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Copy pathsolve.jl
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271 lines (225 loc) · 8.65 KB
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function has_quadratic(model::LinQuadOptimizer)
return model.obj_type == QuadraticObjective ||
length(cmap(model).q_less_than) > 0 ||
length(cmap(model).q_greater_than) > 0 ||
length(cmap(model).q_equal_to) > 0
end
#=
Optimize the model
=#
function MOI.optimize!(model::LinQuadOptimizer)
# reset storage
fill!(model.variable_primal_solution, NaN)
fill!(model.variable_dual_solution, NaN)
fill!(model.constraint_primal_solution, NaN)
fill!(model.constraint_dual_solution, NaN)
model.primal_status = MOI.UnknownResultStatus
model.dual_status = MOI.UnknownResultStatus
model.primal_result_count = 0
model.dual_result_count = 0
start_time = time()
if has_integer(model)
solve_mip_problem!(model)
elseif has_quadratic(model)
solve_quadratic_problem!(model)
else
solve_linear_problem!(model)
end
model.solvetime = time() - start_time
# termination_status
model.termination_status = get_termination_status(model)
model.primal_status = get_primal_status(model)
model.dual_status = get_dual_status(model)
if model.primal_status in [MOI.FeasiblePoint, MOI.InfeasiblePoint]
get_variable_primal_solution!(model, model.variable_primal_solution)
get_linear_primal_solution!(model, model.constraint_primal_solution)
if has_quadratic(model)
get_quadratic_primal_solution!(model, model.qconstraint_primal_solution)
end
model.primal_result_count = 1
elseif model.primal_status == MOI.InfeasibilityCertificate
get_unbounded_ray!(model, model.variable_primal_solution)
model.primal_result_count = 1
end
if model.dual_status in [MOI.FeasiblePoint, MOI.InfeasiblePoint]
get_variable_dual_solution!(model, model.variable_dual_solution)
get_linear_dual_solution!(model, model.constraint_dual_solution)
if has_quadratic(model)
get_quadratic_dual_solution!(model, model.qconstraint_dual_solution)
end
model.dual_result_count = 1
elseif model.dual_status == MOI.InfeasibilityCertificate
get_farkas_dual!(model, model.constraint_dual_solution)
get_farkas_dual_bounds!(model, model.variable_dual_solution)
model.dual_result_count = 1
end
if MOI.get(model, MOI.ObjectiveSense()) == MOI.MaxSense
model.constraint_dual_solution *= -1
model.variable_dual_solution *= -1
end
return
end
#=
Result Count
=#
function MOI.get(model::LinQuadOptimizer, ::MOI.ResultCount)
return max(model.primal_result_count, model.dual_result_count)
end
#=
Termination status
=#
function MOI.get(model::LinQuadOptimizer, ::MOI.TerminationStatus)
return model.termination_status
end
#=
Primal status
=#
function MOI.get(model::LinQuadOptimizer, ::MOI.PrimalStatus)
return model.primal_status
end
#=
Dual status
=#
function MOI.get(model::LinQuadOptimizer, ::MOI.DualStatus)
return model.dual_status
end
#=
Objective Value
=#
function MOI.get(model::LinQuadOptimizer, attr::MOI.ObjectiveValue)
if attr.resultindex == 1
# Note: we add m.objective_constant here to account for any constant
# term which was not passed to the solver itself (and which therefore
# would not be accounted for in `get_objective_value(m)`. We do *not*
# call `get_constant_objective(m)` because that would also pull any
# constants which were passed to the solver, resulting those constants
# being counted twice. This confusion will be alleviated when all LQOI
# solvers implement `get_constant_objective()` and
# `set_constant_objective!()` by actually passing the relevant constants
# to the solvers, at which point we can just get rid of
# m.objective_constant entirely.
return get_objective_value(model) + model.objective_constant
else
error("Unable to access multiple objective values")
end
end
#=
Variable Primal solution
=#
function MOI.get(model::LinQuadOptimizer, ::MOI.VariablePrimal, index::VarInd)
column = get_column(model, index)
return model.variable_primal_solution[column]
end
function MOI.get(model::LinQuadOptimizer, ::MOI.VariablePrimal, indices::Vector{VarInd})
MOI.get.(Ref(model), Ref(MOI.VariablePrimal()), indices)
end
#=
Variable Dual solution
=#
"""
is_binding(set, value::Float64)
Return true if `value` is an extreme point of the set `set`.
"""
is_binding(set::LE, value::Float64) = isapprox(set.upper, value)
is_binding(set::GE, value::Float64) = isapprox(set.lower, value)
is_binding(set::EQ, value::Float64) = isapprox(set.value, value)
is_binding(set::IV, value::Float64) = isapprox(set.lower, value) || isapprox(set.upper, value)
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintDual, index::SVCI{<: LinSets})
column = get_column(model, model[index])
# the variable reduced cost is only the constraint dual if the bound is active,
# or it might be a dual ray
if model.dual_status == MOI.InfeasibilityCertificate
return model.variable_dual_solution[column]
else
set = MOI.get(model, MOI.ConstraintSet(), index)
primal_value = model.variable_primal_solution[column]
if is_binding(set, primal_value)
return model.variable_dual_solution[column]
else
return 0.0
end
end
end
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintDual, index::VVCI{<: Union{MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives}})
return [model.constraint_dual_solution[row] for row in model[index]]
end
#=
Variable Bound Primal solution
=#
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintPrimal, index::SVCI{<: LinSets})
column = get_column(model, model[index])
return model.variable_primal_solution[column]
end
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintPrimal,
index::VVCI{<: Union{MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives}})
return [model.constraint_primal_solution[row] for row in model[index]]
end
#=
Constraint Primal solution
=#
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintPrimal, index::LCI{<: LinSets})
row = model[index]
return model.constraint_primal_solution[row] + model.constraint_constant[row]
end
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintPrimal, index::QCI{<: LinSets})
row = model[index]
return model.qconstraint_primal_solution[row]
end
# vector valued constraint duals
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintPrimal, index::VLCI{<: Union{MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives}})
row = model[index]
return model.constraint_primal_solution[row] + model.constraint_constant[row]
end
#=
Constraint Dual solution
=#
__assert_dual_sense__(::LCI{LE}, dual) = @assert dual <= 0.0
__assert_dual_sense__(::LCI{GE}, dual) = @assert dual >= 0.0
__assert_dual_sense__(::LCI{IV}, dual) = nothing
__assert_dual_sense__(::LCI{EQ}, dual) = nothing
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintDual, index::LCI{<: LinSets})
row = model[index]
dual = model.constraint_dual_solution[row]
__assert_dual_sense__(index, dual)
return dual
end
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintDual, index::QCI{<: LinSets})
row = model[index]
return model.qconstraint_dual_solution[row]
end
# vector valued constraint duals
function MOI.get(model::LinQuadOptimizer, ::MOI.ConstraintDual, index::VLCI{<: Union{MOI.Zeros, MOI.Nonnegatives, MOI.Nonpositives}})
rows = model[index]
return model.constraint_dual_solution[rows]
end
#=
Solution Attributes
=#
MOI.supports(::LinQuadOptimizer, ::MOI.ObjectiveBound) = true
function MOI.get(model::LinQuadOptimizer, ::MOI.ObjectiveBound)
return get_objective_bound(model)
end
MOI.supports(::LinQuadOptimizer, ::MOI.RelativeGap) = true
function MOI.get(model::LinQuadOptimizer, ::MOI.RelativeGap)
return get_relative_mip_gap(model)
end
MOI.supports(::LinQuadOptimizer, ::MOI.SolveTime) = true
function MOI.get(model::LinQuadOptimizer, ::MOI.SolveTime)
return model.solvetime
end
MOI.supports(::LinQuadOptimizer, ::MOI.SimplexIterations) = true
function MOI.get(model::LinQuadOptimizer, ::MOI.SimplexIterations)
return get_iteration_count(model)
end
MOI.supports(::LinQuadOptimizer, ::MOI.BarrierIterations) = true
function MOI.get(model::LinQuadOptimizer, ::MOI.BarrierIterations)
return get_barrier_iterations(model)
end
MOI.supports(::LinQuadOptimizer, ::MOI.NodeCount) = true
function MOI.get(model::LinQuadOptimizer, ::MOI.NodeCount)
return get_node_count(model)
end
MOI.supports(::LinQuadOptimizer, ::MOI.RawSolver) = true
function MOI.get(model::LinQuadOptimizer, ::MOI.RawSolver)
return model
end