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// Copyright (c) 2018 Liangliang Nan. All rights reserved. // // This file is part of CGAL (www.cgal.org) // // $URL: https://github.com/CGAL/cgal/blob/v6.1/Solver_interface/include/CGAL/SCIP_mixed_integer_program_traits.h $ // $Id: include/CGAL/SCIP_mixed_integer_program_traits.h b26b07a1242 $ // SPDX-License-Identifier: LGPL-3.0-or-later OR LicenseRef-Commercial // // Author(s) : Liangliang Nan #ifndef CGAL_SCIP_MIXED_INTEGER_PROGRAM_TRAITS_H #define CGAL_SCIP_MIXED_INTEGER_PROGRAM_TRAITS_H #include #if defined(CGAL_USE_SCIP) || defined(DOXYGEN_RUNNING) #include "scip/scip.h" #include "scip/scipdefplugins.h" #include #include #include #include namespace CGAL { #if (_MSC_VER == 1500) #undef SCIP_CALL(x) #define SCIP_CALL(x) (x) #endif /// \ingroup PkgSolverInterfaceMIP /// /// This class provides an interface for formulating and solving /// constrained or unconstrained mixed integer programs using /// \ref thirdpartySCIP (which must be available on the system). /// /// \cgalModels{MixedIntegerProgramTraits} /// /// \sa `GLPK_mixed_integer_program_traits` template class SCIP_mixed_integer_program_traits : public Mixed_integer_program_traits { /// \cond SKIP_IN_MANUAL public: typedef CGAL::Mixed_integer_program_traits Base_class; typedef typename Base_class::Variable Variable; typedef typename Base_class::Linear_constraint Linear_constraint; typedef typename Base_class::Linear_objective Linear_objective; typedef typename Linear_objective::Sense Sense; typedef typename Variable::Variable_type Variable_type; public: /// Solves the program. Returns `false` if fails. virtual bool solve() { Base_class::error_message_.clear(); Scip* scip = 0; SCIP_CALL(SCIPcreate(&scip)); SCIP_CALL(SCIPincludeDefaultPlugins(scip)); // Disables scip output to stdout SCIPmessagehdlrSetQuiet(SCIPgetMessagehdlr(scip), TRUE); // Uses wall clock time because getting CPU user seconds // involves calling times() which is very expensive SCIP_CALL(SCIPsetIntParam(scip, "timing/clocktype", SCIP_CLOCKTYPE_WALL)); // Creates empty problem SCIP_CALL(SCIPcreateProbBasic(scip, "Solver_interface")); // Creates variables std::vector scip_variables; for (std::size_t i = 0; i < Base_class::variables_.size(); ++i) { const Variable* var = Base_class::variables_[i]; SCIP_VAR* v = 0; double lb, ub; var->get_bounds(lb, ub); switch (var->variable_type()) { case Variable::CONTINUOUS: SCIP_CALL(SCIPcreateVar(scip, &v, var->name().c_str(), lb, ub, 0.0, SCIP_VARTYPE_CONTINUOUS, TRUE, FALSE, 0, 0, 0, 0, 0)); break; case Variable::INTEGER: SCIP_CALL(SCIPcreateVar(scip, &v, var->name().c_str(), lb, ub, 0.0, SCIP_VARTYPE_INTEGER, TRUE, FALSE, 0, 0, 0, 0, 0)); break; case Variable::BINARY: SCIP_CALL(SCIPcreateVar(scip, &v, var->name().c_str(), 0, 1, 0.0, SCIP_VARTYPE_BINARY, TRUE, FALSE, 0, 0, 0, 0, 0)); break; } // Adds the SCIP_VAR object to the scip problem SCIP_CALL(SCIPaddVar(scip, v)); // Stores the SCIP_VAR pointer for later access scip_variables.push_back(v); } // Adds constraints std::vector scip_constraints; for (std::size_t i = 0; i < Base_class::constraints_.size(); ++i) { const Linear_constraint* c = Base_class::constraints_[i]; const std::unordered_map& coeffs = c->coefficients(); typename std::unordered_map::const_iterator cur = coeffs.begin(); std::vector cstr_variables(coeffs.size()); std::vector cstr_values(coeffs.size()); std::size_t idx = 0; for (; cur != coeffs.end(); ++cur) { std::size_t var_idx = cur->first->index(); double coeff = cur->second; cstr_variables[idx] = scip_variables[var_idx]; cstr_values[idx] = coeff; ++idx; } // Creates SCIP_CONS object SCIP_CONS* cons = 0; const std::string& name = c->name(); double lb, ub; c->get_bounds(lb, ub); SCIP_CALL(SCIPcreateConsLinear(scip, &cons, name.c_str(), int(coeffs.size()), cstr_variables.data(), cstr_values.data(), lb, ub, TRUE, TRUE, TRUE, TRUE, TRUE, FALSE, FALSE, FALSE, FALSE, FALSE)); // Adds the constraint to scip SCIP_CALL(SCIPaddCons(scip, cons)); // Stores the constraint for later on scip_constraints.push_back(cons); } // Sets objective // Determines the coefficient of each variable in the objective function const std::unordered_map& obj_coeffs = Base_class::objective_->coefficients(); typename std::unordered_map::const_iterator cur = obj_coeffs.begin(); for (; cur != obj_coeffs.end(); ++cur) { const Variable* var = cur->first; double coeff = cur->second; SCIP_CALL(SCIPchgVarObj(scip, scip_variables[var->index()], coeff)); } // Sets the objective sense bool minimize = (Base_class::objective_->sense() == Linear_objective::MINIMIZE); SCIP_CALL(SCIPsetObjsense(scip, minimize ? SCIP_OBJSENSE_MINIMIZE : SCIP_OBJSENSE_MAXIMIZE)); // Turns presolve on (it's the SCIP default). bool presolve = true; if (presolve) SCIP_CALL(SCIPsetIntParam(scip, "presolving/maxrounds", -1)); // maximal number of presolving rounds (-1: unlimited, 0: off) else SCIP_CALL(SCIPsetIntParam(scip, "presolving/maxrounds", 0)); // disable presolve bool status = false; // This tells scip to start the solution process if (SCIPsolve(scip) == SCIP_OKAY) { // Gets the best found solution from scip SCIP_SOL* sol = SCIPgetBestSol(scip); if (sol) { // If optimal or feasible solution is found. Base_class::result_.resize(Base_class::variables_.size()); for (std::size_t i = 0; i < Base_class::variables_.size(); ++i) { FT x = SCIPgetSolVal(scip, sol, scip_variables[i]); Variable* v = Base_class::variables_[i]; if (v->variable_type() != Variable::CONTINUOUS) x = static_cast(std::round(x)); v->set_solution_value(x); Base_class::result_[i] = x; } status = true; } } // Reports the status: optimal, infeasible, etc. SCIP_STATUS scip_status = SCIPgetStatus(scip); switch (scip_status) { case SCIP_STATUS_OPTIMAL: // Provides info only if fails. break; case SCIP_STATUS_GAPLIMIT: // To be consistent with the other solvers. // Provides info only if fails. break; case SCIP_STATUS_INFEASIBLE: Base_class::error_message_ = "model was infeasible"; break; case SCIP_STATUS_UNBOUNDED: Base_class::error_message_ = "model was unbounded"; break; case SCIP_STATUS_INFORUNBD: Base_class::error_message_ = "model was either infeasible or unbounded"; break; case SCIP_STATUS_TIMELIMIT: Base_class::error_message_ = "aborted due to time limit"; break; default: Base_class::error_message_ = "aborted with status: " + std::to_string(scip_status); break; } SCIP_CALL(SCIPresetParams(scip)); // Since the SCIPcreateVar captures all variables, we have to release them now for (std::size_t i = 0; i < scip_variables.size(); ++i) SCIP_CALL(SCIPreleaseVar(scip, &scip_variables[i])); scip_variables.clear(); // The same for the constraints for (std::size_t i = 0; i < scip_constraints.size(); ++i) SCIP_CALL(SCIPreleaseCons(scip, &scip_constraints[i])); scip_constraints.clear(); // After releasing all vars and cons we can free the scip problem. // Remember this has always to be the last call to scip SCIP_CALL(SCIPfree(&scip)); return status; } /// \endcond }; } // namespace CGAL #endif // CGAL_USE_SCIP or DOXYGEN_RUNNING #endif // CGAL_SCIP_MIXED_INTEGER_PROGRAM_TRAITS_H