Adding Gurobi

casadi · Feb 27, 2023 · de8244a · de8244a
1 parent facf9c3
commit de8244a
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diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -5,3 +5,4 @@ add_subdirectory(matlab)
 add_subdirectory(octave)
 add_subdirectory(knitro)
 add_subdirectory(cplex)
+add_subdirectory(gurobi)
diff --git a/gurobi/CMakeLists.txt b/gurobi/CMakeLists.txt
@@ -0,0 +1,94 @@
+cmake_minimum_required(VERSION 3.10)
+
+project(gurobi
+  LANGUAGES C)
+
+set(INSTALL_PREFIX  "")
+
+get_directory_property(hasParent PARENT_DIRECTORY)
+if(hasParent)
+  set(INSTALL_PREFIX "${PROJECT_NAME}/")
+endif()
+
+
+
+set(CMAKE_WINDOWS_EXPORT_ALL_SYMBOLS ON)
+
+set(LIBRARY_NAME gurobi_adaptor)
+
+add_library(${LIBRARY_NAME} SHARED src/gurobi.c include/gurobi.h)
+
+if(WIN32)
+  set_target_properties(${LIBRARY_NAME} PROPERTIES PREFIX "lib" IMPORT_PREFIX "lib")
+endif()
+
+if(CMAKE_SIZEOF_VOID_P EQUAL 4)
+  set(NBITS_TWO "32")
+elseif(CMAKE_SIZEOF_VOID_P EQUAL 8)
+  set(NBITS_TWO "64")
+endif()
+
+set(ARCHIVE_DIR lib)
+set(RUNTIME_DIR bin)
+
+if(${CMAKE_GENERATOR} MATCHES "Visual Studio*")
+  set(ARCHIVE_DIR extern/lib/win${NBITS_TWO}/microsoft)
+  set(RUNTIME_DIR bin/win${NBITS_TWO})
+elseif(${CMAKE_GENERATOR} MATCHES "MSYS Makefiles")
+  set(ARCHIVE_DIR extern/lib/win${NBITS_TWO}/mingw${NBITS_TWO})
+  set(RUNTIME_DIR bin/win${NBITS_TWO})
+endif()
+
+install(TARGETS ${LIBRARY_NAME} EXPORT gurobiTargets
+  LIBRARY DESTINATION ${INSTALL_PREFIX}lib
+  ARCHIVE DESTINATION ${INSTALL_PREFIX}${ARCHIVE_DIR}
+  RUNTIME DESTINATION ${INSTALL_PREFIX}${RUNTIME_DIR})
+
+
+add_library(gurobi INTERFACE)
+
+target_link_libraries(gurobi INTERFACE ${LIBRARY_NAME})
+
+install(TARGETS gurobi EXPORT gurobiTargets
+  LIBRARY DESTINATION ${INSTALL_PREFIX}lib
+  ARCHIVE DESTINATION ${INSTALL_PREFIX}lib
+  RUNTIME DESTINATION ${INSTALL_PREFIX}bin
+  INCLUDES DESTINATION ${INSTALL_PREFIX}include)
+
+target_include_directories(${LIBRARY_NAME} PUBLIC
+  $<BUILD_INTERFACE:${gurobi_SOURCE_DIR}/include>
+  $<INSTALL_INTERFACE:${INSTALL_PREFIX}include>
+)
+
+target_include_directories(gurobi INTERFACE
+  $<BUILD_INTERFACE:${gurobi_SOURCE_DIR}/include>
+  $<INSTALL_INTERFACE:${INSTALL_PREFIX}include>
+)
+
+
+
+install(DIRECTORY include/ DESTINATION ${INSTALL_PREFIX}include)
+
+install(EXPORT gurobiTargets
+  FILE gurobiTargets.cmake
+  NAMESPACE gurobi::
+  DESTINATION cmake
+)
+
+include(CMakePackageConfigHelpers)
+write_basic_package_version_file(${CMAKE_CURRENT_BINARY_DIR}/gurobiConfigVersion.cmake
+  VERSION 7.3
+  COMPATIBILITY SameMajorVersion
+)
+
+configure_package_config_file(
+  "${PROJECT_SOURCE_DIR}/cmake/${PROJECT_NAME}-config.cmake.in"
+  "${PROJECT_BINARY_DIR}/${PROJECT_NAME}-config.cmake"
+  INSTALL_DESTINATION
+  cmake)
+
+
+
+install(FILES "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}-config.cmake" "${CMAKE_CURRENT_BINARY_DIR}/gurobiConfigVersion.cmake"
+  DESTINATION cmake
+)
diff --git a/gurobi/cmake/gurobi-config.cmake.in b/gurobi/cmake/gurobi-config.cmake.in
@@ -0,0 +1,4 @@
+@PACKAGE_INIT@
+
+include("${CMAKE_CURRENT_LIST_DIR}/@PROJECT_NAME@Targets.cmake")
+check_required_components("@PROJECT_NAME@")
diff --git a/gurobi/generate.py b/gurobi/generate.py
@@ -0,0 +1,138 @@
+
+method_declarations = []
+
+import re
+
+with open("include/gurobi_core.h.in","r") as fin:
+  for line in fin.readlines():
+    line = line.strip()
+    method_declarations.append(line)
+
+preamble = []
+postamble = []
+
+with open("include/gurobi.h.in","r") as fin:
+  target = preamble
+  for line in fin.readlines():
+    if "[gurobi_core.h]" in line:
+        target = postamble
+        continue
+    target.append(line)    
+
+
+def get_name(decl):
+  return decl.split("(")[0].split(" ")[-1]
+
+def function_ptr(decl):
+  return decl[:-1].replace(get_name(decl),"(*)")
+
+with open("include/gurobi_c.h","w") as fout:
+  fout.write("".join(preamble))
+  for decl in method_declarations:
+    fout.write("#define %s adaptor_%s\n" % (get_name(decl),get_name(decl)))
+    fout.write("DLLSYMBOL " + decl.replace(get_name(decl),"(__stdcall *%s)" % get_name(decl))+"\n")
+
+  fout.write("".join(postamble))
+
+with open("src/gurobi.c","w") as fout:
+
+
+  fout.write("""
+#define DLL_IMPLEMENTATION
+#include "gurobi_c.h"
+
+#include <stdlib.h>
+#include <stdio.h>
+#ifdef _WIN32
+#include <windows.h>
+#else // _WIN32
+#include <dlfcn.h>
+#include <stddef.h>
+#endif // _WIN32
+
+
+""")
+  for decl in method_declarations:
+    fout.write(decl.replace(get_name(decl),"(*%s)" % get_name(decl))[:-1]+" = NULL;\n")
+
+  fout.write("""
+  
+  #if defined(_WIN32)
+  static HINSTANCE h;
+  #else
+  void * h;
+  #endif
+  
+  void gurobi_adaptor_unload() {
+    if (h) {
+        #if defined(_WIN32)
+        FreeLibrary(h);
+        #elif defined(__APPLE__)
+        dlclose(h);
+        #endif
+    }
+  }
+  int gurobi_adaptor_load(char* err_msg, unsigned int err_msg_len) {
+  
+    const char* suffix = getenv("GUROBI_VERSION");
+    
+    #if defined(_WIN32)
+    const char library_suffix[] = "dll";
+    const char path_env[] = "PATH";
+    #elif defined(__APPLE__)
+    const char library_suffix[] = "dylib";
+    const char path_env[] = "DYLD_LIBRARY_PATH";
+    #else
+    const char library_suffix[] = "so";
+    const char path_env[] = "LD_LIBRARY_PATH";
+    #endif
+    
+    
+    if (suffix==NULL) {
+        snprintf(err_msg, err_msg_len, "Gurobi load adaptor needs an environmental variable <GUROBI_VERSION> "
+        "such that libgurobi<GUROBI_VERSION>.%s can be found.", library_suffix);
+        return 1;
+    }
+
+    char buffer[100];
+    
+    snprintf(buffer, 100, "libgurobi%s.%s", suffix, library_suffix);
+
+    #if defined(_WIN32)
+    h = LoadLibrary(TEXT(buffer));
+    #elif defined(__APPLE__)
+    h = dlopen(buffer, RTLD_LAZY | RTLD_LOCAL);
+    #else
+    h = dlopen(buffer, RTLD_LAZY | RTLD_LOCAL | RTLD_DEEPBIND);
+    #endif
+    
+    if (h) {
+      #ifdef _WIN32
+""")
+
+  for decl in method_declarations:
+    fout.write("""            %s = (%s) GetProcAddress(h, "%s");\n""" % (get_name(decl),function_ptr(decl),get_name(decl)))
+    fout.write("""            if (%s==NULL) { snprintf(err_msg, err_msg_len, "Could not find symbol '%s' in libgurobi%%s.%%s", suffix, library_suffix); return 2; };\n""" % (get_name(decl),get_name(decl).replace("CPXX","CPXL")))
+
+  fout.write("""
+      #else // _WIN32
+  """)
+
+  for decl in method_declarations:
+    fout.write("""            %s = (%s) dlsym(h, "%s");\n""" % (get_name(decl),function_ptr(decl),get_name(decl)))
+    fout.write("""            if (%s==NULL) { snprintf(err_msg, err_msg_len, "Could not find symbol '%s' in libgurobi%%s.%%s", suffix, library_suffix); return 2; };\n""" % (get_name(decl),get_name(decl).replace("CPXX","CPXL")))
+
+  fout.write("""
+      #endif // _WIN32
+      
+      return 0;
+    } else {
+      snprintf(err_msg, err_msg_len, "Could not find library '%s'. "
+        "Consider adding the appropriate gurobi folder to environmental variable '%s'.", buffer, path_env);
+      return 1;
+    }
+  }
+  """)
+
+
+
diff --git a/gurobi/include/gurobi.h.in b/gurobi/include/gurobi.h.in
@@ -0,0 +1,48 @@
+#ifndef GUROBI_H
+#define GUROBI_H
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+
+#include <stdio.h>
+
+typedef struct _GRBbatch GRBbatch;
+typedef struct _GRBmodel GRBmodel;
+typedef struct _GRBenv GRBenv;
+
+#if defined(_WIN64) && !defined(WIN64)
+#define WIN64
+#endif
+
+#if defined(_WIN32) && !defined(_WIN64) && !defined(WIN32)
+#define WIN32
+#endif
+
+#if !defined(WIN32) && !defined(WIN64)
+#define __cdecl
+#define __stdcall
+#endif
+
+#ifdef _WIN32
+    #ifdef DLL_IMPLEMENTATION
+    #define DLLSYMBOL __declspec( dllexport )
+    #else
+    #define DLLSYMBOL __declspec( dllimport ) extern
+    #endif
+#else
+    #ifdef DLL_IMPLEMENTATION
+    #define DLLSYMBOL 
+    #else
+    #define DLLSYMBOL extern
+    #endif
+#endif
+
+[gurobi_core.h]
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif // GUROBI_H
diff --git a/gurobi/include/gurobi_c.h b/gurobi/include/gurobi_c.h
@@ -0,0 +1,91 @@
+#ifndef GUROBI_H
+#define GUROBI_H
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+
+#include <stdio.h>
+
+typedef struct _GRBbatch GRBbatch;
+typedef struct _GRBmodel GRBmodel;
+typedef struct _GRBenv GRBenv;
+
+#if defined(_WIN64) && !defined(WIN64)
+#define WIN64
+#endif
+
+#if defined(_WIN32) && !defined(_WIN64) && !defined(WIN32)
+#define WIN32
+#endif
+
+#if !defined(WIN32) && !defined(WIN64)
+#define __cdecl
+#define __stdcall
+#endif
+
+#ifdef _WIN32
+    #ifdef DLL_IMPLEMENTATION
+    #define DLLSYMBOL __declspec( dllexport )
+    #else
+    #define DLLSYMBOL __declspec( dllimport ) extern
+    #endif
+#else
+    #ifdef DLL_IMPLEMENTATION
+    #define DLLSYMBOL 
+    #else
+    #define DLLSYMBOL extern
+    #endif
+#endif
+
+#define GRBaddconstr adaptor_GRBaddconstr
+DLLSYMBOL int (__stdcall *GRBaddconstr)(GRBmodel *, int, int *, double *, char, double, const char *);
+#define GRBaddqconstr adaptor_GRBaddqconstr
+DLLSYMBOL int (__stdcall *GRBaddqconstr)(GRBmodel *, int, int *, double *, int, int *, int *, double *, char, double, const char *);
+#define GRBaddqpterms adaptor_GRBaddqpterms
+DLLSYMBOL int (__stdcall *GRBaddqpterms)(GRBmodel *, int, int *, int *, double *);
+#define GRBaddrangeconstr adaptor_GRBaddrangeconstr
+DLLSYMBOL int (__stdcall *GRBaddrangeconstr)(GRBmodel *, int, int *, double *, double, double, const char *);
+#define GRBaddsos adaptor_GRBaddsos
+DLLSYMBOL int (__stdcall *GRBaddsos)(GRBmodel *, int, int, int *, int *, int *, double *);
+#define GRBaddvar adaptor_GRBaddvar
+DLLSYMBOL int (__stdcall *GRBaddvar)(GRBmodel *, int, int *, double *, double, double, double, char, const char *);
+#define GRBfreeenv adaptor_GRBfreeenv
+DLLSYMBOL void (__stdcall *GRBfreeenv)(GRBenv *);
+#define GRBfreemodel adaptor_GRBfreemodel
+DLLSYMBOL int (__stdcall *GRBfreemodel)(GRBmodel *);
+#define GRBgetdblattr adaptor_GRBgetdblattr
+DLLSYMBOL int (__stdcall *GRBgetdblattr)(GRBmodel *, const char *, double *);
+#define GRBgetdblattrarray adaptor_GRBgetdblattrarray
+DLLSYMBOL int (__stdcall *GRBgetdblattrarray)(GRBmodel *, const char *, int, int, double *);
+#define GRBgetenv adaptor_GRBgetenv
+DLLSYMBOL GRBenv* (__stdcall *GRBgetenv)(GRBmodel *);
+#define GRBgeterrormsg adaptor_GRBgeterrormsg
+DLLSYMBOL const char* (__stdcall *GRBgeterrormsg)(GRBenv *);
+#define GRBgetintattr adaptor_GRBgetintattr
+DLLSYMBOL int (__stdcall *GRBgetintattr)(GRBmodel *, const char *, int *);
+#define GRBgetparamtype adaptor_GRBgetparamtype
+DLLSYMBOL int (__stdcall *GRBgetparamtype)(GRBenv *, const char *);
+#define GRBloadenv adaptor_GRBloadenv
+DLLSYMBOL int (__stdcall *GRBloadenv)(GRBenv **, const char *);
+#define GRBnewmodel adaptor_GRBnewmodel
+DLLSYMBOL int (__stdcall *GRBnewmodel)(GRBenv *, GRBmodel **, const char *, int, double *, double *, double *, char *, char **);
+#define GRBoptimize adaptor_GRBoptimize
+DLLSYMBOL int (__stdcall *GRBoptimize)(GRBmodel *);
+#define GRBsetdblattrelement adaptor_GRBsetdblattrelement
+DLLSYMBOL int (__stdcall *GRBsetdblattrelement)(GRBmodel *, const char *, int, double);
+#define GRBsetdblparam adaptor_GRBsetdblparam
+DLLSYMBOL int (__stdcall *GRBsetdblparam)(GRBenv *, const char *, double);
+#define GRBsetintparam adaptor_GRBsetintparam
+DLLSYMBOL int (__stdcall *GRBsetintparam)(GRBenv *, const char *, int);
+#define GRBsetstrparam adaptor_GRBsetstrparam
+DLLSYMBOL int (__stdcall *GRBsetstrparam)(GRBenv *, const char *, const char *);
+#define GRBupdatemodel adaptor_GRBupdatemodel
+DLLSYMBOL int (__stdcall *GRBupdatemodel)(GRBmodel *);
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif // GUROBI_H