pdlp_proto_solver.cc

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// Copyright 2010-2022 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 "ortools/linear_solver/proto_solver/pdlp_proto_solver.h"
 
#include <atomic>
#include <optional>
#include <string>
#include <utility>
 
#include "absl/status/statusor.h"
#include "ortools/base/logging.h"
#include "ortools/base/status_macros.h"
#include "ortools/linear_solver/linear_solver.pb.h"
#include "ortools/linear_solver/model_validator.h"
#include "ortools/pdlp/iteration_stats.h"
#include "ortools/pdlp/primal_dual_hybrid_gradient.h"
#include "ortools/pdlp/quadratic_program.h"
#include "ortools/pdlp/solve_log.pb.h"
#include "ortools/pdlp/solvers.pb.h"
#include "ortools/port/proto_utils.h"
#include "ortools/util/lazy_mutable_copy.h"
 
namespace operations_research {
 
absl::StatusOr<MPSolutionResponse> PdlpSolveProto(
    const MPModelRequest& request, const bool relax_integer_variables,
    const std::atomic<bool>* interrupt_solve) {
  pdlp::PrimalDualHybridGradientParams params;
  if (request.enable_internal_solver_output()) {
    params.set_verbosity_level(3);
  } else {
    params.set_verbosity_level(0);
  }
 
  MPSolutionResponse error_response;
  if (!ProtobufTextFormatMergeFromString(request.solver_specific_parameters(),
                                         &params)) {
    error_response.set_status(
        MPSolverResponseStatus::MPSOLVER_MODEL_INVALID_SOLVER_PARAMETERS);
    return error_response;
  }
  if (interrupt_solve != nullptr && interrupt_solve->load() == true) {
    error_response.set_status(MPSolverResponseStatus::MPSOLVER_NOT_SOLVED);
    return error_response;
  }
  if (request.has_solver_time_limit_seconds()) {
    params.mutable_termination_criteria()->set_time_sec_limit(
        request.solver_time_limit_seconds());
  }
 
  const absl::optional<LazyMutableCopy<MPModelProto>> optional_model =
      ExtractValidMPModelOrPopulateResponseStatus(request, &error_response);
  if (!optional_model) {
    LOG_IF(WARNING, request.enable_internal_solver_output())
        << "Failed to extract a valid model from protocol buffer. Status: "
        << ProtoEnumToString<MPSolverResponseStatus>(error_response.status())
        << " (" << error_response.status()
        << "): " << error_response.status_str();
    return error_response;
  }
 
  ASSIGN_OR_RETURN(
      pdlp::QuadraticProgram qp,
      pdlp::QpFromMpModelProto(optional_model->get(), relax_integer_variables));
  const double objective_scaling_factor = qp.objective_scaling_factor;
 
  pdlp::SolverResult pdhg_result =
      pdlp::PrimalDualHybridGradient(std::move(qp), params, interrupt_solve);
 
  // PDLP's statuses don't map very cleanly to MPSolver statuses. Do the best
  // we can for now.
  MPSolutionResponse response;
  switch (pdhg_result.solve_log.termination_reason()) {
    case pdlp::TERMINATION_REASON_OPTIMAL:
      response.set_status(MPSOLVER_OPTIMAL);
      break;
    case pdlp::TERMINATION_REASON_NUMERICAL_ERROR:
      response.set_status(MPSOLVER_ABNORMAL);
      break;
    case pdlp::TERMINATION_REASON_PRIMAL_INFEASIBLE:
      response.set_status(MPSOLVER_INFEASIBLE);
      break;
    case pdlp::TERMINATION_REASON_INTERRUPTED_BY_USER:
      response.set_status(MPSOLVER_CANCELLED_BY_USER);
      break;
    default:
      response.set_status(MPSOLVER_NOT_SOLVED);
  }
  if (pdhg_result.solve_log.has_termination_string()) {
    response.set_status_str(pdhg_result.solve_log.termination_string());
  }
 
  const std::optional<pdlp::ConvergenceInformation> convergence_information =
      pdlp::GetConvergenceInformation(pdhg_result.solve_log.solution_stats(),
                                      pdhg_result.solve_log.solution_type());
 
  if (convergence_information.has_value()) {
    response.set_objective_value(convergence_information->primal_objective());
  }
  // variable_value and dual_value are supposed to be set iff 'status' is
  // OPTIMAL or FEASIBLE. However, we set them in all cases.
 
  for (const double v : pdhg_result.primal_solution) {
    response.add_variable_value(v);
  }
 
  // QpFromMpModelProto converts maximization problems to minimization problems
  // for PDLP by negating the objective and setting objective_scaling_factor to
  // -1. This maintains the same set of primal solutions. Dual solutions need to
  // be negated if objective_scaling_factor is -1.
  for (const double v : pdhg_result.dual_solution) {
    response.add_dual_value(objective_scaling_factor * v);
  }
 
  for (const double v : pdhg_result.reduced_costs) {
    response.add_reduced_cost(objective_scaling_factor * v);
  }
 
  response.set_solver_specific_info(pdhg_result.solve_log.SerializeAsString());
 
  return response;
}
 
}  // namespace operations_research