source: branches/2931_OR-Tools_LP_MIP/HeuristicLab.MathematicalOptimization/3.3/LinearProgramming/Algorithms/LinearProgrammingAlgorithm.cs @ 16288

Last change on this file since 16288 was 16288, checked in by ddorfmei, 7 months ago

#2931:

  • added license information to all files
  • added missing storable and cloning constructors
  • fixed a bug that caused an exception when a Hive Slave tried to delete the files in the PluginTemp folder
File size: 7.7 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Threading;
24using Google.OrTools.LinearSolver;
25using HeuristicLab.Common;
26using HeuristicLab.Core;
27using HeuristicLab.Data;
28using HeuristicLab.MathematicalOptimization.LinearProgramming.Algorithms.Solvers;
29using HeuristicLab.MathematicalOptimization.LinearProgramming.Algorithms.Solvers.Base;
30using HeuristicLab.MathematicalOptimization.LinearProgramming.Problems;
31using HeuristicLab.Optimization;
32using HeuristicLab.Parameters;
33using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
34
35namespace HeuristicLab.MathematicalOptimization.LinearProgramming.Algorithms {
36
37  [Item("Linear/Mixed Integer Programming (LP/MIP)", "")]
38  [Creatable(CreatableAttribute.Categories.SingleSolutionAlgorithms)]
39  [StorableClass]
40  public class LinearProgrammingAlgorithm : BasicAlgorithm {
41
42    [Storable]
43    private readonly IFixedValueParameter<DoubleValue> dualToleranceParam;
44
45    [Storable]
46    private readonly IFixedValueParameter<EnumValue<LpAlgorithmValues>> lpAlgorithmParam;
47
48    [Storable]
49    private readonly IFixedValueParameter<BoolValue> presolveParam;
50
51    [Storable]
52    private readonly IFixedValueParameter<DoubleValue> primalToleranceParam;
53
54    [Storable]
55    private readonly IFixedValueParameter<DoubleValue> relativeGapToleranceParam;
56
57    [Storable]
58    private readonly IFixedValueParameter<BoolValue> scalingParam;
59
60    [Storable]
61    private IConstrainedValueParameter<ISolver> solverParam;
62
63    [Storable]
64    private readonly IFixedValueParameter<TimeSpanValue> timeLimitParam;
65
66    public IConstrainedValueParameter<ISolver> SolverParameter {
67      get { return solverParam; }
68      set { solverParam = value; }
69    }
70
71    public LinearProgrammingAlgorithm() {
72      Parameters.Add(solverParam =
73        new ConstrainedValueParameter<ISolver>(nameof(Solver), "The solver used to solve the model."));
74      Parameters.Add(relativeGapToleranceParam = new FixedValueParameter<DoubleValue>(nameof(RelativeGapTolerance),
75        "Limit for relative MIP gap.", new DoubleValue(MPSolverParameters.kDefaultRelativeMipGap)));
76      Parameters.Add(timeLimitParam = new FixedValueParameter<TimeSpanValue>(nameof(TimeLimit),
77        "Limit for runtime. Set to zero for unlimited runtime.", new TimeSpanValue()));
78      Parameters.Add(presolveParam =
79        new FixedValueParameter<BoolValue>(nameof(Presolve), "Advanced usage: presolve mode.", new BoolValue()));
80      Parameters.Add(lpAlgorithmParam = new FixedValueParameter<EnumValue<LpAlgorithmValues>>(nameof(LpAlgorithm),
81        "Algorithm to solve linear programs.", new EnumValue<LpAlgorithmValues>(LpAlgorithmValues.DualSimplex)));
82      Parameters.Add(dualToleranceParam = new FixedValueParameter<DoubleValue>(nameof(DualTolerance),
83        "Advanced usage: tolerance for dual feasibility of basic solutions.",
84        new DoubleValue(MPSolverParameters.kDefaultDualTolerance)));
85      Parameters.Add(primalToleranceParam = new FixedValueParameter<DoubleValue>(nameof(PrimalTolerance),
86        "Advanced usage: tolerance for primal feasibility of basic solutions. " +
87        "This does not control the integer feasibility tolerance of integer " +
88        "solutions for MIP or the tolerance used during presolve.",
89        new DoubleValue(MPSolverParameters.kDefaultPrimalTolerance)));
90      Parameters.Add(scalingParam = new FixedValueParameter<BoolValue>(nameof(Scaling),
91        "Advanced usage: enable or disable matrix scaling.", new BoolValue()));
92
93      Problem = new LinearProgrammingProblem();
94
95      solverParam.ValidValues.Add(new CoinOrSolver());
96      solverParam.ValidValues.Add(new CplexSolver());
97      solverParam.ValidValues.Add(new GlpkSolver());
98      solverParam.ValidValues.Add(new GurobiSolver());
99      solverParam.ValidValues.Add(new ScipSolver());
100      solverParam.ValidValues.Add(new BopSolver());
101      solverParam.ValidValues.Add(new GlopSolver());
102    }
103
104    [StorableConstructor]
105    protected LinearProgrammingAlgorithm(bool deserializing)
106      : base(deserializing) {
107    }
108
109    protected LinearProgrammingAlgorithm(LinearProgrammingAlgorithm original, Cloner cloner)
110      : base(original, cloner) {
111      solverParam = cloner.Clone(original.solverParam);
112      relativeGapToleranceParam = cloner.Clone(original.relativeGapToleranceParam);
113      timeLimitParam = cloner.Clone(original.timeLimitParam);
114      presolveParam = cloner.Clone(original.presolveParam);
115      lpAlgorithmParam = cloner.Clone(original.lpAlgorithmParam);
116      dualToleranceParam = cloner.Clone(original.dualToleranceParam);
117      primalToleranceParam = cloner.Clone(original.primalToleranceParam);
118      scalingParam = cloner.Clone(original.scalingParam);
119    }
120
121    public double DualTolerance {
122      get => dualToleranceParam.Value.Value;
123      set => dualToleranceParam.Value.Value = value;
124    }
125
126    public LpAlgorithmValues LpAlgorithm {
127      get => lpAlgorithmParam.Value.Value;
128      set => lpAlgorithmParam.Value.Value = value;
129    }
130
131    public bool Presolve {
132      get => presolveParam.Value.Value;
133      set => presolveParam.Value.Value = value;
134    }
135
136    public double PrimalTolerance {
137      get => primalToleranceParam.Value.Value;
138      set => primalToleranceParam.Value.Value = value;
139    }
140
141    public new LinearProgrammingProblem Problem {
142      get => (LinearProgrammingProblem)base.Problem;
143      set => base.Problem = value;
144    }
145
146    public override Type ProblemType { get; } = typeof(LinearProgrammingProblem);
147
148    public double RelativeGapTolerance {
149      get => relativeGapToleranceParam.Value.Value;
150      set => relativeGapToleranceParam.Value.Value = value;
151    }
152
153    public override ResultCollection Results { get; } = new ResultCollection();
154
155    public bool Scaling {
156      get => scalingParam.Value.Value;
157      set => scalingParam.Value.Value = value;
158    }
159
160    public ISolver Solver {
161      get => solverParam.Value;
162      set => solverParam.Value = value;
163    }
164
165    public override bool SupportsPause => Solver.SupportsPause;
166
167    public override bool SupportsStop => Solver.SupportsStop;
168
169    public TimeSpan TimeLimit {
170      get => timeLimitParam.Value.Value;
171      set => timeLimitParam.Value.Value = value;
172    }
173
174    public override IDeepCloneable Clone(Cloner cloner) => new LinearProgrammingAlgorithm(this, cloner);
175
176    public override void Pause() {
177      base.Pause();
178      Solver.Interrupt();
179    }
180
181    public override void Prepare() {
182      base.Prepare();
183      Results.Clear();
184
185      foreach (var solver in solverParam.ValidValues) {
186        solver.Reset();
187      }
188    }
189
190    public override void Stop() {
191      base.Stop();
192      Solver.Interrupt();
193    }
194
195    protected override void Initialize(CancellationToken cancellationToken) {
196      base.Initialize(cancellationToken);
197    }
198
199    protected override void Run(CancellationToken cancellationToken) => Solver.Solve(this, cancellationToken);
200  }
201}
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