24 #include "absl/status/status.h"
25 #include "absl/status/statusor.h"
26 #include "absl/strings/str_cat.h"
27 #include "absl/strings/str_format.h"
28 #include "absl/strings/str_join.h"
29 #include "absl/strings/str_split.h"
30 #include "absl/strings/string_view.h"
31 #include "absl/types/optional.h"
36 #include "ortools/linear_solver/linear_solver.pb.h"
43 constexpr
int GRB_OK = 0;
45 inline absl::Status GurobiCodeToUtilStatus(
int error_code,
46 const char* source_file,
48 const char* statement,
50 if (error_code == GRB_OK)
return absl::OkStatus();
51 return absl::InvalidArgumentError(absl::StrFormat(
52 "Gurobi error code %d (file '%s', line %d) on '%s': %s", error_code,
56 int AddIndicatorConstraint(
const MPGeneralConstraintProto& gen_cst,
58 std::vector<int>* tmp_variables,
59 std::vector<double>* tmp_coefficients) {
60 CHECK(gurobi_model !=
nullptr);
61 CHECK(tmp_variables !=
nullptr);
62 CHECK(tmp_coefficients !=
nullptr);
64 const auto& ind_cst = gen_cst.indicator_constraint();
65 MPConstraintProto cst = ind_cst.constraint();
66 if (cst.lower_bound() > -std::numeric_limits<double>::infinity()) {
68 gurobi_model, gen_cst.name().c_str(), ind_cst.var_index(),
69 ind_cst.var_value(), cst.var_index_size(),
70 cst.mutable_var_index()->mutable_data(),
71 cst.mutable_coefficient()->mutable_data(),
76 if (cst.upper_bound() < std::numeric_limits<double>::infinity() &&
77 cst.lower_bound() != cst.upper_bound()) {
79 ind_cst.var_index(), ind_cst.var_value(),
81 cst.mutable_var_index()->mutable_data(),
82 cst.mutable_coefficient()->mutable_data(),
89 int AddSosConstraint(
const MPSosConstraint& sos_cst,
GRBmodel* gurobi_model,
90 std::vector<int>* tmp_variables,
91 std::vector<double>* tmp_weights) {
92 CHECK(gurobi_model !=
nullptr);
93 CHECK(tmp_variables !=
nullptr);
94 CHECK(tmp_weights !=
nullptr);
96 tmp_variables->resize(sos_cst.var_index_size(), 0);
97 for (
int v = 0; v < sos_cst.var_index_size(); ++v) {
98 (*tmp_variables)[v] = sos_cst.var_index(v);
100 tmp_weights->resize(sos_cst.var_index_size(), 0);
101 if (sos_cst.weight_size() == sos_cst.var_index_size()) {
102 for (
int w = 0; w < sos_cst.weight_size(); ++w) {
103 (*tmp_weights)[w] = sos_cst.weight(w);
106 DCHECK_EQ(sos_cst.weight_size(), 0);
108 std::iota(tmp_weights->begin(), tmp_weights->end(), 1);
111 std::vector<int> types = {sos_cst.type() == MPSosConstraint::SOS1_DEFAULT
114 std::vector<int> begins = {0};
116 sos_cst.var_index_size(),
118 begins.data(), tmp_variables->data(),
119 tmp_weights->data());
122 int AddQuadraticConstraint(
const MPGeneralConstraintProto& gen_cst,
124 CHECK(gurobi_model !=
nullptr);
125 constexpr
double kInfinity = std::numeric_limits<double>::infinity();
127 CHECK(gen_cst.has_quadratic_constraint());
128 const MPQuadraticConstraint& quad_cst = gen_cst.quadratic_constraint();
130 auto addqconstr = [](
GRBmodel* gurobi_model, MPQuadraticConstraint quad_cst,
131 char sense,
double rhs,
const std::string&
name) {
134 quad_cst.var_index_size(),
135 quad_cst.mutable_var_index()->mutable_data(),
136 quad_cst.mutable_coefficient()->mutable_data(),
137 quad_cst.qvar1_index_size(),
138 quad_cst.mutable_qvar1_index()->mutable_data(),
139 quad_cst.mutable_qvar2_index()->mutable_data(),
140 quad_cst.mutable_qcoefficient()->mutable_data(),
146 if (quad_cst.has_lower_bound() && quad_cst.lower_bound() > -
kInfinity) {
147 const int grb_status =
148 addqconstr(gurobi_model, gen_cst.quadratic_constraint(),
150 gen_cst.has_name() ? gen_cst.name() +
"_lb" :
"");
151 if (grb_status != GRB_OK)
return grb_status;
153 if (quad_cst.has_upper_bound() && quad_cst.upper_bound() <
kInfinity) {
154 const int grb_status =
155 addqconstr(gurobi_model, gen_cst.quadratic_constraint(),
GRB_LESS_EQUAL,
156 quad_cst.upper_bound(),
157 gen_cst.has_name() ? gen_cst.name() +
"_ub" :
"");
158 if (grb_status != GRB_OK)
return grb_status;
164 int AddAndConstraint(
const MPGeneralConstraintProto& gen_cst,
165 GRBmodel* gurobi_model, std::vector<int>* tmp_variables) {
166 CHECK(gurobi_model !=
nullptr);
167 CHECK(tmp_variables !=
nullptr);
169 auto and_cst = gen_cst.and_constraint();
172 gen_cst.name().c_str(),
173 and_cst.resultant_var_index(),
174 and_cst.var_index_size(),
175 and_cst.mutable_var_index()->mutable_data());
178 int AddOrConstraint(
const MPGeneralConstraintProto& gen_cst,
179 GRBmodel* gurobi_model, std::vector<int>* tmp_variables) {
180 CHECK(gurobi_model !=
nullptr);
181 CHECK(tmp_variables !=
nullptr);
183 auto or_cst = gen_cst.or_constraint();
185 gen_cst.name().c_str(),
186 or_cst.resultant_var_index(),
187 or_cst.var_index_size(),
188 or_cst.mutable_var_index()->mutable_data());
191 int AddMinConstraint(
const MPGeneralConstraintProto& gen_cst,
192 GRBmodel* gurobi_model, std::vector<int>* tmp_variables) {
193 CHECK(gurobi_model !=
nullptr);
194 CHECK(tmp_variables !=
nullptr);
196 auto min_cst = gen_cst.min_constraint();
199 gen_cst.name().c_str(),
200 min_cst.resultant_var_index(),
201 min_cst.var_index_size(),
202 min_cst.mutable_var_index()->mutable_data(),
203 min_cst.has_constant()
205 : std::numeric_limits<double>::infinity());
208 int AddMaxConstraint(
const MPGeneralConstraintProto& gen_cst,
209 GRBmodel* gurobi_model, std::vector<int>* tmp_variables) {
210 CHECK(gurobi_model !=
nullptr);
211 CHECK(tmp_variables !=
nullptr);
213 auto max_cst = gen_cst.max_constraint();
216 gen_cst.name().c_str(),
217 max_cst.resultant_var_index(),
218 max_cst.var_index_size(),
219 max_cst.mutable_var_index()->mutable_data(),
220 max_cst.has_constant()
222 : -std::numeric_limits<double>::infinity());
228 if (
parameters.empty())
return absl::OkStatus();
229 std::vector<std::string> error_messages;
232 if (
line.empty())
continue;
235 if (
line[0] ==
'#')
continue;
236 for (absl::string_view token :
237 absl::StrSplit(
line,
',', absl::SkipWhitespace())) {
238 if (token.empty())
continue;
239 std::vector<std::string> key_value =
240 absl::StrSplit(token, absl::ByAnyChar(
" ="), absl::SkipWhitespace());
242 if (key_value.size() != 2) {
243 const std::string current_message =
244 absl::StrCat(
"Cannot parse parameter '", token,
245 "'. Expected format is 'ParameterName value' or "
246 "'ParameterName=value'");
247 error_messages.push_back(current_message);
250 const int gurobi_code =
252 if (gurobi_code != GRB_OK) {
253 const std::string current_message = absl::StrCat(
254 "Error setting parameter '", key_value[0],
"' to value '",
256 error_messages.push_back(current_message);
259 VLOG(2) << absl::StrCat(
"Set parameter '", key_value[0],
"' to value '",
264 if (error_messages.empty())
return absl::OkStatus();
265 return absl::InvalidArgumentError(absl::StrJoin(error_messages,
"\n"));
269 const MPModelRequest& request,
GRBenv* gurobi_env) {
271 const absl::optional<LazyMutableCopy<MPModelProto>> optional_model =
273 if (!optional_model)
return response;
274 const MPModelProto&
model = optional_model->get();
279 bool gurobi_env_was_created =
false;
281 if (gurobi_env_was_created && gurobi_env !=
nullptr) {
285 if (gurobi_env ==
nullptr) {
287 gurobi_env_was_created =
true;
293 LOG_IF(DFATAL, error_code != GRB_OK)
294 <<
"GRBfreemodel failed with error " << error_code <<
": "
299 #define RETURN_IF_GUROBI_ERROR(x) \
301 GurobiCodeToUtilStatus(x, __FILE__, __LINE__, #x, gurobi_env));
304 model.name().c_str(),
313 if (request.has_solver_specific_parameters()) {
315 request.solver_specific_parameters(), model_env);
316 if (!parameters_status.ok()) {
317 response.set_status(MPSOLVER_MODEL_INVALID_SOLVER_PARAMETERS);
319 std::string(parameters_status.message()));
323 if (request.solver_time_limit_seconds() > 0) {
325 request.solver_time_limit_seconds()));
329 request.enable_internal_solver_output()));
331 const int variable_size =
model.variable_size();
332 bool has_integer_variables =
false;
334 std::vector<double> obj_coeffs(variable_size, 0);
335 std::vector<double> lb(variable_size);
336 std::vector<double> ub(variable_size);
337 std::vector<char> ctype(variable_size);
338 std::vector<const char*> varnames(variable_size);
339 for (
int v = 0; v < variable_size; ++v) {
340 const MPVariableProto& variable =
model.variable(v);
341 obj_coeffs[v] = variable.objective_coefficient();
342 lb[v] = variable.lower_bound();
343 ub[v] = variable.upper_bound();
344 ctype[v] = variable.is_integer() &&
345 request.solver_type() ==
346 MPModelRequest::GUROBI_MIXED_INTEGER_PROGRAMMING
349 if (variable.is_integer()) has_integer_variables =
true;
350 if (!variable.name().empty()) varnames[v] = variable.name().c_str();
354 GRBaddvars(gurobi_model, variable_size, 0,
nullptr,
nullptr,
nullptr,
356 lb.data(), ub.data(), ctype.data(),
357 const_cast<char**
>(varnames.data())));
360 for (
int i = 0; i <
model.solution_hint().var_index_size(); ++i) {
363 model.solution_hint().var_value(i)));
368 std::vector<int> ct_variables;
369 std::vector<double> ct_coefficients;
370 for (
int c = 0; c <
model.constraint_size(); ++c) {
371 const MPConstraintProto& constraint =
model.constraint(c);
372 const int size = constraint.var_index_size();
373 ct_variables.resize(size, 0);
374 ct_coefficients.resize(size, 0);
375 for (
int i = 0; i < size; ++i) {
376 ct_variables[i] = constraint.var_index(i);
377 ct_coefficients[i] = constraint.coefficient(i);
381 if (constraint.lower_bound() == constraint.upper_bound()) {
383 gurobi_model, size, ct_variables.data(),
384 ct_coefficients.data(),
386 constraint.name().c_str()));
387 }
else if (constraint.lower_bound() ==
388 -std::numeric_limits<double>::infinity()) {
390 gurobi_model, size, ct_variables.data(),
391 ct_coefficients.data(),
393 constraint.name().c_str()));
394 }
else if (constraint.upper_bound() ==
395 std::numeric_limits<double>::infinity()) {
397 gurobi_model, size, ct_variables.data(),
398 ct_coefficients.data(),
400 constraint.name().c_str()));
403 gurobi_model, size, ct_variables.data(),
404 ct_coefficients.data(),
405 constraint.lower_bound(),
406 constraint.upper_bound(),
407 constraint.name().c_str()));
411 for (
const auto& gen_cst :
model.general_constraint()) {
412 switch (gen_cst.general_constraint_case()) {
413 case MPGeneralConstraintProto::kIndicatorConstraint: {
415 gen_cst, gurobi_model, &ct_variables, &ct_coefficients));
418 case MPGeneralConstraintProto::kSosConstraint: {
420 gurobi_model, &ct_variables,
424 case MPGeneralConstraintProto::kQuadraticConstraint: {
428 case MPGeneralConstraintProto::kAbsConstraint: {
431 gen_cst.name().c_str(),
432 gen_cst.abs_constraint().resultant_var_index(),
433 gen_cst.abs_constraint().var_index()));
436 case MPGeneralConstraintProto::kAndConstraint: {
438 AddAndConstraint(gen_cst, gurobi_model, &ct_variables));
441 case MPGeneralConstraintProto::kOrConstraint: {
443 AddOrConstraint(gen_cst, gurobi_model, &ct_variables));
446 case MPGeneralConstraintProto::kMinConstraint: {
448 AddMinConstraint(gen_cst, gurobi_model, &ct_variables));
451 case MPGeneralConstraintProto::kMaxConstraint: {
453 AddMaxConstraint(gen_cst, gurobi_model, &ct_variables));
457 return absl::UnimplementedError(
458 absl::StrFormat(
"General constraints of type %i not supported.",
459 gen_cst.general_constraint_case()));
465 model.maximize() ? -1 : 1));
467 model.objective_offset()));
468 if (
model.has_quadratic_objective()) {
469 MPQuadraticObjective qobj =
model.quadratic_objective();
470 if (qobj.coefficient_size() > 0) {
473 qobj.mutable_qvar1_index()->mutable_data(),
474 qobj.mutable_qvar2_index()->mutable_data(),
475 qobj.mutable_coefficient()->mutable_data()));
481 const absl::Time time_before = absl::Now();
487 const absl::Duration solving_duration = absl::Now() - time_before;
489 VLOG(1) <<
"Finished solving in GurobiSolveProto(), walltime = "
490 << solving_duration <<
", usertime = " << user_timer.
GetDuration();
491 response.mutable_solve_info()->set_solve_wall_time_seconds(
492 absl::ToDoubleSeconds(solving_duration));
493 response.mutable_solve_info()->set_solve_user_time_seconds(
496 int optimization_status = 0;
499 int solution_count = 0;
502 switch (optimization_status) {
504 response.set_status(MPSOLVER_OPTIMAL);
507 DLOG(INFO) <<
"Gurobi solve returned GRB_INF_OR_UNBD, which we treat as "
508 "INFEASIBLE even though it may mean UNBOUNDED.";
510 "The model may actually be unbounded: Gurobi returned "
512 ABSL_FALLTHROUGH_INTENDED;
514 response.set_status(MPSOLVER_INFEASIBLE);
517 response.set_status(MPSOLVER_UNBOUNDED);
520 if (solution_count > 0) {
521 response.set_status(MPSOLVER_FEASIBLE);
523 response.set_status(MPSOLVER_NOT_SOLVED);
525 absl::StrFormat(
"Gurobi status code %d", optimization_status));
531 if (solution_count > 0 && (
response.status() == MPSOLVER_FEASIBLE ||
532 response.status() == MPSOLVER_OPTIMAL)) {
537 double best_objective_bound = 0;
539 &best_objective_bound);
540 if (
response.status() == MPSOLVER_OPTIMAL &&
546 response.set_best_objective_bound(best_objective_bound);
549 response.mutable_variable_value()->Resize(variable_size, 0);
552 response.mutable_variable_value()->mutable_data()));
556 auto round_values_of_integer_variables_fn =
557 [&](google::protobuf::RepeatedField<double>* values) {
558 for (
int v = 0; v < variable_size; ++v) {
559 if (
model.variable(v).is_integer()) {
560 (*values)[v] = std::round((*values)[v]);
564 round_values_of_integer_variables_fn(
response.mutable_variable_value());
565 if (!has_integer_variables &&
model.general_constraint_size() == 0) {
566 response.mutable_dual_value()->Resize(
model.constraint_size(), 0);
569 response.mutable_dual_value()->mutable_data()));
571 const int additional_solutions =
std::min(
572 solution_count,
std::min(request.populate_additional_solutions_up_to(),
575 for (
int i = 1; i < additional_solutions; ++i) {
578 MPSolution* solution =
response.add_additional_solutions();
579 solution->mutable_variable_value()->Resize(variable_size, 0);
586 solution->mutable_variable_value()->mutable_data()));
587 round_values_of_integer_variables_fn(solution->mutable_variable_value());
590 #undef RETURN_IF_GUROBI_ERROR
#define ASSIGN_OR_RETURN(lhs, rexpr)
absl::Duration GetDuration() const
SharedResponseManager * response
#define GRB_DBL_ATTR_START
#define GRB_ERROR_DATA_NOT_AVAILABLE
#define GRB_INT_ATTR_MODELSENSE
#define GRB_GREATER_EQUAL
#define GRB_DBL_ATTR_OBJVAL
struct _GRBmodel GRBmodel
#define GRB_DBL_ATTR_OBJCON
#define GRB_INT_ATTR_STATUS
#define GRB_DBL_ATTR_POOLOBJVAL
#define GRB_INT_PAR_SOLUTIONNUMBER
#define GRB_INT_ATTR_SOLCOUNT
#define GRB_INT_PAR_OUTPUTFLAG
#define GRB_DBL_PAR_TIMELIMIT
#define GRB_DBL_ATTR_OBJBOUND
#define RETURN_IF_GUROBI_ERROR(x)
absl::Cleanup< absl::decay_t< Callback > > MakeCleanup(Callback &&callback)
Collection of objects used to extend the Constraint Solver library.
std::function< int(GRBmodel *model, const char *name, int resvar, int nvars, const int *vars, double constant)> GRBaddgenconstrMin
std::function< int(GRBmodel *model, int numnz, int *cind, double *cval, char sense, double rhs, const char *constrname)> GRBaddconstr
std::function< int(GRBmodel *model, const char *attrname, double *valueP)> GRBgetdblattr
std::function< int(GRBmodel *model, int numlnz, int *lind, double *lval, int numqnz, int *qrow, int *qcol, double *qval, char sense, double rhs, const char *QCname)> GRBaddqconstr
std::function< int(GRBenv *env, const char *paramname, const char *value)> GRBsetparam
std::function< int(GRBmodel *model, const char *attrname, int newvalue)> GRBsetintattr
absl::Status SetSolverSpecificParameters(absl::string_view parameters, GRBenv *gurobi)
std::function< int(GRBenv *env, const char *paramname, int value)> GRBsetintparam
std::function< int(GRBmodel *model, const char *name, int resvar, int argvar)> GRBaddgenconstrAbs
std::function< int(GRBmodel *model)> GRBfreemodel
std::function< int(GRBmodel *model, int numqnz, int *qrow, int *qcol, double *qval)> GRBaddqpterms
std::function< const char *(GRBenv *env)> GRBgeterrormsg
absl::StatusOr< GRBenv * > GetGurobiEnv()
std::function< GRBenv *(GRBmodel *model)> GRBgetenv
std::function< int(GRBmodel *model, const char *name, int resvar, int nvars, const int *vars, double constant)> GRBaddgenconstrMax
std::function< int(GRBmodel *model, const char *attrname, int element, double newvalue)> GRBsetdblattrelement
std::function< int(GRBmodel *model, const char *attrname, int first, int len, double *values)> GRBgetdblattrarray
std::function< int(GRBmodel *model)> GRBupdatemodel
std::function< int(GRBmodel *model, const char *name, int resvar, int nvars, const int *vars)> GRBaddgenconstrAnd
std::optional< LazyMutableCopy< MPModelProto > > ExtractValidMPModelOrPopulateResponseStatus(const MPModelRequest &request, MPSolutionResponse *response)
If the model is valid and non-empty, returns it (possibly after extracting the model_delta).
std::function< int(GRBmodel *model, int numnz, int *cind, double *cval, double lower, double upper, const char *constrname)> GRBaddrangeconstr
absl::StatusOr< MPSolutionResponse > GurobiSolveProto(const MPModelRequest &request, GRBenv *gurobi_env)
std::function< int(GRBmodel *model, const char *name, int resvar, int nvars, const int *vars)> GRBaddgenconstrOr
std::function< int(GRBmodel *model)> GRBoptimize
std::function< int(GRBenv *env, GRBmodel **modelP, const char *Pname, int numvars, double *obj, double *lb, double *ub, char *vtype, char **varnames)> GRBnewmodel
std::function< void(GRBenv *env)> GRBfreeenv
std::function< int(GRBmodel *model, int numsos, int nummembers, int *types, int *beg, int *ind, double *weight)> GRBaddsos
std::function< int(GRBmodel *model, const char *attrname, double newvalue)> GRBsetdblattr
std::function< int(GRBmodel *model, int numvars, int numnz, int *vbeg, int *vind, double *vval, double *obj, double *lb, double *ub, char *vtype, char **varnames)> GRBaddvars
std::function< int(GRBmodel *model, const char *name, int binvar, int binval, int nvars, const int *vars, const double *vals, char sense, double rhs)> GRBaddgenconstrIndicator
std::function< int(GRBmodel *model, const char *attrname, int *valueP)> GRBgetintattr
std::function< int(GRBenv *env, const char *paramname, double value)> GRBsetdblparam
constexpr double kInfinity
#define VLOG(verboselevel)