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@hlefebvr
hlefebvr committed Oct 24, 2023
2 parents 7cdc1ea + 4fd0396 commit 9d76568
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147 changes: 146 additions & 1 deletion lib/CMakeLists.txt
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Original file line number Diff line number Diff line change
@@ -1,4 +1,142 @@
add_library(idol STATIC include/idol/modeling/numericals.h include/idol/containers/Optional.h include/idol/containers/Map.h include/idol/modeling.h include/idol/modeling/parameters/Param.h include/idol/modeling/Types.h include/idol/modeling/expressions/Constant.h src/modeling/expressions/Constant.cpp include/idol/modeling/matrix/AbstractMatrixCoefficient.h include/idol/modeling/matrix/MatrixCoefficientReference.h include/idol/modeling/matrix/MatrixCoefficient.h src/modeling/matrix/MatrixCoefficient.cpp src/modeling/matrix/MatrixCoefficientReference.cpp include/idol/modeling/constraints/TempCtr.h src/modeling/constraints/TempCtr.cpp include/idol/containers/IteratorForward.h include/idol/modeling/solutions/AbstractSolution.h include/idol/modeling/solutions/Solution.h include/idol/modeling/variables/TempVar.h include/idol/containers/Set.h include/idol/errors/NotImplemented.h include/idol/modeling/expressions/LinExpr.h include/idol/modeling/matrix/Row.h src/modeling/matrix/Row.cpp src/modeling/matrix/Column.cpp include/idol/modeling/matrix/Column.h include/idol/modeling/matrix/Matrix.h src/modeling/matrix/Matrix.cpp src/problems/generalized-assignment-problem/GAP_Instance.cpp include/idol/problems/knapsack-problem/KP_Instance.h src/problems/knapsack-problem/KP_Instance.cpp include/idol/problems/multiple-knapsack-problem/MKP_Instance.h src/problems/multiple-knapsack-problem/MKP_Instance.cpp include/idol/modeling/expressions/Expr.h include/idol/modeling/expressions/operations/operators_Var.h src/modeling/expressions/operations/operators_Var.cpp src/modeling/expressions/operations/operators_Ctr.cpp src/modeling/expressions/operations/operators_Constant.cpp include/idol/modeling/expressions/operations/operators_Constant.h include/idol/modeling/expressions/operations/operators_Ctr.h include/idol/modeling/expressions/operations/operators.h include/idol/problems/multiple-knapsack-problem/MKP_Instance.h src/problems/multiple-knapsack-problem/MKP_Instance.cpp src/problems/facility-location-problem/FLP_Instance.cpp include/idol/problems/facility-location-problem/FLP_Instance.h include/idol/problems/helpers/distances.h include/idol/problems/helpers/parse_delimited.h include/idol/modeling/expressions/operations/operators_utils.h include/idol/modeling/expressions/QuadExpr.h include/idol/modeling/expressions/AbstractExpr.h include/idol/modeling/models/Model.h include/idol/modeling/objects/Env.h include/idol/modeling/variables/Var.h src/modeling/objects/Env.cpp include/idol/modeling/variables/VarVersion.h include/idol/modeling/objects/Versions.h include/idol/modeling/objects/Object.h include/idol/modeling/objects/ObjectId.h src/modeling/models/Model.cpp include/idol/modeling/constraints/Ctr.h include/idol/modeling/constraints/CtrVersion.h include/idol/modeling/objects/Version.h src/modeling/variables/Var.cpp src/modeling/constraints/Ctr.cpp include/idol/optimizers/Optimizer.h include/idol/optimizers/wrappers/Gurobi/Optimizers_Gurobi.h include/idol/optimizers/wrappers/OptimizerWithLazyUpdates.h src/optimizers/wrappers/gurobi/Optimizers_Gurobi.cpp src/optimizers/Optimizer.cpp src/optimizers/Logger.cpp include/idol/optimizers/Algorithm.h src/optimizers/Algorithm.cpp src/optimizers/Timer.cpp include/idol/modeling/annotations/Annotation.h src/modeling/annotations/impl_Annotation.cpp include/idol/modeling/annotations/impl_Annotation.h include/idol/modeling/models/Model.h include/idol/containers/GeneratorPool.h include/idol/modeling/solutions/types.h include/idol/optimizers/wrappers/GLPK/Optimizers_GLPK.h include/idol/solvers.h src/optimizers/wrappers/GLPK/Optimizers_GLPK.cpp include/idol/optimizers/wrappers/Mosek/Optimizers_Mosek.h src/optimizers/wrappers/Mosek/Optimizers_Mosek.cpp include/idol/linear-algebra/MatrixIndices.h include/idol/linear-algebra/SquareMatrix.h include/idol/linear-algebra/to_rotated_quadratic_cone.h include/idol/optimizers/branch-and-bound/Optimizers_BranchAndBound.h include/idol/optimizers/OptimizerFactory.h include/idol/optimizers/branch-and-bound/BranchAndBound.h include/idol/optimizers/branch-and-bound/branching-rules/factories/BranchingRuleFactory.h include/idol/optimizers/branch-and-bound/node-selection-rules/factories/NodeSelectionRuleFactory.h include/idol/optimizers/branch-and-bound/node-selection-rules/factories/DepthFirst.h include/idol/optimizers/branch-and-bound/branching-rules/impls/BranchingRule.h include/idol/optimizers/branch-and-bound/node-selection-rules/impls/NodeSelectionRule.h include/idol/optimizers/branch-and-bound/nodes/Node.h include/idol/optimizers/branch-and-bound/nodes/NodeUpdator.h include/idol/optimizers/branch-and-bound/node-selection-rules/impls/DepthFirst.h include/idol/optimizers/branch-and-bound/branching-rules/impls/VariableBranchingRule.h include/idol/optimizers/branch-and-bound/node-selection-rules/factories/BreadthFirst.h include/idol/optimizers/branch-and-bound/node-selection-rules/factories/WorstBound.h include/idol/optimizers/branch-and-bound/node-selection-rules/factories/BestBound.h include/idol/optimizers/branch-and-bound/node-selection-rules/impls/WorstBound.h include/idol/optimizers/branch-and-bound/node-selection-rules/impls/BestBound.h include/idol/optimizers/branch-and-bound/node-selection-rules/impls/BreadthFirst.h include/idol/optimizers/wrappers/Gurobi/Gurobi.h include/idol/optimizers/wrappers/GLPK/GLPK.h include/idol/optimizers/wrappers/Mosek/Mosek.h include/idol/optimizers/column-generation/ColumnGeneration.h include/idol/optimizers/column-generation/Optimizers_ColumnGeneration.h src/optimizers/column-generation/ColumnGeneration.cpp src/optimizers/column-generation/Optimizers_ColumnGeneration.cpp include/idol/optimizers/dantzig-wolfe/DantzigWolfeDecomposition.h src/optimizers/dantzig-wolfe/DantzigWolfeDecomposition.cpp include/idol/optimizers/dantzig-wolfe/Optimizers_DantzigWolfeDecomposition.h src/optimizers/dantzig-wolfe/Optimizers_DantzigWolfeDecomposition.cpp src/optimizers/wrappers/gurobi/Gurobi.cpp src/optimizers/wrappers/GLPK/GLPK.cpp src/optimizers/wrappers/Mosek/Mosek.cpp include/idol/optimizers/column-generation/OptimizerFactoryWithColumnGenerationParameters.h include/idol/optimizers/branch-and-bound/callbacks/BranchAndBoundCallbackFactory.h include/idol/optimizers/column-generation/IntegerMaster.h src/optimizers/column-generation/IntegerMaster.cpp src/optimizers/wrappers/gurobi/GurobiCallbackI.cpp include/idol/optimizers/callbacks/Callback.h src/optimizers/callbacks/Callback.cpp include/idol/optimizers/callbacks/CutSeparation.h src/optimizers/callbacks/CutSeparation.cpp include/idol/optimizers/callbacks/LazyCutCallback.h include/idol/optimizers/callbacks/UserCutCallback.h include/idol/optimizers/callbacks/CallbackFactory.h include/idol/optimizers/branch-and-bound/callbacks/BranchAndBoundCallback.h include/idol/optimizers/branch-and-bound/callbacks/AbstractBranchAndBoundCallbackI.h include/idol/optimizers/branch-and-bound/callbacks/CallbackAsBranchAndBoundCallback.h include/idol/optimizers/branch-and-bound/cutting-planes/CuttingPlaneGenerator.h include/idol/optimizers/branch-and-bound/cutting-planes/CoverCuts.h include/idol/problems/staff-rostering-problem/SRP_Instance.h src/problems/staff-rostering-problem/SRP_Instance.cpp
add_library(idol STATIC
include/idol/modeling/numericals.h
include/idol/containers/Optional.h
include/idol/containers/Map.h
include/idol/modeling.h
include/idol/modeling/parameters/Param.h
include/idol/modeling/Types.h
include/idol/modeling/expressions/Constant.h
src/modeling/expressions/Constant.cpp
include/idol/modeling/matrix/AbstractMatrixCoefficient.h
include/idol/modeling/matrix/MatrixCoefficientReference.h
include/idol/modeling/matrix/MatrixCoefficient.h
src/modeling/matrix/MatrixCoefficient.cpp
src/modeling/matrix/MatrixCoefficientReference.cpp
include/idol/modeling/constraints/TempCtr.h
src/modeling/constraints/TempCtr.cpp
include/idol/containers/IteratorForward.h
include/idol/modeling/solutions/AbstractSolution.h
include/idol/modeling/solutions/Solution.h
include/idol/modeling/variables/TempVar.h
include/idol/containers/Set.h
include/idol/errors/NotImplemented.h
include/idol/modeling/expressions/LinExpr.h
include/idol/modeling/matrix/Row.h
src/modeling/matrix/Row.cpp
src/modeling/matrix/Column.cpp
include/idol/modeling/matrix/Column.h
include/idol/modeling/matrix/Matrix.h
src/modeling/matrix/Matrix.cpp
src/problems/generalized-assignment-problem/GAP_Instance.cpp
include/idol/problems/knapsack-problem/KP_Instance.h
src/problems/knapsack-problem/KP_Instance.cpp
include/idol/problems/multiple-knapsack-problem/MKP_Instance.h
src/problems/multiple-knapsack-problem/MKP_Instance.cpp
include/idol/modeling/expressions/Expr.h
include/idol/modeling/expressions/operations/operators_Var.h
src/modeling/expressions/operations/operators_Var.cpp
src/modeling/expressions/operations/operators_Ctr.cpp
src/modeling/expressions/operations/operators_Constant.cpp
include/idol/modeling/expressions/operations/operators_Constant.h
include/idol/modeling/expressions/operations/operators_Ctr.h
include/idol/modeling/expressions/operations/operators.h
include/idol/problems/multiple-knapsack-problem/MKP_Instance.h
src/problems/multiple-knapsack-problem/MKP_Instance.cpp
src/problems/facility-location-problem/FLP_Instance.cpp
include/idol/problems/facility-location-problem/FLP_Instance.h
include/idol/problems/helpers/distances.h
include/idol/problems/helpers/parse_delimited.h
include/idol/modeling/expressions/operations/operators_utils.h
include/idol/modeling/expressions/QuadExpr.h
include/idol/modeling/expressions/AbstractExpr.h
include/idol/modeling/models/Model.h
include/idol/modeling/objects/Env.h
include/idol/modeling/variables/Var.h
src/modeling/objects/Env.cpp
include/idol/modeling/variables/VarVersion.h
include/idol/modeling/objects/Versions.h
include/idol/modeling/objects/Object.h
include/idol/modeling/objects/ObjectId.h
src/modeling/models/Model.cpp
include/idol/modeling/constraints/Ctr.h
include/idol/modeling/constraints/CtrVersion.h
include/idol/modeling/objects/Version.h
src/modeling/variables/Var.cpp
src/modeling/constraints/Ctr.cpp
include/idol/optimizers/Optimizer.h
include/idol/optimizers/wrappers/Gurobi/Optimizers_Gurobi.h
include/idol/optimizers/wrappers/OptimizerWithLazyUpdates.h
src/optimizers/wrappers/gurobi/Optimizers_Gurobi.cpp
src/optimizers/Optimizer.cpp
src/optimizers/Logger.cpp
include/idol/optimizers/Algorithm.h
src/optimizers/Algorithm.cpp
src/optimizers/Timer.cpp
include/idol/modeling/annotations/Annotation.h
src/modeling/annotations/impl_Annotation.cpp
include/idol/modeling/annotations/impl_Annotation.h
include/idol/modeling/models/Model.h
include/idol/containers/GeneratorPool.h
include/idol/modeling/solutions/types.h
include/idol/optimizers/wrappers/GLPK/Optimizers_GLPK.h
include/idol/solvers.h
src/optimizers/wrappers/GLPK/Optimizers_GLPK.cpp
include/idol/optimizers/wrappers/Mosek/Optimizers_Mosek.h
src/optimizers/wrappers/Mosek/Optimizers_Mosek.cpp
include/idol/linear-algebra/MatrixIndices.h
include/idol/linear-algebra/SquareMatrix.h
include/idol/linear-algebra/to_rotated_quadratic_cone.h
include/idol/optimizers/branch-and-bound/Optimizers_BranchAndBound.h
include/idol/optimizers/OptimizerFactory.h
include/idol/optimizers/branch-and-bound/BranchAndBound.h
include/idol/optimizers/branch-and-bound/branching-rules/factories/BranchingRuleFactory.h
include/idol/optimizers/branch-and-bound/node-selection-rules/factories/NodeSelectionRuleFactory.h
include/idol/optimizers/branch-and-bound/node-selection-rules/factories/DepthFirst.h
include/idol/optimizers/branch-and-bound/branching-rules/impls/BranchingRule.h
include/idol/optimizers/branch-and-bound/node-selection-rules/impls/NodeSelectionRule.h
include/idol/optimizers/branch-and-bound/nodes/Node.h
include/idol/optimizers/branch-and-bound/nodes/NodeUpdator.h
include/idol/optimizers/branch-and-bound/node-selection-rules/impls/DepthFirst.h
include/idol/optimizers/branch-and-bound/branching-rules/impls/VariableBranchingRule.h
include/idol/optimizers/branch-and-bound/node-selection-rules/factories/BreadthFirst.h
include/idol/optimizers/branch-and-bound/node-selection-rules/factories/WorstBound.h
include/idol/optimizers/branch-and-bound/node-selection-rules/factories/BestBound.h
include/idol/optimizers/branch-and-bound/node-selection-rules/impls/WorstBound.h
include/idol/optimizers/branch-and-bound/node-selection-rules/impls/BestBound.h
include/idol/optimizers/branch-and-bound/node-selection-rules/impls/BreadthFirst.h
include/idol/optimizers/wrappers/Gurobi/Gurobi.h
include/idol/optimizers/wrappers/GLPK/GLPK.h
include/idol/optimizers/wrappers/Mosek/Mosek.h
include/idol/optimizers/column-generation/ColumnGeneration.h
include/idol/optimizers/column-generation/Optimizers_ColumnGeneration.h
src/optimizers/column-generation/ColumnGeneration.cpp
src/optimizers/column-generation/Optimizers_ColumnGeneration.cpp
include/idol/optimizers/dantzig-wolfe/DantzigWolfeDecomposition.h
src/optimizers/dantzig-wolfe/DantzigWolfeDecomposition.cpp
include/idol/optimizers/dantzig-wolfe/Optimizers_DantzigWolfeDecomposition.h
src/optimizers/dantzig-wolfe/Optimizers_DantzigWolfeDecomposition.cpp
src/optimizers/wrappers/gurobi/Gurobi.cpp
src/optimizers/wrappers/GLPK/GLPK.cpp
src/optimizers/wrappers/Mosek/Mosek.cpp
include/idol/optimizers/column-generation/OptimizerFactoryWithColumnGenerationParameters.h
include/idol/optimizers/branch-and-bound/callbacks/BranchAndBoundCallbackFactory.h
include/idol/optimizers/column-generation/IntegerMaster.h
src/optimizers/column-generation/IntegerMaster.cpp
src/optimizers/wrappers/gurobi/GurobiCallbackI.cpp
include/idol/optimizers/callbacks/Callback.h
src/optimizers/callbacks/Callback.cpp
include/idol/optimizers/callbacks/CutSeparation.h
src/optimizers/callbacks/CutSeparation.cpp
include/idol/optimizers/callbacks/LazyCutCallback.h
include/idol/optimizers/callbacks/UserCutCallback.h
include/idol/optimizers/callbacks/CallbackFactory.h
include/idol/optimizers/branch-and-bound/callbacks/BranchAndBoundCallback.h
include/idol/optimizers/branch-and-bound/callbacks/AbstractBranchAndBoundCallbackI.h
include/idol/optimizers/branch-and-bound/callbacks/CallbackAsBranchAndBoundCallback.h
include/idol/optimizers/branch-and-bound/cutting-planes/CuttingPlaneGenerator.h
include/idol/optimizers/branch-and-bound/cutting-planes/CoverCuts.h
include/idol/problems/staff-rostering-problem/SRP_Instance.h
src/problems/staff-rostering-problem/SRP_Instance.cpp
src/modeling/numericals.cpp
include/idol/optimizers/callbacks/SimpleRounding.h
src/optimizers/callbacks/SimpleRounding.cpp
Expand Down Expand Up @@ -93,6 +231,12 @@ endif()

set(AVAILABLE_MILP_SOLVERS "${AVAILABLE_MILP_SOLVERS}" PARENT_SCOPE)

if (${WITH_PROFILING})
target_compile_options(idol PRIVATE -pg)
set(CMAKE_C_COMPILER gcc)
set(CMAKE_CPP_COMPILER g++)
endif()

target_include_directories(
idol
PUBLIC
Expand Down Expand Up @@ -135,5 +279,6 @@ install(FILES
"${idol_SOURCE_DIR}/cmake/FindGLPK.cmake"
"${idol_SOURCE_DIR}/cmake/FindMOSEK.cmake"
"${idol_SOURCE_DIR}/cmake/FindEIGEN.cmake"
"${idol_SOURCE_DIR}/cmake/FindROBINHOOD.cmake"
DESTINATION lib/cmake/idol
)
12 changes: 9 additions & 3 deletions lib/include/idol/optimizers/branch-and-bound/Optimizers_BranchAndBound.h
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Expand Up @@ -381,20 +381,26 @@ void idol::Optimizers::BranchAndBound<NodeVarInfoT>::hook_optimize() {

m_node_updator->clear_local_updates();

if (get_status() == Fail) {
return;
}

if (!m_incumbent.has_value()) {

if (is_pos_inf(get_best_obj())) {
set_status(Infeasible);
return;
} else if (is_neg_inf(get_best_obj())) {
}

if (is_neg_inf(get_best_obj())) {
set_status(Unbounded);
return;
}

} else {
set_status(Feasible);
}

set_status(Feasible);

if (gap_is_closed()) {
set_status(Optimal);
set_reason(Proved);
Expand Down
2 changes: 2 additions & 0 deletions lib/include/idol/optimizers/wrappers/HiGHS/Optimizers_HiGHS.h
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Expand Up @@ -91,6 +91,8 @@ class idol::Optimizers::HiGHS : public OptimizerWithLazyUpdates<int, int> {

void set_param_presolve(bool t_value) override;

void set_param_log_level(LogLevel t_log_level) override;

};

#endif
Expand Down
6 changes: 4 additions & 2 deletions lib/src/modeling/expressions/Constant.cpp
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Expand Up @@ -14,8 +14,10 @@ idol::Constant::Constant(const Param &t_param, double t_value) : m_linear_terms(
}
}

idol::Constant::Constant(const idol::Param &t_param_1, const idol::Param &t_param_2, double t_value)
: m_quadratic_terms({{{t_param_1, t_param_2}, t_value}}) {
idol::Constant::Constant(const idol::Param &t_param_1, const idol::Param &t_param_2, double t_value) {

m_quadratic_terms.emplace(std::make_pair<>(t_param_1, t_param_2), t_value);

if (equals(t_value, 0., Tolerance::Sparsity)) {
m_quadratic_terms.clear();
}
Expand Down
19 changes: 14 additions & 5 deletions lib/src/optimizers/column-generation/Optimizers_ColumnGeneration.cpp
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Expand Up @@ -655,25 +655,34 @@ void idol::Optimizers::ColumnGeneration::Subproblem::update_objective(bool t_far
for (const auto &[ctr, constant] : m_generation_pattern.linear()) {
objective += constant.numerical() * -t_duals.get(ctr);
for (const auto &[param, coeff] : constant.linear()) {
objective += -t_duals.get(ctr) * coeff * param.as<Var>();
const double cost = -t_duals.get(ctr) * coeff;
if (!equals(cost, 0., Tolerance::Sparsity)) {
objective += cost * param.as<Var>();
}
}
for (const auto &[pair, coeff] : constant.quadratic()) {
objective += -t_duals.get(ctr) * coeff * pair.first.as<Var>() * pair.second.as<Var>();
const double cost = -t_duals.get(ctr) * coeff;
if (!equals(cost, 0., Tolerance::Sparsity)) {
objective += cost * pair.first.as<Var>() * pair.second.as<Var>();
}
}
}

if (!t_farkas_pricing) {
for (const auto &[param, coeff] : m_generation_pattern.obj().linear()) {
objective += coeff * param.as<Var>();
if (!equals(coeff, 0., Tolerance::Sparsity)) {
objective += coeff * param.as<Var>();
}
}
for (const auto &[pair, coeff] : m_generation_pattern.obj().quadratic()) {
objective += coeff * pair.first.as<Var>() * pair.second.as<Var>();
if (!equals(coeff, 0., Tolerance::Sparsity)) {
objective += coeff * pair.first.as<Var>() * pair.second.as<Var>();
}
}
}

m_model->set_obj_expr(std::move(objective));

// m_model->write(std::string("pricing_").append(std::to_string(m_index)).append(".lp"));
}

void idol::Optimizers::ColumnGeneration::Subproblem::optimize() {
Expand Down
11 changes: 11 additions & 0 deletions lib/src/optimizers/wrappers/HiGHS/Optimizers_HiGHS.cpp
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Expand Up @@ -425,4 +425,15 @@ void idol::Optimizers::HiGHS::set_solution_index(unsigned int t_index) {
}
}

void idol::Optimizers::HiGHS::set_param_log_level(idol::LogLevel t_log_level) {

if (t_log_level > Mute) {
m_model.setOptionValue("output_flag", true);
} else {
m_model.setOptionValue("output_flag", false);
}

Optimizer::set_param_log_level(t_log_level);
}

#endif

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