolver::XPRESS_LINEAR_PROGRAMMING;
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%unignore operations_research::MPSolver::XPRESS_MIXED_INTEGER_PROGRAMMING;
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// Expose the MPSolver::ResultStatus enum.
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%unignore operations_research::MPSolver::ResultStatus;
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%unignore operations_research::MPSolver::OPTIMAL;
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%unignore operations_research::MPSolver::FEASIBLE; // No unit test
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%unignore operations_research::MPSolver::INFEASIBLE;
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%unignore operations_research::MPSolver::UNBOUNDED; // No unit test
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%unignore operations_research::MPSolver::ABNORMAL;
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%unignore operations_research::MPSolver::MODEL_INVALID; // No unit test
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%unignore operations_research::MPSolver::NOT_SOLVED; // No unit test
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// Expose the MPSolver's basic API, with some renames.
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%rename (Objective) operations_research::MPSolver::MutableObjective;
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%rename (BoolVar) operations_research::MPSolver::MakeBoolVar; // No unit test
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%rename (IntVar) operations_research::MPSolver::MakeIntVar;
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%rename (NumVar) operations_research::MPSolver::MakeNumVar;
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%rename (Var) operations_research::MPSolver::MakeVar;
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// We intentionally don't expose MakeRowConstraint(LinearExpr), because this
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// "natural language" API is specific to C++: other languages may add their own
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// syntactic sugar on top of MPSolver instead of this.
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%rename (Constraint) operations_research::MPSolver::MakeRowConstraint(double, double);
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%rename (Constraint) operations_research::MPSolver::MakeRowConstraint();
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%rename (Constraint) operations_research::MPSolver::MakeRowConstraint(double, double, const std::string&);
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%rename (Constraint) operations_research::MPSolver::MakeRowConstraint(const std::string&);
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%unignore operations_research::MPSolver::~MPSolver;
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%newobject operations_research::MPSolver::CreateSolver;
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%unignore operations_research::MPSolver::CreateSolver;
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%unignore operations_research::MPSolver::ParseAndCheckSupportForProblemType;
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%unignore operations_research::MPSolver::Solve;
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%unignore operations_research::MPSolver::VerifySolution;
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%unignore operations_research::MPSolver::infinity;
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%unignore operations_research::MPSolver::set_time_limit; // No unit test
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// Proto-based API of the MPSolver. Use is encouraged.
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%unignore operations_research::MPSolver::SolveWithProto;
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%unignore operations_research::MPSolver::ComputeIrreducibleInfeasibleSubset;
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%unignore operations_research::MPSolver::ExportModelToProto;
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%unignore operations_research::MPSolver::FillSolutionResponseProto;
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// LoadModelFromProto() is also visible: it's overridden by an %extend, above.
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// LoadSolutionFromProto() is also visible: it's overridden by an %extend, above.
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// Expose some of the more advanced MPSolver API.
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%unignore operations_research::MPSolver::InterruptSolve;
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%unignore operations_research::MPSolver::SupportsProblemType; // No unit test
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%unignore operations_research::MPSolver::wall_time; // No unit test
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%unignore operations_research::MPSolver::Clear; // No unit test
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%unignore operations_research::MPSolver::constraint;
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%unignore operations_research::MPSolver::constraints;
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%unignore operations_research::MPSolver::variable;
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%unignore operations_research::MPSolver::variables;
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%unignore operations_research::MPSolver::NumConstraints;
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%unignore operations_research::MPSolver::NumVariables;
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%unignore operations_research::MPSolver::EnableOutput; // No unit test
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%unignore operations_research::MPSolver::SuppressOutput; // No unit test
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%rename (IsMip) operations_research::MPSolver::IsMIP;
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%rename (LookupConstraint)
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operations_research::MPSolver::LookupConstraintOrNull;
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%rename (LookupVariable) operations_research::MPSolver::LookupVariableOrNull;
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%unignore operations_research::MPSolver::SetSolverSpecificParametersAsString;
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%unignore operations_research::MPSolver::NextSolution;
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%unignore operations_research::MPSolver::ExportModelAsLpFormat(bool);
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%unignore operations_research::MPSolver::ExportModelAsMpsFormat(bool, bool);
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%unignore operations_research::MPSolver::WriteModelToMpsFile;
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%unignore operations_research::MPSolver::Write;
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// Expose very advanced parts of the MPSolver API. For expert users only.
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%unignore operations_research::MPSolver::ComputeConstraintActivities;
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%unignore operations_research::MPSolver::ComputeExactConditionNumber;
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%unignore operations_research::MPSolver::nodes;
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%unignore operations_research::MPSolver::iterations; // No unit test
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%unignore operations_research::MPSolver::BasisStatus;
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%unignore operations_research::MPSolver::FREE; // No unit test
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%unignore operations_research::MPSolver::AT_LOWER_BOUND;
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%unignore operations_research::MPSolver::AT_UPPER_BOUND;
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%unignore operations_research::MPSolver::FIXED_VALUE; // No unit test
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%unignore operations_research::MPSolver::BASIC;
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// MPVariable: writer API.
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%unignore operations_research::MPVariable::SetLb;
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%unignore operations_research::MPVariable::SetUb;
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%unignore operations_research::MPVariable::SetBounds;
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%unignore operations_research::MPVariable::SetInteger;
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%unignore operations_research::MPVariable::SetBranchingPriority;
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// MPVariable: reader API.
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%unignore operations_research::MPVariable::solution_value;
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%unignore operations_research::MPVariable::lb;
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%unignore operations_research::MPVariable::ub;
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%unignore operations_research::MPVariable::integer; // No unit test
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%unignore operations_research::MPVariable::name; // No unit test
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%unignore operations_research::MPVariable::index; // No unit test
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%unignore operations_research::MPVariable::basis_status;
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%unignore operations_research::MPVariable::reduced_cost; // For experts only.
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%unignore operations_research::MPVariable::branching_priority; // no unit test.
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// MPConstraint: writer API.
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%unignore operations_research::MPConstraint::SetCoefficient;
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%unignore operations_research::MPConstraint::SetLb;
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%unignore operations_research::MPConstraint::SetUb;
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%unignore operations_research::MPConstraint::SetBounds;
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%unignore operations_research::MPConstraint::set_is_lazy;
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%unignore operations_research::MPConstraint::Clear; // No unit test
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// MPConstraint: reader API.
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%unignore operations_research::MPConstraint::GetCoefficient;
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%unignore operations_research::MPConstraint::lb;
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%unignore operations_research::MPConstraint::ub;
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%unignore operations_research::MPConstraint::name;
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%unignore operations_research::MPConstraint::index;
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%unignore operations_research::MPConstraint::basis_status;
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%unignore operations_research::MPConstraint::dual_value; // For experts only.
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// MPObjective: writer API.
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%unignore operations_research::MPObjective::SetCoefficient;
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%unignore operations_research::MPObjective::SetMinimization;
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%unignore operations_research::MPObjective::SetMaximization;
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%unignore operations_research::MPObjective::SetOptimizationDirection;
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%unignore operations_research::MPObjective::Clear; // No unit test
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%unignore operations_research::MPObjective::SetOffset;
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%unignore operations_research::MPObjective::AddOffset; // No unit test
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|
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// MPObjective: reader API.
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%unignore operations_research::MPObjective::Value;
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%unignore operations_research::MPObjective::GetCoefficient;
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%unignore operations_research::MPObjective::minimization;
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%unignore operations_research::MPObjective::maximization;
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%unignore operations_research::MPObjective::offset;
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%unignore operations_research::MPObjective::Offset;
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%unignore operations_research::MPObjective::BestBound;
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|
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// MPSolverParameters API. For expert users only.
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// TODO(user): also strip "MP" from the class name.
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%unignore operations_research::MPSolverParameters;
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%unignore operations_research::MPSolverParameters::MPSolverParameters;
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|
|
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// Expose the MPSolverParameters::DoubleParam enum.
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|
%unignore operations_research::MPSolverParameters::DoubleParam;
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%unignore operations_research::MPSolverParameters::RELATIVE_MIP_GAP;
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|
%unignore operations_research::MPSolverParameters::PRIMAL_TOLERANCE;
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|
%unignore operations_research::MPSolverParameters::DUAL_TOLERANCE;
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|
%unignore operations_research::MPSolverParameters::GetDoubleParam;
|
|
%unignore operations_research::MPSolverParameters::SetDoubleParam;
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|
%unignore operations_research::MPSolverParameters::kDefaultRelativeMipGap;
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|
%unignore operations_research::MPSolverParameters::kDefaultPrimalTolerance;
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|
%unignore operations_research::MPSolverParameters::kDefaultDualTolerance;
|
|
// TODO(user): unit test kDefaultPrimalTolerance.
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|
|
|
// Expose the MPSolverParameters::IntegerParam enum.
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|
%unignore operations_research::MPSolverParameters::IntegerParam;
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|
%unignore operations_research::MPSolverParameters::PRESOLVE;
|
|
%unignore operations_research::MPSolverParameters::LP_ALGORITHM;
|
|
%unignore operations_research::MPSolverParameters::INCREMENTALITY;
|
|
%unignore operations_research::MPSolverParameters::SCALING;
|
|
%unignore operations_research::MPSolverParameters::GetIntegerParam;
|
|
%unignore operations_research::MPSolverParameters::SetIntegerParam;
|
|
%unignore operations_research::MPSolverParameters::RELATIVE_MIP_GAP;
|
|
%unignore operations_research::MPSolverParameters::kDefaultPrimalTolerance;
|
|
// TODO(user): unit test kDefaultPrimalTolerance.
|
|
|
|
// Expose the MPSolverParameters::PresolveValues enum.
|
|
%unignore operations_research::MPSolverParameters::PresolveValues;
|
|
%unignore operations_research::MPSolverParameters::PRESOLVE_OFF;
|
|
%unignore operations_research::MPSolverParameters::PRESOLVE_ON;
|
|
%unignore operations_research::MPSolverParameters::kDefaultPresolve;
|
|
|
|
// Expose the MPSolverParameters::LpAlgorithmValues enum.
|
|
%unignore operations_research::MPSolverParameters::LpAlgorithmValues;
|
|
%unignore operations_research::MPSolverParameters::DUAL;
|
|
%unignore operations_research::MPSolverParameters::PRIMAL;
|
|
%unignore operations_research::MPSolverParameters::BARRIER;
|
|
|
|
// Expose the MPSolverParameters::IncrementalityValues enum.
|
|
%unignore operations_research::MPSolverParameters::IncrementalityValues;
|
|
%unignore operations_research::MPSolverParameters::INCREMENTALITY_OFF;
|
|
%unignore operations_research::MPSolverParameters::INCREMENTALITY_ON;
|
|
%unignore operations_research::MPSolverParameters::kDefaultIncrementality;
|
|
|
|
// Expose the MPSolverParameters::ScalingValues enum.
|
|
%unignore operations_research::MPSolverParameters::ScalingValues;
|
|
%unignore operations_research::MPSolverParameters::SCALING_OFF;
|
|
%unignore operations_research::MPSolverParameters::SCALING_ON;
|
|
|
|
// Expose the model exporters.
|
|
%rename (ModelExportOptions) operations_research::MPModelExportOptions;
|
|
%rename (ModelExportOptions) operations_research::MPModelExportOptions::MPModelExportOptions;
|
|
%rename (ExportModelAsLpFormat) operations_research::ExportModelAsLpFormatReturnString;
|
|
%rename (ExportModelAsMpsFormat) operations_research::ExportModelAsMpsFormatReturnString;
|
|
|
|
// Expose the model validator.
|
|
%rename (FindErrorInModelProto) operations_research::FindErrorInMPModelProto;
|
|
|
|
%include "ortools/linear_solver/linear_solver.h"
|
|
%include "ortools/linear_solver/model_exporter.h"
|
|
%include "ortools/linear_solver/model_exporter_swig_helper.h"
|
|
|
|
namespace operations_research {
|
|
std::string FindErrorInMPModelProto(
|
|
const operations_research::MPModelProto& input_model);
|
|
} // namespace operations_research
|
|
|
|
%unignoreall
|
|
|
|
%pythoncode {
|
|
def setup_variable_operator(opname):
|
|
setattr(Variable, opname,
|
|
lambda self, *args: getattr(VariableExpr(self), opname)(*args))
|
|
for opname in LinearExpr.OVERRIDDEN_OPERATOR_METHODS:
|
|
setup_variable_operator(opname)
|
|
} // %pythoncode
|