C++ Reference
C++ Reference: Linear solver
linear_solver.h
Go to the documentation of this file.
bool variable_is_extracted(int var_index) const
Definition: linear_solver.h:1621
@ GLOP_LINEAR_PROGRAMMING
Linear Programming solver using GLOP (Recommended solver).
Definition: linear_solver.h:195
int GetIntegerParam(MPSolverParameters::IntegerParam param) const
Returns the value of an integer parameter.
void SetCoefficient(const MPVariable *const var, double coeff)
Sets the coefficient of the variable on the constraint.
void * underlying_solver()
Advanced usage: returns the underlying solver.
static bool SupportsProblemType(OptimizationProblemType problem_type)
Whether the given problem type is supported (this will depend on the targets that you linked).
virtual bool IsContinuous() const =0
void Reset()
Advanced usage: resets extracted model to solve from scratch.
virtual bool NextSolution()
Definition: linear_solver.h:1665
friend class XpressInterface
Definition: linear_solver.h:992
The class for variables of a Mathematical Programming (MP) model.
Definition: linear_solver.h:1017
This mathematical programming (MP) solver class is the main class though which users build and solve ...
Definition: linear_solver.h:177
void ResetDoubleParam(MPSolverParameters::DoubleParam param)
Sets a double parameter to its default value (default value defined in MPSolverParameters if it exist...
MPConstraint * LookupConstraintOrNull(const std::string &constraint_name) const
Looks up a constraint by name, and returns nullptr if it does not exist.
friend class KnapsackInterface
Definition: linear_solver.h:996
MPSolverInterface(MPSolver *const solver)
bool indicator_value() const
Definition: linear_solver.h:1205
MPSolver::ResultStatus result_status_
Definition: linear_solver.h:1686
friend class KnapsackInterface
Definition: linear_solver.h:1242
std::vector< double > ComputeConstraintActivities() const
Advanced usage: compute the "activities" of all constraints, which are the sums of their linear terms...
friend class CLPInterface
Definition: linear_solver.h:986
@ DUAL_TOLERANCE
Advanced usage: tolerance for dual feasibility of basic solutions.
Definition: linear_solver.h:1336
int index() const
Returns the index of the variable in the MPSolver::variables_.
Definition: linear_solver.h:1038
static const PresolveValues kDefaultPresolve
Definition: linear_solver.h:1406
void Clear()
Clears all variables and coefficients. Does not clear the bounds.
virtual void SetVariableBounds(int index, double lb, double ub)=0
void MakeBoolVarArray(int nb, const std::string &name, std::vector< MPVariable * > *vars)
Creates an array of boolean variables.
bool SolverTypeIsMip(MPModelRequest::SolverType solver_type)
static bool ParseSolverType(absl::string_view solver, OptimizationProblemType *type)
Parses the name of the solver.
friend class BopInterface
Definition: linear_solver.h:1101
void SetCoefficient(const MPVariable *const var, double coeff)
Sets the coefficient of the variable in the objective.
void MakeIntVarArray(int nb, double lb, double ub, const std::string &name, std::vector< MPVariable * > *vars)
Creates an array of integer variables.
void MinimizeLinearExpr(const LinearExpr &linear_expr)
Resets the current objective to minimize linear_expr.
Definition: linear_solver.h:939
virtual void SetIntegerParamToUnsupportedValue(MPSolverParameters::IntegerParam param, int value)
bool ExportModelAsMpsFormat(bool fixed_format, bool obfuscate, std::string *model_str) const
bool ExportModelAsLpFormat(bool obfuscate, std::string *model_str) const
Shortcuts to the homonymous MPModelProtoExporter methods, via exporting to a MPModelProto with Export...
friend class CplexInterface
Definition: linear_solver.h:776
The class for constraints of a Mathematical Programming (MP) model.
Definition: linear_solver.h:1140
MPConstraint * MakeRowConstraint(const LinearRange &range, const std::string &name)
As above, but also names the constraint.
virtual bool CheckSolutionExists() const
friend class XpressInterface
Definition: linear_solver.h:1098
ABSL_MUST_USE_RESULT bool NextSolution()
Some solvers (MIP only, not LP) can produce multiple solutions to the problem.
virtual void ExtractNewVariables()=0
friend class CBCInterface
Definition: linear_solver.h:1091
virtual void SetOptimizationDirection(bool maximize)=0
const absl::string_view ToString(MPSolver::OptimizationProblemType optimization_problem_type)
double objective_value_
Definition: linear_solver.h:1696
void SetIntegerParam(MPSolverParameters::IntegerParam param, int value)
Sets a integer parameter to a specific value.
MPConstraint * MakeRowConstraint(const std::string &name)
Creates a named constraint with -infinity and +infinity bounds.
virtual bool IsMIP() const =0
double GetCoefficient(const MPVariable *const var) const
Gets the coefficient of a given variable in the objective.
bool minimization() const
Is the optimization direction set to minimize?
static const double kDefaultRelativeMipGap
Definition: linear_solver.h:1403
virtual void ClearConstraint(MPConstraint *const constraint)=0
bool InterruptSolve()
Interrupts the Solve() execution to terminate processing if possible.
MPConstraint * MakeRowConstraint(double lb, double ub)
Creates a linear constraint with given bounds.
friend class KnapsackInterface
Definition: linear_solver.h:783
void set_variable_as_extracted(int var_index, bool extracted)
Definition: linear_solver.h:1624
@ MODEL_SYNCHRONIZED
Definition: linear_solver.h:1486
static const double kDefaultDualTolerance
Definition: linear_solver.h:1405
void set_time_limit(int64 time_limit_milliseconds)
Definition: linear_solver.h:757
friend class XpressInterface
Definition: linear_solver.h:1238
Definition: linear_expr.h:84
virtual bool InterruptSolve()
Definition: linear_solver.h:1662
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:918
friend class GurobiInterface
Definition: linear_solver.h:1096
virtual void * underlying_solver()=0
PresolveValues
For each categorical parameter, enumeration of possible values.
Definition: linear_solver.h:1352
void ExportModelToProto(MPModelProto *output_model) const
Exports model to protocol buffer.
static const int kDummyVariableIndex
Definition: linear_solver.h:1703
friend class GLOPInterface
Definition: linear_solver.h:1239
MPSolverResponseStatus LoadModelFromProtoWithUniqueNamesOrDie(const MPModelProto &input_model, std::string *error_message)
Loads model from protocol buffer.
friend class SatInterface
Definition: linear_solver.h:1241
static const IncrementalityValues kDefaultIncrementality
Definition: linear_solver.h:1407
static const double kUnknownDoubleParamValue
Definition: linear_solver.h:1395
void SetCallback(MPCallback *mp_callback)
virtual void ExtractNewConstraints()=0
double dual_value() const
Advanced usage: returns the dual value of the constraint in the current solution (only available for ...
int last_variable_index_
Definition: linear_solver.h:1693
This class stores parameter settings for LP and MIP solvers.
Definition: linear_solver.h:1321
virtual bool IsLP() const =0
bool IsMIP() const
void SetUnsupportedDoubleParam(MPSolverParameters::DoubleParam param)
bool CheckSolutionIsSynchronized() const
int branching_priority() const
Advanced usage: Certain MIP solvers (e.g.
Definition: linear_solver.h:1085
virtual void Reset()=0
bool VerifySolution(double tolerance, bool log_errors) const
Advanced usage: Verifies the correctness of the solution.
ResultStatus Solve()
Solves the problem using the default parameter values.
virtual OptimizationProblemType ProblemType() const
Returns the optimization problem type set at construction.
Definition: linear_solver.h:263
std::string AbslUnparseFlag(MPSolver::OptimizationProblemType solver_type)
Definition: linear_solver.h:884
virtual bool SupportsCallbacks() const
Definition: linear_solver.h:1672
void set_is_lazy(bool laziness)
Advanced usage: sets the constraint "laziness".
Definition: linear_solver.h:1202
SynchronizationStatus
Definition: linear_solver.h:1479
friend class GurobiInterface
Definition: linear_solver.h:1236
double unrounded_solution_value() const
Advanced usage: unrounded solution value.
static const double kDefaultPrimalTolerance
Definition: linear_solver.h:1404
void SetTimeLimit(absl::Duration time_limit)
Definition: linear_solver.h:662
virtual int64 nodes() const =0
friend class MPVariableSolutionValueTest
Definition: linear_solver.h:1100
std::string GetSolverSpecificParametersAsString() const
Definition: linear_solver.h:592
virtual void SetCoefficient(MPConstraint *const constraint, const MPVariable *const variable, double new_value, double old_value)=0
@ INCREMENTALITY
Advanced usage: incrementality from one solve to the next.
Definition: linear_solver.h:1346
MPSolver::BasisStatus basis_status() const
Advanced usage: returns the basis status of the variable in the current solution (only available for ...
MPConstraint(int index, double lb, double ub, const std::string &name, MPSolverInterface *const interface_in)
Definition: linear_solver.h:1247
void SetOffset(double value)
Sets the constant term in the objective.
friend class GLOPInterface
Definition: linear_solver.h:993
friend class BopInterface
Definition: linear_solver.h:1240
friend class GLOPInterface
Definition: linear_solver.h:1099
int index() const
Returns the index of the constraint in the MPSolver::constraints_.
Definition: linear_solver.h:1208
void SetCommonParameters(const MPSolverParameters ¶m)
virtual void BranchingPriorityChangedForVariable(int var_index)
Definition: linear_solver.h:1568
virtual MPSolver::BasisStatus row_status(int constraint_index) const =0
virtual bool SetSolverSpecificParametersAsString(const std::string ¶meters)
MPVariable(int index, double lb, double ub, bool integer, const std::string &name, MPSolverInterface *const interface_in)
Definition: linear_solver.h:1108
ResultStatus Solve(const MPSolverParameters ¶m)
Solves the problem using the specified parameter values.
void Reset()
Sets all parameters to their default value.
void Clear()
Clears the objective (including the optimization direction), all variables and constraints.
void set_dual_value(double dual_value)
Definition: linear_solver.h:1259
bool is_lazy() const
Advanced usage: returns true if the constraint is "lazy" (see below).
Definition: linear_solver.h:1187
void ExtractModel()
void set_solution_value(double value)
Definition: linear_solver.h:1119
virtual void SetPresolveMode(int value)=0
bool CheckSolutionIsSynchronizedAndExists() const
Definition: linear_solver.h:1598
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...
double reduced_cost() const
Advanced usage: returns the reduced cost of the variable in the current solution (only available for ...
int64 nodes() const
Returns the number of branch-and-bound nodes evaluated during the solve.
virtual void AddRowConstraint(MPConstraint *const ct)=0
MPSolver::BasisStatus basis_status() const
Advanced usage: returns the basis status of the constraint.
friend class SatInterface
Definition: linear_solver.h:1102
virtual std::string SolverVersion() const =0
MPSolverParameters()
The constructor sets all parameters to their default value.
static const int kDefaultIntegerParamValue
Definition: linear_solver.h:1392
bool AbslParseFlag(absl::string_view text, MPSolver::OptimizationProblemType *solver_type, std::string *error)
@ SAT_INTEGER_PROGRAMMING
SAT based solver (requires only integer and Boolean variables).
Definition: linear_solver.h:231
bool OwnsVariable(const MPVariable *var) const
void set_constraint_as_extracted(int ct_index, bool extracted)
Definition: linear_solver.h:1630
virtual MPSolver::ResultStatus Solve(const MPSolverParameters ¶m)=0
void SetBounds(double lb, double ub)
Sets both the lower and upper bounds.
friend class CLPInterface
Definition: linear_solver.h:1092
void ResetExtractionInformation()
double objective_value() const
static constexpr int64 kUnknownNumberOfNodes
Definition: linear_solver.h:1497
absl::Status SetNumThreads(int num_threads)
Sets the number of threads to use by the underlying solver.
LinearExpr models a quantity that is linear in the decision variables (MPVariable) of an optimization...
Definition: linear_expr.h:114
friend class SLMInterface
Definition: linear_solver.h:1095
static const int kUnknownIntegerParamValue
Definition: linear_solver.h:1396
MPVariable * LookupVariableOrNull(const std::string &var_name) const
Looks up a variable by name, and returns nullptr if it does not exist.
virtual void SetObjectiveOffset(double value)=0
MPVariable * MakeIntVar(double lb, double ub, const std::string &name)
Creates an integer variable.
virtual int64 iterations() const =0
virtual ~MPSolverInterface()
friend class CplexInterface
Definition: linear_solver.h:991
void SetInteger(bool integer)
Sets the integrality requirement of the variable.
friend class SLMInterface
Definition: linear_solver.h:1235
@ SCIP_MIXED_INTEGER_PROGRAMMING
Mixed integer Programming Solver using SCIP.
Definition: linear_solver.h:208
virtual bool CheckBestObjectiveBoundExists() const
virtual void AddVariable(MPVariable *const var)=0
MPVariable * MakeNumVar(double lb, double ub, const std::string &name)
Creates a continuous variable.
virtual void SetCallback(MPCallback *mp_callback)
Definition: linear_solver.h:1668
bool integer() const
Returns the integrality requirement of the variable.
Definition: linear_solver.h:1026
virtual void SetParameters(const MPSolverParameters ¶m)=0
virtual double best_objective_bound() const =0
absl::Duration TimeLimit() const
Definition: linear_solver.h:661
virtual double ComputeExactConditionNumber() const
IntegerParam
Enumeration of parameters that take integer or categorical values.
Definition: linear_solver.h:1340
void MakeVarArray(int nb, double lb, double ub, bool integer, const std::string &name_prefix, std::vector< MPVariable * > *vars)
Creates an array of variables.
std::ostream & operator<<(std::ostream &stream, const LinearExpr &linear_expr)
virtual void SetRelativeMipGap(double value)=0
friend class SCIPInterface
Definition: linear_solver.h:774
bool SupportsCallbacks() const
void MaximizeLinearExpr(const LinearExpr &linear_expr)
Resets the current objective to maximize linear_expr.
Definition: linear_solver.h:935
@ CBC_MIXED_INTEGER_PROGRAMMING
Mixed integer Programming Solver using Coin CBC.
Definition: linear_solver.h:216
void FillSolutionResponseProto(MPSolutionResponse *response) const
Encodes the current solution in a solution response protocol buffer.
friend class GurobiInterface
Definition: linear_solver.h:775
void SetMIPParameters(const MPSolverParameters ¶m)
virtual bool ReadParameterFile(const std::string &filename)
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...
friend class GLPKInterface
Definition: linear_solver.h:771
MPObjective * MutableObjective()
Returns the mutable objective object.
Definition: linear_solver.h:398
virtual void SetScalingMode(int value)=0
absl::Status ClampSolutionWithinBounds()
Resets values of out of bound variables to the corresponding bound and returns an error if any of the...
bool SetSolverSpecificParametersAsString(const std::string ¶meters)
Advanced usage: pass solver specific parameters in text format.
void SetDoubleParamToUnsupportedValue(MPSolverParameters::DoubleParam param, double value)
friend class CBCInterface
Definition: linear_solver.h:985
friend class SCIPInterface
Definition: linear_solver.h:1094
MPConstraint * MakeRowConstraint(const LinearRange &range)
Creates a constraint owned by MPSolver enforcing: range.lower_bound() <= range.linear_expr() <= range...
friend class XpressInterface
Definition: linear_solver.h:777
OptimizationProblemType
The type of problems (LP or MIP) that will be solved and the underlying solver (GLOP,...
Definition: linear_solver.h:185
virtual void ExtractObjective()=0
const std::string & Name() const
Returns the name of the model set at construction.
Definition: linear_solver.h:258
double GetDoubleParam(MPSolverParameters::DoubleParam param) const
Returns the value of a double parameter.
void SetBounds(double lb, double ub)
Sets both the lower and upper bounds.
void ResetIntegerParam(MPSolverParameters::IntegerParam param)
Sets an integer parameter to its default value (default value defined in MPSolverParameters if it exi...
@ MODEL_INVALID
the model is trivially invalid (NaN coefficients, etc).
Definition: linear_solver.h:418
virtual std::string ValidFileExtensionForParameterFile() const
const std::vector< MPConstraint * > & constraints() const
Returns the array of constraints handled by the MPSolver.
Definition: linear_solver.h:347
virtual void SetDualTolerance(double value)=0
friend class CLPInterface
Definition: linear_solver.h:1232
void Write(const std::string &file_name)
Writes the model using the solver internal write function.
virtual void SetConstraintBounds(int index, double lb, double ub)=0
bool maximization() const
Is the optimization direction set to maximize?
friend class SatInterface
Definition: linear_solver.h:995
bool MPSolverResponseStatusIsRpcError(MPSolverResponseStatus status)
friend class SLMInterface
Definition: linear_solver.h:989
int GetNumThreads() const
Returns the number of threads to be used during solve.
Definition: linear_solver.h:583
friend class GLPKInterface
Definition: linear_solver.h:987
double Value() const
Returns the objective value of the best solution found so far.
virtual void SetLpAlgorithm(int value)=0
friend class GurobiInterface
Definition: linear_solver.h:990
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:1167
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...
MPVariable * MakeVar(double lb, double ub, bool integer, const std::string &name)
Creates a variable with the given bounds, integrality requirement and name.
virtual void SetPrimalTolerance(double value)=0
A class to express a linear objective.
Definition: linear_solver.h:890
virtual void SetStartingLpBasis(const std::vector< MPSolver::BasisStatus > &variable_statuses, const std::vector< MPSolver::BasisStatus > &constraint_statuses)
Definition: linear_solver.h:1656
@ PRIMAL_TOLERANCE
Advanced usage: tolerance for primal feasibility of basic solutions.
Definition: linear_solver.h:1334
absl::Duration DurationSinceConstruction() const
Definition: linear_solver.h:667
friend class CplexInterface
Definition: linear_solver.h:1097
double time_limit_in_secs() const
Definition: linear_solver.h:762
friend class SCIPInterface
Definition: linear_solver.h:1234
MPConstraint * MakeRowConstraint(double lb, double ub, const std::string &name)
Creates a named constraint with given bounds.
std::string SolverVersion() const
Returns a string describing the underlying solver and its version.
MPSolver *const solver_
Definition: linear_solver.h:1681
friend class GLPKInterface
Definition: linear_solver.h:1233
friend class BopInterface
Definition: linear_solver.h:994
BasisStatus
Advanced usage: possible basis status values for a variable and the slack variable of a linear constr...
Definition: linear_solver.h:615
MPSolver(const std::string &name, OptimizationProblemType problem_type)
Create a solver with the given name and underlying solver backend.
MPSolverResponseStatus LoadModelFromProto(const MPModelProto &input_model, std::string *error_message)
Loads model from protocol buffer.
static const double kDefaultDoubleParamValue
Definition: linear_solver.h:1391
@ SOLUTION_SYNCHRONIZED
Definition: linear_solver.h:1489
void AddLinearExpr(const LinearExpr &linear_expr)
Adds linear_expr to the current objective, does not change the direction.
const MPVariable * indicator_variable() const
Definition: linear_solver.h:1204
void set_quiet(bool quiet_value)
Definition: linear_solver.h:1637
friend class SCIPInterface
Definition: linear_solver.h:988
bool constraint_is_extracted(int ct_index) const
Definition: linear_solver.h:1627
double ComputeExactConditionNumber() const
Advanced usage: computes the exact condition number of the current scaled basis: L1norm(B) * L1norm(i...
@ INCREMENTALITY_ON
Reuse results from previous solve as much as the underlying solver allows.
Definition: linear_solver.h:1378
constexpr double kDefaultPrimalTolerance
Definition: linear_solver.h:162
virtual void ClearObjective()=0
double solution_value() const
Returns the value of the variable in the current solution.
bool OutputIsEnabled() const
Controls (or queries) the amount of output produced by the underlying solver.
const std::vector< MPVariable * > & variables() const
Returns the array of variables handled by the MPSolver.
Definition: linear_solver.h:281
virtual absl::Status SetNumThreads(int num_threads)
virtual absl::optional< MPSolutionResponse > DirectlySolveProto(const MPModelRequest &request)
Definition: linear_solver.h:1512
static constexpr int64 kUnknownNumberOfIterations
Definition: linear_solver.h:1494
virtual void SetUnsupportedIntegerParam(MPSolverParameters::IntegerParam param)
void SetBranchingPriority(int priority)
void SetHint(std::vector< std::pair< const MPVariable *, double > > hint)
Sets a hint for solution.
virtual void SetObjectiveCoefficient(const MPVariable *const variable, double coefficient)=0
void set_reduced_cost(double reduced_cost)
Definition: linear_solver.h:1120
friend class CBCInterface
Definition: linear_solver.h:1231
MPSolver::ResultStatus result_status() const
Definition: linear_solver.h:1640
int last_constraint_index_
Definition: linear_solver.h:1691
friend class KnapsackInterface
Definition: linear_solver.h:1103
double BestBound() const
Returns the best objective bound.
double trivial_worst_objective_bound() const
void Clear()
Clears the offset, all variables and coefficients, and the optimization direction.
friend class GLOPInterface
Definition: linear_solver.h:780
void SetDoubleParam(MPSolverParameters::DoubleParam param, double value)
Sets a double parameter to a specific value.
void SetStartingLpBasis(const std::vector< MPSolver::BasisStatus > &variable_statuses, const std::vector< MPSolver::BasisStatus > &constraint_statuses)
Advanced usage: Incrementality.
virtual MPSolver::BasisStatus column_status(int variable_index) const =0
virtual ~MPSolver()
void SetOptimizationDirection(bool maximize)
Sets the optimization direction (maximize: true or minimize: false).
virtual bool AddIndicatorConstraint(MPConstraint *const ct)
Definition: linear_solver.h:1542
int last_variable_index() const
Definition: linear_solver.h:1619
friend class CplexInterface
Definition: linear_solver.h:1237
int64 iterations() const
Returns the number of simplex iterations.
virtual void Write(const std::string &filename)
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...
MPConstraint * MakeRowConstraint()
Creates a constraint with -infinity and +infinity bounds.
SynchronizationStatus sync_status_
Definition: linear_solver.h:1683
void InvalidateSolutionSynchronization()
MPVariable * MakeBoolVar(const std::string &name)
Creates a boolean variable.
void MakeNumVarArray(int nb, double lb, double ub, const std::string &name, std::vector< MPVariable * > *vars)
Creates an array of continuous variables.
virtual void SetVariableInteger(int index, bool integer)=0
friend class GLPKInterface
Definition: linear_solver.h:1093