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