[16288] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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[16405] | 23 | using System.Collections.Generic;
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| 24 | using System.IO;
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| 25 | using System.Linq;
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| 26 | using System.Reflection;
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[16233] | 27 | using System.Threading;
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[16405] | 28 | using Google.OrTools.LinearSolver;
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[16233] | 29 | using HeuristicLab.Common;
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[16172] | 30 | using HeuristicLab.Core;
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| 31 | using HeuristicLab.Data;
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[16405] | 32 | using HeuristicLab.Optimization;
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[16172] | 33 | using HeuristicLab.Parameters;
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[16736] | 34 | using HEAL.Attic;
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[16172] | 35 |
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[16582] | 36 | namespace HeuristicLab.ExactOptimization.LinearProgramming {
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[16172] | 37 |
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[16736] | 38 | [StorableType("D0657902-BE8B-4826-B832-FDA84E9B24C3")]
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[16405] | 39 | public class LinearSolver : ParameterizedNamedItem, ILinearSolver, IDisposable {
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[16172] | 40 |
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| 41 | [Storable]
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[16373] | 42 | protected IValueParameter<EnumValue<ProblemType>> problemTypeParam;
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[16172] | 43 |
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[16405] | 44 | protected Solver solver;
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[16172] | 45 |
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[16373] | 46 | [Storable]
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| 47 | protected IFixedValueParameter<TextValue> solverSpecificParametersParam;
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| 48 |
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[16405] | 49 | public LinearSolver() {
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[16373] | 50 | Parameters.Add(problemTypeParam =
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[16582] | 51 | new ValueParameter<EnumValue<ProblemType>>(nameof(ProblemType),
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| 52 | new EnumValue<ProblemType>(ProblemType.MixedIntegerProgramming)));
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[16373] | 53 | Parameters.Add(solverSpecificParametersParam =
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| 54 | new FixedValueParameter<TextValue>(nameof(SolverSpecificParameters), new TextValue()));
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[16172] | 55 | }
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| 56 |
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| 57 | [StorableConstructor]
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[16736] | 58 | protected LinearSolver(StorableConstructorFlag _) : base(_) { }
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[16172] | 59 |
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[16405] | 60 | protected LinearSolver(LinearSolver original, Cloner cloner)
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[16172] | 61 | : base(original, cloner) {
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[16373] | 62 | problemTypeParam = cloner.Clone(original.problemTypeParam);
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| 63 | solverSpecificParametersParam = cloner.Clone(original.solverSpecificParametersParam);
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[16172] | 64 | }
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| 65 |
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[16582] | 66 | public double DualTolerance { get; set; } = SolverParameters.DefaultDualTolerance;
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[16405] | 67 |
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| 68 | public bool Incrementality { get; set; } =
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[16582] | 69 | SolverParameters.DefaultIncrementality == SolverParameters.IncrementalityValues.IncrementalityOn;
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[16405] | 70 |
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[16582] | 71 | public SolverParameters.LpAlgorithmValues LpAlgorithm { get; set; }
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| 72 | protected virtual Solver.OptimizationProblemType OptimizationProblemType { get; }
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| 73 | public bool Presolve { get; set; } = SolverParameters.DefaultPresolve == SolverParameters.PresolveValues.PresolveOn;
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| 74 | public double PrimalTolerance { get; set; } = SolverParameters.DefaultPrimalTolerance;
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[16405] | 75 |
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[16373] | 76 | public ProblemType ProblemType {
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| 77 | get => problemTypeParam.Value.Value;
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| 78 | set => problemTypeParam.Value.Value = value;
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[16172] | 79 | }
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| 80 |
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[16582] | 81 | public IValueParameter<EnumValue<ProblemType>> ProblemTypeParameter => problemTypeParam;
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| 82 | public double RelativeGapTolerance { get; set; } = SolverParameters.DefaultRelativeMipGap;
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[16405] | 83 | public bool Scaling { get; set; }
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| 84 |
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| 85 | public string SolverSpecificParameters {
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| 86 | get => solverSpecificParametersParam.Value.Value;
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| 87 | set => solverSpecificParametersParam.Value.Value = value;
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| 88 | }
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| 89 |
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[16582] | 90 | public IFixedValueParameter<TextValue> SolverSpecificParametersParameter => solverSpecificParametersParam;
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[16373] | 91 | public virtual bool SupportsPause => true;
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| 92 | public virtual bool SupportsStop => true;
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[16405] | 93 | public virtual TimeSpan TimeLimit { get; set; } = TimeSpan.Zero;
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[16172] | 94 |
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[16405] | 95 | public override IDeepCloneable Clone(Cloner cloner) => new LinearSolver(this, cloner);
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[16233] | 96 |
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| 97 | public void Dispose() => solver?.Dispose();
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| 98 |
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[16405] | 99 | public bool ExportAsLp(string fileName, bool obfuscated = false) {
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| 100 | var lpFormat = solver?.ExportModelAsLpFormat(obfuscated);
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| 101 | if (string.IsNullOrEmpty(lpFormat))
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| 102 | return false;
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| 103 | File.WriteAllText(fileName, lpFormat);
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| 104 | return true;
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| 105 | }
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| 106 |
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| 107 | public bool ExportAsMps(string fileName, bool fixedFormat = false, bool obfuscated = false) {
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| 108 | var mpsFormat = solver?.ExportModelAsMpsFormat(fixedFormat, obfuscated);
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| 109 | if (string.IsNullOrEmpty(mpsFormat))
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| 110 | return false;
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| 111 | File.WriteAllText(fileName, mpsFormat);
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| 112 | return true;
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| 113 | }
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| 114 |
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| 115 | public bool ExportAsProto(string fileName, ProtoWriteFormat writeFormat = ProtoWriteFormat.ProtoBinary) =>
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[16582] | 116 | solver != null && solver.ExportModelAsProtoFormat(fileName, (Google.OrTools.LinearSolver.ProtoWriteFormat)writeFormat);
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[16405] | 117 |
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[16582] | 118 | public MPSolverResponseStatus ImportFromMps(string fileName, bool? fixedFormat) =>
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| 119 | solver?.ImportModelFromMpsFormat(fileName, fixedFormat.HasValue, fixedFormat ?? false) ??
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| 120 | (MPSolverResponseStatus)SolverResponseStatus.Abnormal;
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[16405] | 121 |
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[16582] | 122 | public MPSolverResponseStatus ImportFromProto(string fileName) =>
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| 123 | solver?.ImportModelFromProtoFormat(fileName) ?? (MPSolverResponseStatus)SolverResponseStatus.Abnormal;
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[16405] | 124 |
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[16373] | 125 | public bool InterruptSolve() => solver?.InterruptSolve() ?? false;
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[16233] | 126 |
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| 127 | public virtual void Reset() {
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[16288] | 128 | solver?.Dispose();
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[16233] | 129 | solver = null;
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[16172] | 130 | }
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| 131 |
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[16582] | 132 | public virtual void Solve(ILinearProblemDefinition problemDefintion,
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[16405] | 133 | ResultCollection results, CancellationToken cancellationToken) =>
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[16582] | 134 | Solve(problemDefintion, results);
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[16233] | 135 |
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[16582] | 136 | public virtual void Solve(ILinearProblemDefinition problemDefinition,
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[16405] | 137 | ResultCollection results) =>
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| 138 | Solve(problemDefinition, results, TimeLimit);
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[16233] | 139 |
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[16582] | 140 | public virtual void Solve(ILinearProblemDefinition problemDefinition, ResultCollection results,
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[16405] | 141 | TimeSpan timeLimit) {
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[16233] | 142 | if (solver == null) {
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[16405] | 143 | solver = CreateSolver(OptimizationProblemType);
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| 144 | problemDefinition.BuildModel(solver);
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[16233] | 145 | }
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| 146 |
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[16405] | 147 | if (timeLimit > TimeSpan.Zero) {
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| 148 | solver.SetTimeLimit((long)timeLimit.TotalMilliseconds);
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| 149 | } else {
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| 150 | solver.SetTimeLimit(0);
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| 151 | }
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[16233] | 152 |
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[16405] | 153 | ResultStatus resultStatus;
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[16373] | 154 |
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[16582] | 155 | using (var parameters = new SolverParameters()) {
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| 156 | parameters.SetDoubleParam(SolverParameters.DoubleParam.RelativeMipGap, RelativeGapTolerance);
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| 157 | parameters.SetDoubleParam(SolverParameters.DoubleParam.PrimalTolerance, PrimalTolerance);
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| 158 | parameters.SetDoubleParam(SolverParameters.DoubleParam.DualTolerance, DualTolerance);
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| 159 | parameters.SetIntegerParam(SolverParameters.IntegerParam.Presolve,
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| 160 | (int)(Presolve ? SolverParameters.PresolveValues.PresolveOn : SolverParameters.PresolveValues.PresolveOff));
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| 161 | parameters.SetIntegerParam(SolverParameters.IntegerParam.Incrementality,
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| 162 | (int)(Incrementality ? SolverParameters.IncrementalityValues.IncrementalityOn : SolverParameters.IncrementalityValues.IncrementalityOff));
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| 163 | parameters.SetIntegerParam(SolverParameters.IntegerParam.Scaling,
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| 164 | (int)(Scaling ? SolverParameters.ScalingValues.ScalingOn : SolverParameters.ScalingValues.ScalingOff));
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[16233] | 165 |
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[16405] | 166 | if (!solver.SetSolverSpecificParametersAsString(SolverSpecificParameters))
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| 167 | throw new ArgumentException("Solver specific parameters could not be set.");
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[16373] | 168 |
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[16405] | 169 | resultStatus = (ResultStatus)solver.Solve(parameters);
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[16373] | 170 | }
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| 171 |
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[16405] | 172 | var objectiveValue = solver.Objective()?.Value();
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[16373] | 173 |
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[16405] | 174 | problemDefinition.Analyze(solver, results);
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| 175 |
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[16582] | 176 | if (solver.IsMip()) {
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[16405] | 177 | var objectiveBound = solver.Objective()?.BestBound();
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| 178 | var absoluteGap = objectiveValue.HasValue && objectiveBound.HasValue
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| 179 | ? Math.Abs(objectiveBound.Value - objectiveValue.Value)
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| 180 | : (double?)null;
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| 181 | // https://www.ibm.com/support/knowledgecenter/SSSA5P_12.7.1/ilog.odms.cplex.help/CPLEX/Parameters/topics/EpGap.html
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| 182 | var relativeGap = absoluteGap.HasValue && objectiveValue.HasValue
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| 183 | ? absoluteGap.Value / (1e-10 + Math.Abs(objectiveValue.Value))
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| 184 | : (double?)null;
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| 185 |
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[16582] | 186 | if (resultStatus == ResultStatus.Optimal && absoluteGap.HasValue && !absoluteGap.Value.IsAlmost(0)) {
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| 187 | resultStatus = ResultStatus.OptimalWithinTolerance;
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| 188 | }
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| 189 |
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[16405] | 190 | results.AddOrUpdateResult("BestObjectiveBound", new DoubleValue(objectiveBound ?? double.NaN));
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| 191 | results.AddOrUpdateResult("AbsoluteGap", new DoubleValue(absoluteGap ?? double.NaN));
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| 192 | results.AddOrUpdateResult("RelativeGap", new PercentValue(relativeGap ?? double.NaN));
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[16373] | 193 | }
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| 194 |
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[16582] | 195 | results.AddOrUpdateResult("ResultStatus", new EnumValue<ResultStatus>(resultStatus));
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| 196 | results.AddOrUpdateResult("BestObjectiveValue", new DoubleValue(objectiveValue ?? double.NaN));
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| 197 |
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[16405] | 198 | results.AddOrUpdateResult("NumberOfConstraints", new IntValue(solver.NumConstraints()));
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| 199 | results.AddOrUpdateResult("NumberOfVariables", new IntValue(solver.NumVariables()));
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| 200 |
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[16582] | 201 | if (solver.IsMip() && solver.Nodes() >= 0) {
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[16405] | 202 | results.AddOrUpdateResult(nameof(solver.Nodes), new DoubleValue(solver.Nodes()));
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| 203 | }
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| 204 |
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| 205 | if (solver.Iterations() >= 0) {
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| 206 | results.AddOrUpdateResult(nameof(solver.Iterations), new DoubleValue(solver.Iterations()));
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| 207 | }
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| 208 |
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| 209 | results.AddOrUpdateResult(nameof(solver.SolverVersion), new StringValue(solver.SolverVersion()));
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[16233] | 210 | }
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[16405] | 211 |
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[16582] | 212 | protected virtual Solver CreateSolver(Solver.OptimizationProblemType optimizationProblemType, string libraryName = null) {
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[16405] | 213 | if (!string.IsNullOrEmpty(libraryName) && !File.Exists(libraryName)) {
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| 214 | var paths = new List<string> {
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| 215 | Path.GetDirectoryName(new Uri(Assembly.GetExecutingAssembly().CodeBase).LocalPath)
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| 216 | };
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| 217 | var path = Environment.GetEnvironmentVariable("PATH");
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| 218 | if (path != null)
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| 219 | paths.AddRange(path.Split(';'));
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| 220 | if (!paths.Any(p => File.Exists(Path.Combine(p, libraryName))))
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| 221 | throw new FileNotFoundException($"Could not find library {libraryName} in PATH.", libraryName);
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| 222 | }
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| 223 |
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| 224 | try {
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[16582] | 225 | solver = new Solver(Name, optimizationProblemType, libraryName ?? string.Empty);
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[16405] | 226 | } catch {
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| 227 | throw new InvalidOperationException($"Could not create {optimizationProblemType}.");
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| 228 | }
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| 229 |
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| 230 | if (solver == null)
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| 231 | throw new InvalidOperationException($"Could not create {optimizationProblemType}.");
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| 232 |
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| 233 | solver.SuppressOutput();
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| 234 | return solver;
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| 235 | }
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[16172] | 236 | }
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[16288] | 237 | }
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