C++ Reference
C++ Reference: Linear solver
linear_solver.h
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LinearExpr models a quantity that is linear in the decision variables (MPVariable) of an optimization...
Definition: linear_expr.h:114
The class for constraints of a Mathematical Programming (MP) model.
Definition: linear_solver.h:1178
void SetBounds(double lb, double ub)
Sets both the lower and upper bounds.
friend class SCIPInterface
Definition: linear_solver.h:1274
void SetCoefficient(const MPVariable *const var, double coeff)
Sets the coefficient of the variable on the constraint.
double GetCoefficient(const MPVariable *const var) const
Gets the coefficient of a given variable on the constraint (which is 0 if the variable does not appea...
friend class SLMInterface
Definition: linear_solver.h:1275
friend class CLPInterface
Definition: linear_solver.h:1272
MPConstraint(int index, double lb, double ub, const std::string &name, MPSolverInterface *const interface_in)
Definition: linear_solver.h:1287
friend class GLOPInterface
Definition: linear_solver.h:1279
friend class BopInterface
Definition: linear_solver.h:1280
bool indicator_value() const
Definition: linear_solver.h:1243
const MPVariable * indicator_variable() const
Definition: linear_solver.h:1242
void Clear()
Clears all variables and coefficients. Does not clear the bounds.
bool is_lazy() const
Advanced usage: returns true if the constraint is "lazy" (see below).
Definition: linear_solver.h:1225
friend class XpressInterface
Definition: linear_solver.h:1278
friend class GurobiInterface
Definition: linear_solver.h:1276
void set_is_lazy(bool laziness)
Advanced usage: sets the constraint "laziness".
Definition: linear_solver.h:1240
friend class SatInterface
Definition: linear_solver.h:1281
int index() const
Returns the index of the constraint in the MPSolver::constraints_.
Definition: linear_solver.h:1246
void set_dual_value(double dual_value)
Definition: linear_solver.h:1299
friend class GLPKInterface
Definition: linear_solver.h:1273
friend class CplexInterface
Definition: linear_solver.h:1277
MPSolver::BasisStatus basis_status() const
Advanced usage: returns the basis status of the constraint.
friend class KnapsackInterface
Definition: linear_solver.h:1282
double dual_value() const
Advanced usage: returns the dual value of the constraint in the current solution (only available for ...
friend class CBCInterface
Definition: linear_solver.h:1271
const absl::flat_hash_map< const MPVariable *, double > & terms() const
Returns a map from variables to their coefficients in the constraint.
Definition: linear_solver.h:1205
A class to express a linear objective.
Definition: linear_solver.h:926
friend class SCIPInterface
Definition: linear_solver.h:1024
void SetCoefficient(const MPVariable *const var, double coeff)
Sets the coefficient of the variable in the objective.
double GetCoefficient(const MPVariable *const var) const
Gets the coefficient of a given variable in the objective.
void SetOffset(double value)
Sets the constant term in the objective.
bool maximization() const
Is the optimization direction set to maximize?
void OptimizeLinearExpr(const LinearExpr &linear_expr, bool is_maximization)
Resets the current objective to take the value of linear_expr, and sets the objective direction to ma...
friend class SLMInterface
Definition: linear_solver.h:1025
friend class CLPInterface
Definition: linear_solver.h:1022
void AddLinearExpr(const LinearExpr &linear_expr)
Adds linear_expr to the current objective, does not change the direction.
void MinimizeLinearExpr(const LinearExpr &linear_expr)
Resets the current objective to minimize linear_expr.
Definition: linear_solver.h:975
friend class GLOPInterface
Definition: linear_solver.h:1029
friend class BopInterface
Definition: linear_solver.h:1030
double Value() const
Returns the objective value of the best solution found so far.
double BestBound() const
Returns the best objective bound.
bool minimization() const
Is the optimization direction set to minimize?
void Clear()
Clears the offset, all variables and coefficients, and the optimization direction.
friend class XpressInterface
Definition: linear_solver.h:1028
void MaximizeLinearExpr(const LinearExpr &linear_expr)
Resets the current objective to maximize linear_expr.
Definition: linear_solver.h:971
friend class GurobiInterface
Definition: linear_solver.h:1026
friend class SatInterface
Definition: linear_solver.h:1031
void SetOptimizationDirection(bool maximize)
Sets the optimization direction (maximize: true or minimize: false).
friend class GLPKInterface
Definition: linear_solver.h:1023
friend class CplexInterface
Definition: linear_solver.h:1027
friend class KnapsackInterface
Definition: linear_solver.h:1032
friend class CBCInterface
Definition: linear_solver.h:1021
const absl::flat_hash_map< const MPVariable *, double > & terms() const
Returns a map from variables to their coefficients in the objective.
Definition: linear_solver.h:954
This mathematical programming (MP) solver class is the main class though which users build and solve ...
Definition: linear_solver.h:180
void FillSolutionResponseProto(MPSolutionResponse *response) const
Encodes the current solution in a solution response protocol buffer.
static void SetGurobiLibraryPath(const std::string &full_library_path)
virtual ~MPSolver()
ABSL_MUST_USE_RESULT bool NextSolution()
Some solvers (MIP only, not LP) can produce multiple solutions to the problem.
MPConstraint * MakeRowConstraint(double lb, double ub, const std::string &name)
Creates a named constraint with given bounds.
void MakeBoolVarArray(int nb, const std::string &name, std::vector< MPVariable * > *vars)
Creates an array of boolean variables.
friend class SCIPInterface
Definition: linear_solver.h:806
bool IsMIP() const
bool VerifySolution(double tolerance, bool log_errors) const
Advanced usage: Verifies the correctness of the solution.
MPConstraint * MakeRowConstraint(const LinearRange &range, const std::string &name)
As above, but also names the constraint.
absl::Duration DurationSinceConstruction() const
Definition: linear_solver.h:695
void Reset()
Advanced usage: resets extracted model to solve from scratch.
MPVariable * LookupVariableOrNull(const std::string &var_name) const
Looks up a variable by name, and returns nullptr if it does not exist.
static bool ParseSolverType(absl::string_view solver_id, OptimizationProblemType *type)
Parses the name of the solver.
static OptimizationProblemType ParseSolverTypeOrDie(const std::string &solver_id)
Parses the name of the solver and returns the correct optimization type or dies.
void SetStartingLpBasis(const std::vector< MPSolver::BasisStatus > &variable_statuses, const std::vector< MPSolver::BasisStatus > &constraint_statuses)
Advanced usage: Incrementality.
MPConstraint * MakeRowConstraint(double lb, double ub)
Creates a linear constraint with given bounds.
MPVariable * MakeBoolVar(const std::string &name)
Creates a boolean variable.
const std::vector< MPConstraint * > & constraints() const
Returns the array of constraints handled by the MPSolver.
Definition: linear_solver.h:369
void SetHint(std::vector< std::pair< const MPVariable *, double > > hint)
Sets a hint for solution.
double ComputeExactConditionNumber() const
Advanced usage: computes the exact condition number of the current scaled basis: L1norm(B) * L1norm(i...
int64 nodes() const
Returns the number of branch-and-bound nodes evaluated during the solve.
@ MODEL_INVALID
the model is trivially invalid (NaN coefficients, etc).
Definition: linear_solver.h:440
const std::vector< MPVariable * > & variables() const
Returns the array of variables handled by the MPSolver.
Definition: linear_solver.h:303
void MakeNumVarArray(int nb, double lb, double ub, const std::string &name, std::vector< MPVariable * > *vars)
Creates an array of continuous variables.
void MakeVarArray(int nb, double lb, double ub, bool integer, const std::string &name_prefix, std::vector< MPVariable * > *vars)
Creates an array of variables.
friend class GLOPInterface
Definition: linear_solver.h:812
void * underlying_solver()
Advanced usage: returns the underlying solver.
OptimizationProblemType
The type of problems (LP or MIP) that will be solved and the underlying solver (GLOP,...
Definition: linear_solver.h:188
@ CLP_LINEAR_PROGRAMMING
Definition: linear_solver.h:191
@ GLOP_LINEAR_PROGRAMMING
Definition: linear_solver.h:193
@ CPLEX_MIXED_INTEGER_PROGRAMMING
Definition: linear_solver.h:205
@ KNAPSACK_MIXED_INTEGER_PROGRAMMING
Definition: linear_solver.h:219
@ XPRESS_LINEAR_PROGRAMMING
Definition: linear_solver.h:206
@ GLPK_LINEAR_PROGRAMMING
Definition: linear_solver.h:192
@ CPLEX_LINEAR_PROGRAMMING
Definition: linear_solver.h:204
@ GUROBI_LINEAR_PROGRAMMING
Definition: linear_solver.h:202
@ XPRESS_MIXED_INTEGER_PROGRAMMING
Definition: linear_solver.h:207
@ GUROBI_MIXED_INTEGER_PROGRAMMING
Definition: linear_solver.h:203
@ BOP_INTEGER_PROGRAMMING
Definition: linear_solver.h:211
@ SCIP_MIXED_INTEGER_PROGRAMMING
Definition: linear_solver.h:197
@ SAT_INTEGER_PROGRAMMING
Definition: linear_solver.h:216
@ GLPK_MIXED_INTEGER_PROGRAMMING
Definition: linear_solver.h:198
@ CBC_MIXED_INTEGER_PROGRAMMING
Definition: linear_solver.h:199
bool SetSolverSpecificParametersAsString(const std::string ¶meters)
Advanced usage: pass solver specific parameters in text format.
static MPSolver * CreateSolver(const std::string &solver_id)
Recommended factory method to create a MPSolver instance, especially in non C++ languages.
absl::Status SetNumThreads(int num_threads)
Sets the number of threads to use by the underlying solver.
const std::string & Name() const
Returns the name of the model set at construction.
Definition: linear_solver.h:280
std::string SolverVersion() const
Returns a string describing the underlying solver and its version.
bool SupportsCallbacks() const
void ExportModelToProto(MPModelProto *output_model) const
Exports model to protocol buffer.
int GetNumThreads() const
Returns the number of threads to be used during solve.
Definition: linear_solver.h:611
int64 iterations() const
Returns the number of simplex iterations.
void MakeIntVarArray(int nb, double lb, double ub, const std::string &name, std::vector< MPVariable * > *vars)
Creates an array of integer variables.
std::vector< double > ComputeConstraintActivities() const
Advanced usage: compute the "activities" of all constraints, which are the sums of their linear terms...
std::string GetSolverSpecificParametersAsString() const
Definition: linear_solver.h:620
static void SolveWithProto(const MPModelRequest &model_request, MPSolutionResponse *response)
Solves the model encoded by a MPModelRequest protocol buffer and fills the solution encoded as a MPSo...
absl::Status ClampSolutionWithinBounds()
Resets values of out of bound variables to the corresponding bound and returns an error if any of the...
ResultStatus Solve()
Solves the problem using the default parameter values.
bool OwnsVariable(const MPVariable *var) const
void Clear()
Clears the objective (including the optimization direction), all variables and constraints.
bool ExportModelAsLpFormat(bool obfuscate, std::string *model_str) const
Shortcuts to the homonymous MPModelProtoExporter methods, via exporting to a MPModelProto with Export...
ResultStatus Solve(const MPSolverParameters ¶m)
Solves the problem using the specified parameter values.
void Write(const std::string &file_name)
Writes the model using the solver internal write function.
MPConstraint * MakeRowConstraint(const LinearRange &range)
Creates a constraint owned by MPSolver enforcing: range.lower_bound() <= range.linear_expr() <= range...
MPConstraint * MakeRowConstraint()
Creates a constraint with -infinity and +infinity bounds.
void SetCallback(MPCallback *mp_callback)
MPSolverResponseStatus LoadModelFromProto(const MPModelProto &input_model, std::string *error_message)
Loads model from protocol buffer.
bool OutputIsEnabled() const
Controls (or queries) the amount of output produced by the underlying solver.
bool ExportModelAsMpsFormat(bool fixed_format, bool obfuscate, std::string *model_str) const
MPVariable * MakeVar(double lb, double ub, bool integer, const std::string &name)
Creates a variable with the given bounds, integrality requirement and name.
friend class XpressInterface
Definition: linear_solver.h:809
MPConstraint * LookupConstraintOrNull(const std::string &constraint_name) const
Looks up a constraint by name, and returns nullptr if it does not exist.
friend class GurobiInterface
Definition: linear_solver.h:807
MPVariable * MakeNumVar(double lb, double ub, const std::string &name)
Creates a continuous variable.
bool InterruptSolve()
Interrupts the Solve() execution to terminate processing if possible.
void set_time_limit(int64 time_limit_milliseconds)
Definition: linear_solver.h:785
MPVariable * MakeIntVar(double lb, double ub, const std::string &name)
Creates an integer variable.
MPSolver(const std::string &name, OptimizationProblemType problem_type)
Create a solver with the given name and underlying solver backend.
double time_limit_in_secs() const
Definition: linear_solver.h:790
static bool LoadGurobiSharedLibrary()
friend class GLPKInterface
Definition: linear_solver.h:803
absl::Status LoadSolutionFromProto(const MPSolutionResponse &response, double tolerance=kDefaultPrimalTolerance)
Load a solution encoded in a protocol buffer onto this solver for easy access via the MPSolver interf...
MPConstraint * MakeRowConstraint(const std::string &name)
Creates a named constraint with -infinity and +infinity bounds.
MPSolverResponseStatus LoadModelFromProtoWithUniqueNamesOrDie(const MPModelProto &input_model, std::string *error_message)
Loads model from protocol buffer.
friend class CplexInterface
Definition: linear_solver.h:808
MPObjective * MutableObjective()
Returns the mutable objective object.
Definition: linear_solver.h:420
friend class KnapsackInterface
Definition: linear_solver.h:815
virtual OptimizationProblemType ProblemType() const
Returns the optimization problem type set at construction.
Definition: linear_solver.h:285
absl::Duration TimeLimit() const
Definition: linear_solver.h:689
static bool SupportsProblemType(OptimizationProblemType problem_type)
Whether the given problem type is supported (this will depend on the targets that you linked).
BasisStatus
Advanced usage: possible basis status values for a variable and the slack variable of a linear constr...
Definition: linear_solver.h:643
void SetTimeLimit(absl::Duration time_limit)
Definition: linear_solver.h:690
double best_objective_bound() const
virtual absl::optional< MPSolutionResponse > DirectlySolveProto(const MPModelRequest &request)
Definition: linear_solver.h:1552
virtual void SetLpAlgorithm(int value)=0
static constexpr int64 kUnknownNumberOfNodes
Definition: linear_solver.h:1537
virtual absl::Status SetNumThreads(int num_threads)
virtual void SetUnsupportedIntegerParam(MPSolverParameters::IntegerParam param)
static constexpr int64 kUnknownNumberOfIterations
Definition: linear_solver.h:1534
virtual void ExtractObjective()=0
void set_quiet(bool quiet_value)
Definition: linear_solver.h:1671
virtual bool SupportsCallbacks() const
Definition: linear_solver.h:1706
void SetUnsupportedDoubleParam(MPSolverParameters::DoubleParam param)
virtual void ExtractNewVariables()=0
virtual void Write(const std::string &filename)
void set_constraint_as_extracted(int ct_index, bool extracted)
Definition: linear_solver.h:1664
MPSolver::ResultStatus result_status_
Definition: linear_solver.h:1720
virtual bool AddIndicatorConstraint(MPConstraint *const ct)
Definition: linear_solver.h:1582
static const int kDummyVariableIndex
Definition: linear_solver.h:1740
virtual void AddVariable(MPVariable *const var)=0
void InvalidateSolutionSynchronization()
MPSolver *const solver_
Definition: linear_solver.h:1715
void SetMIPParameters(const MPSolverParameters ¶m)
int last_constraint_index_
Definition: linear_solver.h:1725
virtual void Reset()=0
virtual bool IsContinuous() const =0
MPSolverInterface(MPSolver *const solver)
bool constraint_is_extracted(int ct_index) const
Definition: linear_solver.h:1661
virtual void SetVariableBounds(int index, double lb, double ub)=0
virtual void SetPrimalTolerance(double value)=0
virtual void BranchingPriorityChangedForVariable(int var_index)
Definition: linear_solver.h:1608
virtual ~MPSolverInterface()
virtual void SetParameters(const MPSolverParameters ¶m)=0
virtual void SetRelativeMipGap(double value)=0
virtual void SetIntegerParamToUnsupportedValue(MPSolverParameters::IntegerParam param, int value)
double best_objective_bound_
Definition: linear_solver.h:1733
virtual void SetOptimizationDirection(bool maximize)=0
virtual MPSolver::BasisStatus column_status(int variable_index) const =0
virtual void SetScalingMode(int value)=0
virtual void ExtractNewConstraints()=0
virtual MPSolver::BasisStatus row_status(int constraint_index) const =0
virtual std::string SolverVersion() const =0
double objective_value() const
int last_variable_index() const
Definition: linear_solver.h:1653
virtual void ClearConstraint(MPConstraint *const constraint)=0
bool CheckSolutionIsSynchronizedAndExists() const
Definition: linear_solver.h:1635
bool CheckSolutionIsSynchronized() const
virtual int64 nodes() const =0
virtual void SetObjectiveOffset(double value)=0
SynchronizationStatus
Definition: linear_solver.h:1519
@ SOLUTION_SYNCHRONIZED
Definition: linear_solver.h:1529
@ MODEL_SYNCHRONIZED
Definition: linear_solver.h:1526
virtual bool NextSolution()
Definition: linear_solver.h:1699
virtual void SetStartingLpBasis(const std::vector< MPSolver::BasisStatus > &variable_statuses, const std::vector< MPSolver::BasisStatus > &constraint_statuses)
Definition: linear_solver.h:1690
virtual int64 iterations() const =0
int last_variable_index_
Definition: linear_solver.h:1727
virtual void SetVariableInteger(int index, bool integer)=0
virtual bool SetSolverSpecificParametersAsString(const std::string ¶meters)
virtual void SetCallback(MPCallback *mp_callback)
Definition: linear_solver.h:1702
virtual void * underlying_solver()=0
void ResetExtractionInformation()
virtual void ClearObjective()=0
bool variable_is_extracted(int var_index) const
Definition: linear_solver.h:1655
virtual bool IsMIP() const =0
virtual void SetDualTolerance(double value)=0
virtual bool CheckSolutionExists() const
virtual void SetPresolveMode(int value)=0
virtual MPSolver::ResultStatus Solve(const MPSolverParameters ¶m)=0
MPSolver::ResultStatus result_status() const
Definition: linear_solver.h:1674
virtual bool InterruptSolve()
Definition: linear_solver.h:1696
virtual void SetCoefficient(MPConstraint *const constraint, const MPVariable *const variable, double new_value, double old_value)=0
virtual void SetObjectiveCoefficient(const MPVariable *const variable, double coefficient)=0
void SetDoubleParamToUnsupportedValue(MPSolverParameters::DoubleParam param, double value)
void set_variable_as_extracted(int var_index, bool extracted)
Definition: linear_solver.h:1658
double objective_value_
Definition: linear_solver.h:1730
virtual void SetConstraintBounds(int index, double lb, double ub)=0
virtual bool IsLP() const =0
virtual double ComputeExactConditionNumber() const
void SetCommonParameters(const MPSolverParameters ¶m)
virtual void AddRowConstraint(MPConstraint *const ct)=0
void ExtractModel()
SynchronizationStatus sync_status_
Definition: linear_solver.h:1717
This class stores parameter settings for LP and MIP solvers.
Definition: linear_solver.h:1361
static const double kDefaultRelativeMipGap
Definition: linear_solver.h:1443
static const int kUnknownIntegerParamValue
Definition: linear_solver.h:1436
void ResetIntegerParam(MPSolverParameters::IntegerParam param)
Sets an integer parameter to its default value (default value defined in MPSolverParameters if it exi...
void SetDoubleParam(MPSolverParameters::DoubleParam param, double value)
Sets a double parameter to a specific value.
@ INCREMENTALITY_ON
Reuse results from previous solve as much as the underlying solver allows.
Definition: linear_solver.h:1418
void Reset()
Sets all parameters to their default value.
@ DUAL_TOLERANCE
Advanced usage: tolerance for dual feasibility of basic solutions.
Definition: linear_solver.h:1376
@ PRIMAL_TOLERANCE
Advanced usage: tolerance for primal feasibility of basic solutions.
Definition: linear_solver.h:1374
static const IncrementalityValues kDefaultIncrementality
Definition: linear_solver.h:1447
double GetDoubleParam(MPSolverParameters::DoubleParam param) const
Returns the value of a double parameter.
static const double kDefaultDualTolerance
Definition: linear_solver.h:1445
static const double kUnknownDoubleParamValue
Definition: linear_solver.h:1435
IntegerParam
Enumeration of parameters that take integer or categorical values.
Definition: linear_solver.h:1380
@ INCREMENTALITY
Advanced usage: incrementality from one solve to the next.
Definition: linear_solver.h:1386
PresolveValues
For each categorical parameter, enumeration of possible values.
Definition: linear_solver.h:1392
static const int kDefaultIntegerParamValue
Definition: linear_solver.h:1432
static const double kDefaultPrimalTolerance
Definition: linear_solver.h:1444
void SetIntegerParam(MPSolverParameters::IntegerParam param, int value)
Sets a integer parameter to a specific value.
static const double kDefaultDoubleParamValue
Definition: linear_solver.h:1431
int GetIntegerParam(MPSolverParameters::IntegerParam param) const
Returns the value of an integer parameter.
static const PresolveValues kDefaultPresolve
Definition: linear_solver.h:1446
MPSolverParameters()
The constructor sets all parameters to their default value.
void ResetDoubleParam(MPSolverParameters::DoubleParam param)
Sets a double parameter to its default value (default value defined in MPSolverParameters if it exist...
The class for variables of a Mathematical Programming (MP) model.
Definition: linear_solver.h:1053
void SetBounds(double lb, double ub)
Sets both the lower and upper bounds.
double unrounded_solution_value() const
Advanced usage: unrounded solution value.
friend class SCIPInterface
Definition: linear_solver.h:1132
int branching_priority() const
Advanced usage: Certain MIP solvers (e.g.
Definition: linear_solver.h:1123
void set_solution_value(double value)
Definition: linear_solver.h:1157
void SetBranchingPriority(int priority)
friend class SLMInterface
Definition: linear_solver.h:1133
friend class CLPInterface
Definition: linear_solver.h:1130
friend class GLOPInterface
Definition: linear_solver.h:1137
friend class BopInterface
Definition: linear_solver.h:1139
double reduced_cost() const
Advanced usage: returns the reduced cost of the variable in the current solution (only available for ...
friend class MPVariableSolutionValueTest
Definition: linear_solver.h:1138
void SetInteger(bool integer)
Sets the integrality requirement of the variable.
MPVariable(int index, double lb, double ub, bool integer, const std::string &name, MPSolverInterface *const interface_in)
Definition: linear_solver.h:1146
void set_reduced_cost(double reduced_cost)
Definition: linear_solver.h:1158
bool integer() const
Returns the integrality requirement of the variable.
Definition: linear_solver.h:1062
friend class XpressInterface
Definition: linear_solver.h:1136
friend class GurobiInterface
Definition: linear_solver.h:1134
friend class SatInterface
Definition: linear_solver.h:1140
int index() const
Returns the index of the variable in the MPSolver::variables_.
Definition: linear_solver.h:1074
double solution_value() const
Returns the value of the variable in the current solution.
friend class GLPKInterface
Definition: linear_solver.h:1131
friend class CplexInterface
Definition: linear_solver.h:1135
MPSolver::BasisStatus basis_status() const
Advanced usage: returns the basis status of the variable in the current solution (only available for ...
friend class KnapsackInterface
Definition: linear_solver.h:1141
friend class CBCInterface
Definition: linear_solver.h:1129
This file allows you to write natural code (like a mathematical equation) to model optimization probl...
ABSL_DECLARE_FLAG(bool, linear_solver_enable_verbose_output)
Definition: linear_expr.h:84
bool AbslParseFlag(absl::string_view text, MPSolver::OptimizationProblemType *solver_type, std::string *error)
constexpr double kDefaultPrimalTolerance
Definition: linear_solver.h:165
const absl::string_view ToString(MPSolver::OptimizationProblemType optimization_problem_type)
bool SolverTypeIsMip(MPModelRequest::SolverType solver_type)
std::ostream & operator<<(std::ostream &stream, const LinearExpr &linear_expr)
std::string AbslUnparseFlag(MPSolver::OptimizationProblemType solver_type)
Definition: linear_solver.h:920
bool MPSolverResponseStatusIsRpcError(MPSolverResponseStatus status)