Opened 5 months ago

Last modified 6 days ago

#2931 accepted feature request

Integration of LP and MIP Solvers based on Google OR-Tools in HeuristicLab

Reported by: ddorfmei Owned by: ddorfmei
Priority: medium Milestone: HeuristicLab 3.3.16
Component: General Version:
Keywords: Cc:

Description

Google OR-Tools provides an easy-to-use API for LP and MIP solvers including CPLEX and Gurobi. Using its Natural C# API, models can be defined similarly to OPL and AMPL and then be solved with several solvers without modifications.

A wrapper should be implemented to simplify the usage of the Solver class and add features missing from the C# API. This wrapper then can be used in a C# script or a programmable problem to use exact optimization in HeuristicLab.

Google OR-Tools currently does not support external solvers out of the box because load-time dynamic linking is used, which implies that all solvers supported must be installed on a system to run a custom build of OR-Tools that is linked against all solvers. Thus, load-time dynamic linking must be replaced by run-time dynamic linking (as described in this issue) to support all solvers independently.

Change History (10)

comment:1 Changed 4 months ago by ddorfmei

  • Status changed from new to accepted

comment:2 Changed 3 months ago by ddorfmei

r16046: created branch for integration of LP and MIP solvers based on Google OR-Tools in HeuristicLab

comment:3 Changed 3 months ago by ddorfmei

r16070:

  • added ExtLib plugin for Google OR-Tools
  • added empty plugin for mathematical optimization
  • upgraded target framework of all projects to .NET Framework 4.6.1

comment:4 Changed 3 months ago by ddorfmei

r16138: project upgrades and changes to building

comment:5 Changed 3 months ago by ddorfmei

r16139: Merged [16046-16138/trunk] into branch

comment:6 Changed 3 months ago by ddorfmei

r16172:

  • created LinearProgrammingAlgorithm
    • created definitions for all LP/MIP solvers supported by OR-Tools
  • created LinearProgrammingProblem
    • created classes required for scripting: LinearProgrammingProblemDefinition, LinearProgrammingProblemDefinitionScript, CompiledLinearProgrammingProblemDefinition
    • created views: LinearProgrammingProblemView, LinearProgrammingProblemDefinitionScriptView
  • updated OR-Tools version in ExtLibs to 6.9

comment:7 Changed 2 months ago by ddorfmei

r16233:

  • added all available parameters OR-Tools's linear_solver to LinearProgrammingAlgorithm
    • added necessary parameter enums
  • moved solving logic to Solver
    • created IncrementalSolver, ExternalSolver, ExternalIncrementalSolver
    • added logic for solvers that can be stopped and resumed
  • added SupportsStop property to BasicAlgorithm
  • added quality per time chart for incremental solvers

comment:8 Changed 2 months ago by ddorfmei

r16234:

  • updated plugin dependencies
  • added solver library name defaults to settings

comment:9 Changed 2 months ago by ddorfmei

r16235: Merged [16168-16232/trunk] into branch

comment:10 Changed 6 days ago by ddorfmei

r16373:

  • upgraded Google OR-Tools to version 6.10
  • added TextValue and TextValueView to be able to display and edit a multiline string
  • added parameter to set solver specific parameters for supported solvers
  • added support for the Protocol Buffers representation of models (import/export)
  • added import of MPS models
  • added pause/stop functionality to CplexSolver and GlpkSolver
  • refactored wrapper (LinearSolver and related enums)
  • added new algorithm category Exact for LinearProgrammingAlgorithm
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