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ortools-clone/ortools/linear_solver/highs_interface.cc
2025-12-15 13:06:58 +01:00

310 lines
10 KiB
C++

// Copyright 2010-2025 Google LLC
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.
#include <atomic>
#include <cstdint>
#include <optional>
#include <string>
#include <utility>
#include <vector>
#include "absl/base/attributes.h"
#include "absl/log/check.h"
#include "absl/status/status.h"
#include "absl/status/statusor.h"
#include "absl/strings/str_cat.h"
#include "ortools/base/logging.h"
#include "ortools/linear_solver/linear_solver.h"
#include "ortools/linear_solver/linear_solver.pb.h"
#include "ortools/linear_solver/proto_solver/highs_proto_solver.h"
#include "ortools/linear_solver/proto_solver/proto_utils.h"
#include "ortools/util/lazy_mutable_copy.h"
namespace operations_research {
class HighsInterface : public MPSolverInterface {
public:
explicit HighsInterface(MPSolver* solver, bool solve_as_a_mip);
~HighsInterface() override;
// ----- Solve -----
MPSolver::ResultStatus Solve(const MPSolverParameters& param) override;
// ----- Directly solve proto is supported without interrupt ---
bool SupportsDirectlySolveProto(std::atomic<bool>* interrupt) const override {
return interrupt == nullptr;
}
MPSolutionResponse DirectlySolveProto(LazyMutableCopy<MPModelRequest> request,
std::atomic<bool>* interrupt) override {
DCHECK_EQ(interrupt, nullptr);
const bool log_error = request->enable_internal_solver_output();
return ConvertStatusOrMPSolutionResponse(
log_error, HighsSolveProto(std::move(request)));
}
// ----- Model modifications and extraction -----
void Reset() override;
void SetOptimizationDirection(bool maximize) override;
void SetVariableBounds(int index, double lb, double ub) override;
void SetVariableInteger(int index, bool integer) override;
void SetConstraintBounds(int index, double lb, double ub) override;
void AddRowConstraint(MPConstraint* ct) override;
void AddVariable(MPVariable* var) override;
void SetCoefficient(MPConstraint* constraint, const MPVariable* variable,
double new_value, double old_value) override;
void ClearConstraint(MPConstraint* constraint) override;
void SetObjectiveCoefficient(const MPVariable* variable,
double coefficient) override;
void SetObjectiveOffset(double value) override;
void ClearObjective() override;
// ------ Query statistics on the solution and the solve ------
int64_t iterations() const override;
int64_t nodes() const override;
MPSolver::BasisStatus row_status(int constraint_index) const override;
MPSolver::BasisStatus column_status(int variable_index) const override;
// ----- Misc -----
bool IsContinuous() const override;
bool IsLP() const override;
bool IsMIP() const override;
std::string SolverVersion() const override;
void* underlying_solver() override;
void ExtractNewVariables() override;
void ExtractNewConstraints() override;
void ExtractObjective() override;
void SetParameters(const MPSolverParameters& param) override;
void SetRelativeMipGap(double value) override;
void SetPrimalTolerance(double value) override;
void SetDualTolerance(double value) override;
void SetPresolveMode(int value) override;
void SetScalingMode(int value) override;
void SetLpAlgorithm(int value) override;
bool SetSolverSpecificParametersAsString(
const std::string& parameters) override;
absl::Status SetNumThreads(int num_threads) override;
private:
void NonIncrementalChange();
const bool solve_as_a_mip_;
std::optional<HighsSolveInfo> solve_info_;
};
HighsInterface::HighsInterface(MPSolver* const solver, bool solve_as_a_mip)
: MPSolverInterface(solver), solve_as_a_mip_(solve_as_a_mip) {}
HighsInterface::~HighsInterface() {}
MPSolver::ResultStatus HighsInterface::Solve(const MPSolverParameters& param) {
// Reset extraction as this interface is not incremental yet.
Reset();
ExtractModel();
// Mark variables and constraints as extracted.
for (int i = 0; i < solver_->variables_.size(); ++i) {
set_variable_as_extracted(i, true);
}
for (int i = 0; i < solver_->constraints_.size(); ++i) {
set_constraint_as_extracted(i, true);
}
MPModelProto model_proto;
solver_->ExportModelToProto(&model_proto);
MPModelRequest request;
*request.mutable_model() = std::move(model_proto);
request.set_solver_type(solve_as_a_mip_
? MPModelRequest::HIGHS_MIXED_INTEGER_PROGRAMMING
: MPModelRequest::HIGHS_LINEAR_PROGRAMMING);
SetParameters(param);
request.set_enable_internal_solver_output(!quiet_);
request.set_solver_specific_parameters(
solver_->solver_specific_parameter_string_);
if (solver_->time_limit()) {
request.set_solver_time_limit_seconds(
static_cast<double>(solver_->time_limit()) / 1000.0);
}
// Set parameters.
solve_info_ = HighsSolveInfo();
absl::StatusOr<MPSolutionResponse> response =
HighsSolveProto(std::move(request), &*solve_info_);
if (!response.ok()) {
LOG(ERROR) << "Unexpected error solving with Highs: " << response.status();
return MPSolver::ABNORMAL;
}
// The solution must be marked as synchronized even when no solution exists.
sync_status_ = SOLUTION_SYNCHRONIZED;
result_status_ = static_cast<MPSolver::ResultStatus>(response->status());
if (response->status() == MPSOLVER_FEASIBLE ||
response->status() == MPSOLVER_OPTIMAL) {
const absl::Status result = solver_->LoadSolutionFromProto(*response);
if (!result.ok()) {
LOG(ERROR) << "LoadSolutionFromProto failed: " << result;
}
}
return result_status_;
}
void HighsInterface::Reset() {
ResetExtractionInformation();
solve_info_.reset();
}
void HighsInterface::SetOptimizationDirection(bool maximize) {
NonIncrementalChange();
}
void HighsInterface::SetVariableBounds(int index, double lb, double ub) {
NonIncrementalChange();
}
void HighsInterface::SetVariableInteger(int index, bool integer) {
NonIncrementalChange();
}
void HighsInterface::SetConstraintBounds(int index, double lb, double ub) {
NonIncrementalChange();
}
void HighsInterface::AddRowConstraint(MPConstraint* const ct) {
NonIncrementalChange();
}
void HighsInterface::AddVariable(MPVariable* const var) {
NonIncrementalChange();
}
void HighsInterface::SetCoefficient(MPConstraint* const constraint,
const MPVariable* const variable,
double new_value, double old_value) {
NonIncrementalChange();
}
void HighsInterface::ClearConstraint(MPConstraint* const constraint) {
NonIncrementalChange();
}
void HighsInterface::SetObjectiveCoefficient(const MPVariable* const variable,
double coefficient) {
NonIncrementalChange();
}
void HighsInterface::SetObjectiveOffset(double value) {
NonIncrementalChange();
}
void HighsInterface::ClearObjective() { NonIncrementalChange(); }
int64_t HighsInterface::iterations() const {
return 0; // FIXME.
}
int64_t HighsInterface::nodes() const {
QCHECK(solve_info_.has_value())
<< "Number of nodes only available after solve";
return solve_info_->mip_node_count;
}
MPSolver::BasisStatus HighsInterface::row_status(int constraint_index) const {
// TODO(user): While basis status isn't well defined for PDLP, we could
// guess statuses that might be useful.
return MPSolver::BasisStatus::FREE;
}
MPSolver::BasisStatus HighsInterface::column_status(int variable_index) const {
// TODO(user): While basis status isn't well defined for PDLP, we could
// guess statuses that might be useful.
return MPSolver::BasisStatus::FREE;
}
bool HighsInterface::IsContinuous() const { return true; }
bool HighsInterface::IsLP() const { return true; }
bool HighsInterface::IsMIP() const { return solve_as_a_mip_; }
std::string HighsInterface::SolverVersion() const { return "PDLP Solver"; }
// TODO(user): Consider returning the SolveLog here, as it could be essential
// for interpreting the PDLP solution.
void* HighsInterface::underlying_solver() { return nullptr; }
void HighsInterface::ExtractNewVariables() { NonIncrementalChange(); }
void HighsInterface::ExtractNewConstraints() { NonIncrementalChange(); }
void HighsInterface::ExtractObjective() { NonIncrementalChange(); }
void HighsInterface::SetParameters(const MPSolverParameters& param) {
SetCommonParameters(param);
}
absl::Status HighsInterface::SetNumThreads(int num_threads) {
if (num_threads < 1) {
return absl::InvalidArgumentError(
absl::StrCat("Invalid number of threads: ", num_threads));
}
// parameters_.set_num_threads(num_threads);
return absl::OkStatus();
}
// These have no effect. Use SetSolverSpecificParametersAsString instead.
void HighsInterface::SetPrimalTolerance(double value) {}
void HighsInterface::SetDualTolerance(double value) {}
void HighsInterface::SetScalingMode(int value) {}
void HighsInterface::SetLpAlgorithm(int value) {}
void HighsInterface::SetRelativeMipGap(double value) {}
void HighsInterface::SetPresolveMode(int value) {}
bool HighsInterface::SetSolverSpecificParametersAsString(
const std::string& parameters) {
// return ProtobufTextFormatMergeFromString(parameters, &parameters_);
return false;
}
void HighsInterface::NonIncrementalChange() {
// The current implementation is not incremental.
sync_status_ = MUST_RELOAD;
}
namespace {
// See MpSolverInterfaceFactoryRepository for details.
const void* const kRegisterHighsLp ABSL_ATTRIBUTE_UNUSED = [] {
MPSolverInterfaceFactoryRepository::GetInstance()->Register(
[](MPSolver* solver) { return new HighsInterface(solver, false); },
MPSolver::HIGHS_LINEAR_PROGRAMMING);
return nullptr;
}();
// See MpSolverInterfaceFactoryRepository for details.
const void* const kRegisterHighsMip ABSL_ATTRIBUTE_UNUSED = [] {
MPSolverInterfaceFactoryRepository::GetInstance()->Register(
[](MPSolver* solver) { return new HighsInterface(solver, true); },
MPSolver::HIGHS_MIXED_INTEGER_PROGRAMMING);
return nullptr;
}();
} // namespace
} // namespace operations_research