tests with gurobi ok

hlefebvr · Oct 28, 2024 · 318c92d · 318c92d
1 parent c1a3616
commit 318c92d
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Showing 10 changed files with 48 additions and 15 deletions.
diff --git a/dev/main.cpp b/dev/main.cpp
@@ -5,12 +5,43 @@
 #include "idol/mixed-integer/modeling/objects/Env.h"
 #include "idol/mixed-integer/modeling/expressions/operations/operators.h"
 #include "idol/mixed-integer/modeling/constraints/TempCtr.h"
+#include "idol/mixed-integer/optimizers/wrappers/Gurobi/Gurobi.h"
 #include <gurobi_c++.h>
 
 using namespace idol;
 
 int main(int t_argc, const char** t_argv) {
 
+    Env env;
+
+    Var x(env, 0, Inf, Continuous, 0., "x");
+    Var y(env, 0, Inf, Continuous, 0., "y");
+
+    Ctr c1(env, 120 * x + 210 * y <= 15000);
+    Ctr c2(env, 110 * x +  30 * y <=  4000);
+    Ctr c3(env,       x +       y <=    75);
+
+    Model model(env);
+    model.add(x);
+    model.add(y);
+    model.add(c1);
+    model.add(c2);
+    model.add(c3);
+    model.set_obj_expr(-143 * x - 60 * y);
+
+    model.use(Gurobi().with_logs(true).with_infeasible_or_unbounded_info(true).with_presolve(false));
+
+    model.write("model.lp");
+
+    model.optimize();
+
+    std::cout << model.get_status() << std::endl;
+
+    const auto dual_solution = save_dual(model);
+
+
+    /*
+
     Env env;
     Model model(env, Model::Storage::RowOriented);
     const auto x = model.add_vars(Dim<1>(10), 0., 1., Continuous, 1, "x");
@@ -37,6 +68,7 @@ int main(int t_argc, const char** t_argv) {
     model.set_storage(Model::Storage::Both);
 
     model.dump();
+     */
 
     return 0;
 }
diff --git a/lib/CMakeLists.txt b/lib/CMakeLists.txt
@@ -50,7 +50,7 @@ add_library(idol STATIC
         src/mixed-integer/modeling/constraints/Ctr.cpp
         include/idol/general/optimizers/Optimizer.h
         include/idol/mixed-integer/optimizers/wrappers/Gurobi/Optimizers_Gurobi.h
-        include/idol/mixed-integer/optimizers/wrappers/OptimizerWithLazyUpdates.h
+        include/idol/general/optimizers/OptimizerWithLazyUpdates.h
         src/mixed-integer/optimizers/wrappers/Gurobi/Optimizers_Gurobi.cpp
         src/general/optimizers/Optimizer.cpp
         include/idol/general/optimizers/Algorithm.h

diff --git a/...izers/wrappers/OptimizerWithLazyUpdates.h → ...ral/optimizers/OptimizerWithLazyUpdates.h b/...izers/wrappers/OptimizerWithLazyUpdates.h → ...ral/optimizers/OptimizerWithLazyUpdates.h
@@ -360,8 +360,7 @@ void idol::OptimizerWithLazyUpdates<VarImplT, CtrImplT>::remove(const Var& t_var
         hook_remove(m_variables[index].object());
     }
 
-    m_variables[index] = std::move(m_variables.back());
-    m_variables.pop_back();
+    m_variables.erase(m_variables.begin() + index);
 }
 
 template<class VarImplT, class CtrImplT>
@@ -381,8 +380,7 @@ void idol::OptimizerWithLazyUpdates<VarImplT, CtrImplT>::remove(const Ctr& t_ctr
         hook_remove(m_constraints[index].object());
     }
 
-    m_constraints[index] = std::move(m_constraints.back());
-    m_constraints.pop_back();
+    m_constraints.erase(m_constraints.begin() + index);
 }
 
 #endif //IDOL_OPTIMIZERWITHLAZYUPDATES_H
diff --git a/lib/include/idol/mixed-integer/optimizers/wrappers/GLPK/Optimizers_GLPK.h b/lib/include/idol/mixed-integer/optimizers/wrappers/GLPK/Optimizers_GLPK.h
@@ -9,7 +9,7 @@
 
 #ifdef IDOL_USE_GLPK
 
-#include "idol/mixed-integer/optimizers/wrappers/OptimizerWithLazyUpdates.h"
+#include "idol/general/optimizers/OptimizerWithLazyUpdates.h"
 #include <glpk.h>
 
 namespace idol::Optimizers {

diff --git a/lib/include/idol/mixed-integer/optimizers/wrappers/Gurobi/Optimizers_Gurobi.h b/lib/include/idol/mixed-integer/optimizers/wrappers/Gurobi/Optimizers_Gurobi.h
@@ -10,7 +10,7 @@
 #include <memory>
 #include <variant>
 
-#include "idol/mixed-integer/optimizers/wrappers/OptimizerWithLazyUpdates.h"
+#include "idol/general/optimizers/OptimizerWithLazyUpdates.h"
 #include "idol/mixed-integer/optimizers/callbacks/Callback.h"
 #include "GurobiCallbackI.h"
 

diff --git a/lib/include/idol/mixed-integer/optimizers/wrappers/HiGHS/Optimizers_HiGHS.h b/lib/include/idol/mixed-integer/optimizers/wrappers/HiGHS/Optimizers_HiGHS.h
@@ -7,7 +7,7 @@
 
 #ifdef IDOL_USE_HIGHS
 
-#include "idol/mixed-integer/optimizers/wrappers/OptimizerWithLazyUpdates.h"
+#include "idol/general/optimizers/OptimizerWithLazyUpdates.h"
 #include <Highs.h>
 #include <stack>
 

diff --git a/lib/include/idol/mixed-integer/optimizers/wrappers/Mosek/Optimizers_Mosek.h b/lib/include/idol/mixed-integer/optimizers/wrappers/Mosek/Optimizers_Mosek.h
@@ -7,7 +7,7 @@
 
 #ifdef IDOL_USE_MOSEK
 
-#include "idol/mixed-integer/optimizers/wrappers/OptimizerWithLazyUpdates.h"
+#include "idol/general/optimizers/OptimizerWithLazyUpdates.h"
 #include "MosekCallbackI.h"
 #include <fusion.h>
 

diff --git a/lib/include/idol/mixed-integer/optimizers/wrappers/Osi/Optimizers_Osi.h b/lib/include/idol/mixed-integer/optimizers/wrappers/Osi/Optimizers_Osi.h
@@ -9,7 +9,7 @@
 
 #include <OsiSolverInterface.hpp>
 #include <stack>
-#include "idol/mixed-integer/optimizers/wrappers/OptimizerWithLazyUpdates.h"
+#include "idol/general/optimizers/OptimizerWithLazyUpdates.h"
 
 namespace idol::Optimizers {
     class Osi;

diff --git a/lib/src/mixed-integer/modeling/models/Model.cpp b/lib/src/mixed-integer/modeling/models/Model.cpp
@@ -472,6 +472,7 @@ void idol::Model::set_obj_expr(Expr<Var, Var> &&t_objective) {
             version.set_obj(0.);
         } else {
             version.set_obj((*it).second);
+            ++it;
         }
     }
 
@@ -501,6 +502,7 @@ void idol::Model::set_rhs_expr(LinExpr<Ctr> &&t_rhs) {
             version.set_rhs(0.);
         } else {
             version.set_rhs((*it).second);
+            ++it;
         }
     }
 

diff --git a/lib/src/mixed-integer/optimizers/wrappers/Gurobi/Optimizers_Gurobi.cpp b/lib/src/mixed-integer/optimizers/wrappers/Gurobi/Optimizers_Gurobi.cpp
@@ -95,6 +95,7 @@ idol::Optimizers::Gurobi::Gurobi(const Model &t_model, bool t_continuous_relaxat
     m_model.set(GRB_DoubleParam_TimeLimit, get_param_time_limit());
     m_model.set(GRB_IntParam_Presolve, get_param_presolve());
     m_model.set(GRB_IntParam_Threads, (int) get_param_thread_limit());
+    m_model.set(GRB_IntParam_InfUnbdInfo, get_param_infeasible_or_unbounded_info());
 
     // Tolerances
     m_model.set(GRB_DoubleParam_MIPGap, get_tol_mip_relative_gap());
@@ -155,12 +156,12 @@ std::variant<GRBConstr, GRBQConstr> idol::Optimizers::Gurobi::hook_add(const Ctr
     const auto rhs = model.get_ctr_rhs(t_ctr);
     const auto& name = t_ctr.name();
 
-    GRBQuadExpr expr = 0.;
+    GRBLinExpr expr = 0.;
     for (const auto &[var, constant]: row) {
-        expr.addTerm(constant, lazy(var).impl());
+        expr += constant * lazy(var).impl();
     }
 
-    GUROBI_CATCH(return m_model.addQConstr(expr, type, rhs, name);)
+    GUROBI_CATCH(return m_model.addConstr(expr, type, rhs, name);)
 }
 
 void idol::Optimizers::Gurobi::hook_update(const Var& t_var) {
@@ -364,10 +365,10 @@ double idol::Optimizers::Gurobi::get_best_bound() const {
     }
 
     if (m_model.get(GRB_IntParam_SolutionNumber) == 0) {
-        return m_model.get(GRB_DoubleAttr_ObjBound);
+        GUROBI_CATCH(return m_model.get(GRB_DoubleAttr_ObjBound);)
     }
 
-    return m_model.get(GRB_DoubleAttr_PoolObjBound);
+    GUROBI_CATCH(return m_model.get(GRB_DoubleAttr_PoolObjBound);)
 
 }