// Copyright 2010-2018 Google LLC // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. // Utility functions to interact with an lp solver from the SAT context. #ifndef OR_TOOLS_SAT_LP_UTILS_H_ #define OR_TOOLS_SAT_LP_UTILS_H_ #include "ortools/linear_solver/linear_solver.pb.h" #include "ortools/lp_data/lp_data.h" #include "ortools/sat/boolean_problem.pb.h" #include "ortools/sat/cp_model.pb.h" #include "ortools/sat/sat_parameters.pb.h" #include "ortools/sat/sat_solver.h" namespace operations_research { namespace sat { // Returns the smallest factor f such that f * abs(x) is integer modulo the // given tolerance relative to f (we use f * tolerance). It is only looking // for f smaller than the given limit. Returns zero if no such factor exist. // // The complexity is a lot less than O(limit), but it is possible that we might // miss the smallest such factor if the tolerance used is too low. This is // because we only rely on the best rational approximations of x with increasing // denominator. int FindRationalFactor(double x, int limit = 1e4, double tolerance = 1e-6); // Multiplies all continuous variable by the given scaling parameters and change // the rest of the model accordingly. The returned vector contains the scaling // of each variable (will always be 1.0 for integers) and can be used to recover // a solution of the unscaled problem from one of the new scaled problems by // dividing the variable values. // // We usually scale a continuous variable by scaling, but if its domain is going // to have larger values than max_bound, then we scale to have the max domain // magnitude equal to max_bound. // // Note that it is recommended to call DetectImpliedIntegers() before this // function so that we do not scale variables that do not need to be scaled. // // TODO(user): Also scale the solution hint if any. std::vector ScaleContinuousVariables(double scaling, double max_bound, MPModelProto* mp_model); // This will mark implied integer as such. Note that it can also discover // variable of the form coeff * Integer + offset, and will change the model // so that these are marked as integer. It is why we return both a scaling and // an offset to transform the solution back to its original domain. // // TODO(user): Actually implement the offset part. This currently only happens // on the 3 neos-46470* miplib problems where we have a non-integer rhs. std::vector DetectImpliedIntegers(MPModelProto* mp_model); // Converts a MIP problem to a CpModel. Returns false if the coefficients // couldn't be converted to integers with a good enough precision. // // There is a bunch of caveats and you can find more details on the // SatParameters proto documentation for the mip_* parameters. bool ConvertMPModelProtoToCpModelProto(const SatParameters& params, const MPModelProto& mp_model, CpModelProto* cp_model); // Converts an integer program with only binary variables to a Boolean // optimization problem. Returns false if the problem didn't contains only // binary integer variable, or if the coefficients couldn't be converted to // integer with a good enough precision. bool ConvertBinaryMPModelProtoToBooleanProblem(const MPModelProto& mp_model, LinearBooleanProblem* problem); // Converts a Boolean optimization problem to its lp formulation. void ConvertBooleanProblemToLinearProgram(const LinearBooleanProblem& problem, glop::LinearProgram* lp); // Changes the variable bounds of the lp to reflect the variables that have been // fixed by the SAT solver (i.e. assigned at decision level 0). Returns the // number of variables fixed this way. int FixVariablesFromSat(const SatSolver& solver, glop::LinearProgram* lp); // Solves the given lp problem and uses the lp solution to drive the SAT solver // polarity choices. The variable must have the same index in the solved lp // problem and in SAT for this to make sense. // // Returns false if a problem occurred while trying to solve the lp. bool SolveLpAndUseSolutionForSatAssignmentPreference( const glop::LinearProgram& lp, SatSolver* sat_solver, double max_time_in_seconds); // Solves the lp and add constraints to fix the integer variable of the lp in // the LinearBoolean problem. bool SolveLpAndUseIntegerVariableToStartLNS(const glop::LinearProgram& lp, LinearBooleanProblem* problem); } // namespace sat } // namespace operations_research #endif // OR_TOOLS_SAT_LP_UTILS_H_