-
Notifications
You must be signed in to change notification settings - Fork 42
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Merge pull request #136 from ampl/mipbackend
Added MIP backend with computeIIS() and computeMIPGap()
- Loading branch information
Showing
8 changed files
with
231 additions
and
25 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,127 @@ | ||
| /* | ||
| Abstract MIP solver backend wrapper. | ||
| Copyright (C) 2020 AMPL Optimization Inc | ||
| Permission to use, copy, modify, and distribute this software and its | ||
| documentation for any purpose and without fee is hereby granted, | ||
| provided that the above copyright notice appear in all copies and that | ||
| both that the copyright notice and this permission notice and warranty | ||
| disclaimer appear in supporting documentation. | ||
| The author and AMPL Optimization Inc disclaim all warranties with | ||
| regard to this software, including all implied warranties of | ||
| merchantability and fitness. In no event shall the author be liable | ||
| for any special, indirect or consequential damages or any damages | ||
| whatsoever resulting from loss of use, data or profits, whether in an | ||
| action of contract, negligence or other tortious action, arising out | ||
| of or in connection with the use or performance of this software. | ||
| */ | ||
|
|
||
| #ifndef MIPBACKEND_H_ | ||
| #define MIPBACKEND_H_ | ||
|
|
||
| #include "mp/convert/backend.h" | ||
|
|
||
|
|
||
| namespace mp { | ||
|
|
||
| /// MIP backend wrapper. | ||
| /// The MIP wrapper provides common functionality relative to MIP solvers; | ||
| /// it implements the common suffixes and the logic shared across all MIP | ||
| /// solvers | ||
| template <class Impl> | ||
| class MIPBackend : | ||
| public BasicBackend<Impl> | ||
| { | ||
| using BaseBackend = BasicBackend<Impl>; | ||
|
|
||
| struct Options { | ||
| int exportIIS_; | ||
| int returnMipGap_; | ||
| }; | ||
| Options mipStoredOptions_; | ||
|
|
||
| public: | ||
|
|
||
| void InitOptions() { | ||
| BaseBackend::InitOptions(); | ||
| MP_DISPATCH( InitMIPOptions() ); | ||
| } | ||
|
|
||
| void InitMIPOptions() { | ||
| this->AddStoredOption("iisfind", | ||
| "Whether to find and export the IIS. " | ||
| "Default = 0 (don't export).", | ||
| mipStoredOptions_.exportIIS_); | ||
| this->AddStoredOption("return_mipgap", | ||
| "Whether to return mipgap suffixes or include mipgap values\n\ | ||
| (|objectve - best_bound|) in the solve_message: sum of\n\ | ||
| 1 = return relmipgap suffix (relative to |obj|);\n\ | ||
| 2 = return absmipgap suffix (absolute mipgap);\n\ | ||
| 4 = suppress mipgap values in solve_message.\n\ | ||
| Default = 0. The suffixes are on the objective and problem.\n\ | ||
| Returned suffix values are +Infinity if no integer-feasible\n\ | ||
| solution has been found, in which case no mipgap values are\n\ | ||
| reported in the solve_message.", | ||
| mipStoredOptions_.returnMipGap_); | ||
| } | ||
|
|
||
| void CalculateDerivedResults() { | ||
| BasicBackend<Impl>::CalculateDerivedResults(); | ||
| if (MP_DISPATCH( IsProblemInfOrUnb() ) && | ||
| mipStoredOptions_.exportIIS_) | ||
| MP_DISPATCH( ComputeIIS() ); | ||
| if (mipStoredOptions_.returnMipGap_) | ||
| MP_DISPATCH( ComputeMipGap() ); | ||
|
|
||
| } | ||
|
|
||
| // Override for standard MIP calculations | ||
| /** | ||
| * Compute the IIS and relevant values | ||
| **/ | ||
| void ComputeIIS(); | ||
| /** | ||
| * Get IIS values for constraints | ||
| **/ | ||
| void ConsIIS(std::vector<int>& stt) { stt.clear(); } | ||
| /** | ||
| * Get IIS values for variables | ||
| **/ | ||
| void VarsIIS(std::vector<int>& stt) { stt.clear(); } | ||
|
|
||
| void ComputeMipGap() {} | ||
| double MIPGap() { throw std::runtime_error("Not implemented"); } | ||
|
|
||
| const SuffixDef<int> sufIISCon = { "iis", suf::CON | suf::OUTPUT }; | ||
| const SuffixDef<int> sufIISVar = { "iis", suf::VAR | suf::OUTPUT }; | ||
|
|
||
| const SuffixDef<double> sufRelMipGapObj = { "relmipgap", suf::OBJ | suf::OUTPUT }; | ||
| const SuffixDef<double> sufRelMipGapProb = { "relmipgap", suf::PROBLEM | suf::OUTPUT }; | ||
|
|
||
| void ReportStandardSuffixes() { | ||
| BasicBackend<Impl>::ReportStandardSuffixes(); | ||
| std::vector<int> stt; | ||
| std::vector<double> dbl; | ||
| if (mipStoredOptions_.exportIIS_) | ||
| { | ||
| MP_DISPATCH(ConsIIS(stt)); | ||
| this->DeclareAndReportIntSuffix(sufIISCon, stt); | ||
| MP_DISPATCH(VarsIIS(stt)); | ||
| this->DeclareAndReportIntSuffix(sufIISVar, stt); | ||
| } | ||
| if (mipStoredOptions_.returnMipGap_) | ||
| { | ||
| dbl.clear(); | ||
| dbl.push_back(MP_DISPATCH( MIPGap() )); | ||
| this->DeclareAndReportDblSuffix(sufRelMipGapObj, dbl); | ||
| this->DeclareAndReportDblSuffix(sufRelMipGapProb, dbl); | ||
| } | ||
| } | ||
|
|
||
| }; | ||
| } // namespace mp | ||
|
|
||
| #endif // MIPBACKEND_H_ |
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Oops, something went wrong.