Merge pull request #40 from kit-ty-kate/mip_gap

Add the ?mip_gap parameter that allows unoptimized solutions to be returned

Author: AltGr

src/abstract_solver.h

@@ -92,6 +92,8 @@ class abstract_solver {
   virtual int solve() { return 0; }; 
   virtual int solve(int timeout) { return 0; };
 
+  virtual void set_mip_gap(double) = 0;
+
   // ******************************************************************
   // abort should, if possible, do something which causes solve to
   // terminate.

src/glpk_solver.cpp

@@ -67,6 +67,10 @@ void glpk_solver::abort(void) {
   return;
 }
 
+void glpk_solver::set_mip_gap(double mip_gap) {
+  this->mip_gap = mip_gap;
+}
+
 // solve the current lp problem
 int glpk_solver::solve(int timeout) {
   int status = 0, nb_objectives = objectives.size();
@@ -85,6 +89,7 @@ int glpk_solver::solve(int timeout) {
   this->mip_params.presolve = GLP_ON;
   this->mip_params.binarize = GLP_ON;
   this->mip_params.tm_lim = timeout;
+  this->mip_params.mip_gap = this->mip_gap;
   this->mip_params.msg_lev = (verbosity > 1) ? GLP_MSG_ON : GLP_MSG_OFF;
   // one of GLP_MSG_OFF GLP_MSG_ERR GLP_MSG_ON GLP_MSG_ALL
 
@@ -129,8 +134,10 @@ int glpk_solver::solve(int timeout) {
     close(save_stdout);
   }
   switch (status) {
+  case GLP_EMIPGAP:
   case 0: {
     switch (glp_mip_status(lp)) {
+    case GLP_FEAS:
     case GLP_OPT: return 1;
     case GLP_NOFEAS: return 0;
     default: return -1;

src/glpk_solver.h

@@ -24,6 +24,8 @@ class glpk_solver: public abstract_solver, public scoeff_solver<double, 1, 1>  {
   // Allocate some columns for integer variables
   int set_intvar_range(int rank, CUDFcoefficient lower, CUDFcoefficient upper);
 
+  void set_mip_gap(double);
+
   // Write the lp on a file
   // int writelp(const char *filename);
 
@@ -97,6 +99,7 @@ class glpk_solver: public abstract_solver, public scoeff_solver<double, 1, 1>  {
  private:
   glp_iocp mip_params;
   bool aborted;
+  double mip_gap;
 
 };
 

src/lp_solver.cpp

@@ -88,6 +88,8 @@ int lp_solver::init_solver(CUDFVersionedPackageList *all_versioned_packages, int
 // write the problem into a file
 int lp_solver::writelp(const char *filename) { return 0; }
 
+void lp_solver::set_mip_gap(double mip_gap) {} // TODO ?
+
 // solve the current problem
 int lp_solver::solve() {
   int status = 0;

src/lp_solver.h

@@ -20,6 +20,8 @@ class lp_solver: public abstract_solver, public scoeff_solver<CUDFcoefficient, 0
   // Write the lp on a file
   int writelp(const char *filename);
 
+  void set_mip_gap(double);
+
   // Solve the problem
   int solve();
   int solve(int timeout);

src/mccs.ml

@@ -60,7 +60,7 @@ external set_problem_request: problem -> request -> unit
   = "set_problem_request"
 
 external call_solver:
-  solver_backend -> string -> int -> problem -> Cudf.package list option
+  solver_backend -> string -> int -> float -> problem -> Cudf.package list option
   = "call_solver"
 
 external backends_list:
@@ -75,15 +75,15 @@ let problem_of_cudf cudf =
   pb
 
 let resolve_cudf
-    ?(verbosity=0) ?timeout ?(solver=default_solver)
+    ?(verbosity=0) ?timeout ?(mip_gap=0.0) ?(solver=default_solver)
     criteria (preamble, _, _ as cudf) =
   let timeout = match timeout with
     | None -> 0
     | Some f -> int_of_float (1000. *. f)
   in
   set_verbosity (max 0 verbosity);
   let pb = problem_of_cudf cudf in
-  match call_solver solver criteria timeout pb with
+  match call_solver solver criteria timeout mip_gap pb with
   | None -> None
   | Some sol ->
     let univ = Cudf.load_universe sol in

src/mccs.mli

@@ -19,7 +19,7 @@ type solver_backend = [ `GLPK | `LP of string | `COIN_CLP | `COIN_CBC | `COIN_SY
 (** Resolve the given problem. The timeout is in seconds, default is to never
     time out. *)
 val resolve_cudf:
-  ?verbosity:int -> ?timeout:float -> ?solver:solver_backend ->
+  ?verbosity:int -> ?timeout:float -> ?mip_gap:float -> ?solver:solver_backend ->
   string -> Cudf.cudf -> Cudf.solution option
 
 (** Deprecated, corresponds to the default solver backend selection only *)

src/mccs_stubs.cpp

@@ -657,11 +657,11 @@ void restore_sigint_handler() {
 #endif
 
 // Allow C-c to interrupt the solver
-Solver_return call_mccs_protected(Solver solver, char *criteria, int timeout, CUDFproblem* cpb) {
+Solver_return call_mccs_protected(Solver solver, char *criteria, int timeout, double mip_gap, CUDFproblem* cpb) {
   Solver_return ret = { 0, "", cpb, NULL };
   try {
     install_sigint_handler();
-    ret = call_mccs(solver, criteria, timeout, cpb, &mccs_current_solver);
+    ret = call_mccs(solver, criteria, timeout, mip_gap, cpb, &mccs_current_solver);
     mccs_current_solver = NULL;
     restore_sigint_handler();
   } catch (...) {
@@ -672,9 +672,9 @@ Solver_return call_mccs_protected(Solver solver, char *criteria, int timeout, CU
 }
 
 extern "C" value call_solver
-(value ml_solver_backend, value ml_criteria, value ml_timeout, value ml_problem)
+(value ml_solver_backend, value ml_criteria, value ml_timeout, value mip_gap, value ml_problem)
 {
-  CAMLparam3(ml_criteria, ml_timeout, ml_problem);
+  CAMLparam4(ml_criteria, ml_timeout, mip_gap, ml_problem);
   CAMLlocal2(results, pkg);
   problem * pb = Problem_pt(ml_problem);
   CUDFproblem * cpb = pb->pb_cudf_problem;
@@ -689,7 +689,7 @@ extern "C" value call_solver
   strcat(criteria, "]");
 
   // caml_release_runtime_system ();
-  ret = call_mccs_protected(solver, criteria, Int_val(ml_timeout), cpb);
+  ret = call_mccs_protected(solver, criteria, Int_val(ml_timeout), Double_val(mip_gap), cpb);
   // caml_acquire_runtime_system ();
   delete[] criteria;
   switch (ret.success) {

src/mccscudf.cpp

@@ -285,12 +285,12 @@ CriteriaList *get_criteria(char *crit_descr, bool first_level, vector<abstract_c
   return process_criteria(crit_descr, pos, first_level, criteria_with_property);
 }
 
-Solver_return call_mccs(Solver solver_arg, char *criteria_arg, int timeout, CUDFproblem* the_problem) {
+Solver_return call_mccs(Solver solver_arg, char *criteria_arg, int timeout, double mip_gap, CUDFproblem* the_problem) {
   abstract_solver *solver;
-  return call_mccs(solver_arg, criteria_arg, timeout, the_problem, &solver);
+  return call_mccs(solver_arg, criteria_arg, timeout, mip_gap, the_problem, &solver);
 }
 
-Solver_return call_mccs(Solver solver_arg, char *criteria_arg, int timeout, CUDFproblem* the_problem, abstract_solver **solver_ptr) {
+Solver_return call_mccs(Solver solver_arg, char *criteria_arg, int timeout, double mip_gap, CUDFproblem* the_problem, abstract_solver **solver_ptr) {
   CUDFproblem *problem = the_problem;
   vector<abstract_criteria *> criteria_with_property;
   CriteriaList *criteria = get_criteria(criteria_arg, false, &criteria_with_property);
@@ -377,6 +377,7 @@ Solver_return call_mccs(Solver solver_arg, char *criteria_arg, int timeout, CUDF
     if (verbosity > 0) PRINT_OUT("========\nConstraint generation error.\n");
     no_solution = true;
   }
+  solver->set_mip_gap(mip_gap);
   if (! no_solution) {
     int s = (timeout > 0) ? solver->solve(timeout) : solver->solve();
     if (s <= 0) {

src/mccscudf.h

@@ -16,8 +16,8 @@ typedef struct {
   abstract_solver * solution; // May be NULL with success == 1 for unsatisfiable problems
 } Solver_return;
 
-Solver_return call_mccs(Solver solver_arg, char *criteria_arg, int timeout, CUDFproblem* the_problem);
-Solver_return call_mccs(Solver solver_arg, char *criteria_arg, int timeout, CUDFproblem* the_problem, abstract_solver **solver);
+Solver_return call_mccs(Solver solver_arg, char *criteria_arg, int timeout, double mip_gap, CUDFproblem* the_problem);
+Solver_return call_mccs(Solver solver_arg, char *criteria_arg, int timeout, double mip_gap, CUDFproblem* the_problem, abstract_solver **solver);
 
 int has_backend(Solver_backend backend);