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pulp.apis.coin_api
writesol
Writes a CBC solution file generated from an mps / lp file (possible different names) returns True on success
def writesol(self, filename, lp, vs, variablesNames, constraintsNames): """ Writes a CBC solution file generated from an mps / lp file (possible different names) returns True on success """ values = {v.name: v.value() if v.value() is not None else 0 for v in vs} value_lines = [] value_lines += [ (i, v, values[k], 0) for i, (k, v) in enumerate(variablesNames.items()) ] lines = ["Stopped on time - objective value 0\n"] lines += ["{:>7} {} {:>15} {:>23}\n".format(*tup) for tup in value_lines] with open(filename, "w") as f: f.writelines(lines) return True
(self, filename, lp, vs, variablesNames, constraintsNames)
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38,033
pulp.apis.coin_api
COINMP_DLL
The COIN_MP LP MIP solver (via a DLL or linux so) :param timeLimit: The number of seconds before forcing the solver to exit :param epgap: The fractional mip tolerance
class COINMP_DLL(LpSolver): """ The COIN_MP LP MIP solver (via a DLL or linux so) :param timeLimit: The number of seconds before forcing the solver to exit :param epgap: The fractional mip tolerance """ name = "COINMP_DLL" try: lib = COINMP_DLL_load_dll(coinMP_path) except (ImportError, OSError): @classmethod def available(cls): """True if the solver is available""" return False def actualSolve(self, lp): """Solve a well formulated lp problem""" raise PulpSolverError("COINMP_DLL: Not Available") else: COIN_INT_LOGLEVEL = 7 COIN_REAL_MAXSECONDS = 16 COIN_REAL_MIPMAXSEC = 19 COIN_REAL_MIPFRACGAP = 34 lib.CoinGetInfinity.restype = ctypes.c_double lib.CoinGetVersionStr.restype = ctypes.c_char_p lib.CoinGetSolutionText.restype = ctypes.c_char_p lib.CoinGetObjectValue.restype = ctypes.c_double lib.CoinGetMipBestBound.restype = ctypes.c_double def __init__( self, cuts=1, presolve=1, dual=1, crash=0, scale=1, rounding=1, integerPresolve=1, strong=5, *args, **kwargs, ): LpSolver.__init__(self, *args, **kwargs) self.fracGap = None gapRel = self.optionsDict.get("gapRel") if gapRel is not None: self.fracGap = float(gapRel) if self.timeLimit is not None: self.timeLimit = float(self.timeLimit) # Todo: these options are not yet implemented self.cuts = cuts self.presolve = presolve self.dual = dual self.crash = crash self.scale = scale self.rounding = rounding self.integerPresolve = integerPresolve self.strong = strong def copy(self): """Make a copy of self""" aCopy = LpSolver.copy(self) aCopy.cuts = self.cuts aCopy.presolve = self.presolve aCopy.dual = self.dual aCopy.crash = self.crash aCopy.scale = self.scale aCopy.rounding = self.rounding aCopy.integerPresolve = self.integerPresolve aCopy.strong = self.strong return aCopy @classmethod def available(cls): """True if the solver is available""" return True def getSolverVersion(self): """ returns a solver version string example: >>> COINMP_DLL().getSolverVersion() # doctest: +ELLIPSIS '...' """ return self.lib.CoinGetVersionStr() def actualSolve(self, lp): """Solve a well formulated lp problem""" # TODO alter so that msg parameter is handled correctly self.debug = 0 # initialise solver self.lib.CoinInitSolver("") # create problem self.hProb = hProb = self.lib.CoinCreateProblem(lp.name) # set problem options self.lib.CoinSetIntOption( hProb, self.COIN_INT_LOGLEVEL, ctypes.c_int(self.msg) ) if self.timeLimit: if self.mip: self.lib.CoinSetRealOption( hProb, self.COIN_REAL_MIPMAXSEC, ctypes.c_double(self.timeLimit) ) else: self.lib.CoinSetRealOption( hProb, self.COIN_REAL_MAXSECONDS, ctypes.c_double(self.timeLimit), ) if self.fracGap: # Hopefully this is the bound gap tolerance self.lib.CoinSetRealOption( hProb, self.COIN_REAL_MIPFRACGAP, ctypes.c_double(self.fracGap) ) # CoinGetInfinity is needed for varibles with no bounds coinDblMax = self.lib.CoinGetInfinity() if self.debug: print("Before getCoinMPArrays") ( numVars, numRows, numels, rangeCount, objectSense, objectCoeffs, objectConst, rhsValues, rangeValues, rowType, startsBase, lenBase, indBase, elemBase, lowerBounds, upperBounds, initValues, colNames, rowNames, columnType, n2v, n2c, ) = self.getCplexStyleArrays(lp) self.lib.CoinLoadProblem( hProb, numVars, numRows, numels, rangeCount, objectSense, objectConst, objectCoeffs, lowerBounds, upperBounds, rowType, rhsValues, rangeValues, startsBase, lenBase, indBase, elemBase, colNames, rowNames, "Objective", ) if lp.isMIP() and self.mip: self.lib.CoinLoadInteger(hProb, columnType) if self.msg == 0: self.lib.CoinRegisterMsgLogCallback( hProb, ctypes.c_char_p(""), ctypes.POINTER(ctypes.c_int)() ) self.coinTime = -clock() self.lib.CoinOptimizeProblem(hProb, 0) self.coinTime += clock() # TODO: check Integer Feasible status CoinLpStatus = { 0: constants.LpStatusOptimal, 1: constants.LpStatusInfeasible, 2: constants.LpStatusInfeasible, 3: constants.LpStatusNotSolved, 4: constants.LpStatusNotSolved, 5: constants.LpStatusNotSolved, -1: constants.LpStatusUndefined, } solutionStatus = self.lib.CoinGetSolutionStatus(hProb) solutionText = self.lib.CoinGetSolutionText(hProb) objectValue = self.lib.CoinGetObjectValue(hProb) # get the solution values NumVarDoubleArray = ctypes.c_double * numVars NumRowsDoubleArray = ctypes.c_double * numRows cActivity = NumVarDoubleArray() cReducedCost = NumVarDoubleArray() cSlackValues = NumRowsDoubleArray() cShadowPrices = NumRowsDoubleArray() self.lib.CoinGetSolutionValues( hProb, ctypes.byref(cActivity), ctypes.byref(cReducedCost), ctypes.byref(cSlackValues), ctypes.byref(cShadowPrices), ) variablevalues = {} variabledjvalues = {} constraintpivalues = {} constraintslackvalues = {} if lp.isMIP() and self.mip: lp.bestBound = self.lib.CoinGetMipBestBound(hProb) for i in range(numVars): variablevalues[self.n2v[i].name] = cActivity[i] variabledjvalues[self.n2v[i].name] = cReducedCost[i] lp.assignVarsVals(variablevalues) lp.assignVarsDj(variabledjvalues) # put pi and slack variables against the constraints for i in range(numRows): constraintpivalues[self.n2c[i]] = cShadowPrices[i] constraintslackvalues[self.n2c[i]] = cSlackValues[i] lp.assignConsPi(constraintpivalues) lp.assignConsSlack(constraintslackvalues) self.lib.CoinFreeSolver() status = CoinLpStatus[self.lib.CoinGetSolutionStatus(hProb)] lp.assignStatus(status) return status
(mip=True, msg=True, options=None, timeLimit=None, *args, **kwargs)
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38,034
pulp.apis.core
__init__
:param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param list options: :param float timeLimit: maximum time for solver (in seconds) :param args: :param kwargs: optional named options to pass to each solver, e.g. gapRel=0.1, gapAbs=10, logPath="",
def __init__( self, mip=True, msg=True, options=None, timeLimit=None, *args, **kwargs ): """ :param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param list options: :param float timeLimit: maximum time for solver (in seconds) :param args: :param kwargs: optional named options to pass to each solver, e.g. gapRel=0.1, gapAbs=10, logPath="", """ if options is None: options = [] self.mip = mip self.msg = msg self.options = options self.timeLimit = timeLimit # here we will store all other relevant information including: # gapRel, gapAbs, maxMemory, maxNodes, threads, logPath, timeMode self.optionsDict = {k: v for k, v in kwargs.items() if v is not None}
(self, mip=True, msg=True, options=None, timeLimit=None, *args, **kwargs)
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38,036
pulp.apis.coin_api
actualSolve
Solve a well formulated lp problem
def actualSolve(self, lp): """Solve a well formulated lp problem""" raise PulpSolverError("COINMP_DLL: Not Available")
(self, lp)
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38,037
pulp.apis.core
copy
Make a copy of self
def copy(self): """Make a copy of self""" aCopy = self.__class__() aCopy.mip = self.mip aCopy.msg = self.msg aCopy.options = self.options return aCopy
(self)
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38,044
pulp.apis.coin_api
COINMP_DLL_load_dll
function that loads the DLL useful for debugging installation problems
def COINMP_DLL_load_dll(path): """ function that loads the DLL useful for debugging installation problems """ if os.name == "nt": lib = ctypes.windll.LoadLibrary(str(path[-1])) else: # linux hack to get working mode = ctypes.RTLD_GLOBAL for libpath in path[:-1]: # RTLD_LAZY = 0x00001 ctypes.CDLL(libpath, mode=mode) lib = ctypes.CDLL(path[-1], mode=mode) return lib
(path)
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38,070
pulp.apis.copt_api
COPT
The COPT Optimizer via its python interface The COPT variables are available (after a solve) in var.solverVar Constraints in constraint.solverConstraint and the Model is in prob.solverModel
class COPT(LpSolver): """ The COPT Optimizer via its python interface The COPT variables are available (after a solve) in var.solverVar Constraints in constraint.solverConstraint and the Model is in prob.solverModel """ name = "COPT" try: global coptpy import coptpy except: def available(self): """True if the solver is available""" return False def actualSolve(self, lp, callback=None): """Solve a well formulated lp problem""" raise PulpSolverError("COPT: Not available") else: def __init__( self, mip=True, msg=True, timeLimit=None, gapRel=None, warmStart=False, logPath=None, **solverParams, ): """ :param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param bool warmStart: if True, the solver will use the current value of variables as a start :param str logPath: path to the log file """ LpSolver.__init__( self, mip=mip, msg=msg, timeLimit=timeLimit, gapRel=gapRel, logPath=logPath, warmStart=warmStart, ) self.coptenv = coptpy.Envr() self.coptmdl = self.coptenv.createModel() if not self.msg: self.coptmdl.setParam("Logging", 0) for key, value in solverParams.items(): self.coptmdl.setParam(key, value) def findSolutionValues(self, lp): model = lp.solverModel solutionStatus = model.status CoptLpStatus = { coptpy.COPT.UNSTARTED: LpStatusNotSolved, coptpy.COPT.OPTIMAL: LpStatusOptimal, coptpy.COPT.INFEASIBLE: LpStatusInfeasible, coptpy.COPT.UNBOUNDED: LpStatusUnbounded, coptpy.COPT.INF_OR_UNB: LpStatusInfeasible, coptpy.COPT.NUMERICAL: LpStatusNotSolved, coptpy.COPT.NODELIMIT: LpStatusNotSolved, coptpy.COPT.TIMEOUT: LpStatusNotSolved, coptpy.COPT.UNFINISHED: LpStatusNotSolved, coptpy.COPT.INTERRUPTED: LpStatusNotSolved, } if self.msg: print("COPT status=", solutionStatus) lp.resolveOK = True for var in lp._variables: var.isModified = False status = CoptLpStatus.get(solutionStatus, LpStatusUndefined) lp.assignStatus(status) if status != LpStatusOptimal: return status values = model.getInfo("Value", model.getVars()) for var, value in zip(lp._variables, values): var.varValue = value if not model.ismip: # NOTE: slacks in COPT are activities of rows slacks = model.getInfo("Slack", model.getConstrs()) for constr, value in zip(lp.constraints.values(), slacks): constr.slack = value redcosts = model.getInfo("RedCost", model.getVars()) for var, value in zip(lp._variables, redcosts): var.dj = value duals = model.getInfo("Dual", model.getConstrs()) for constr, value in zip(lp.constraints.values(), duals): constr.pi = value return status def available(self): """True if the solver is available""" return True def callSolver(self, lp, callback=None): """Solves the problem with COPT""" self.solveTime = -clock() if callback is not None: lp.solverModel.setCallback( callback, coptpy.COPT.CBCONTEXT_MIPRELAX | coptpy.COPT.CBCONTEXT_MIPSOL, ) lp.solverModel.solve() self.solveTime += clock() def buildSolverModel(self, lp): """ Takes the pulp lp model and translates it into a COPT model """ lp.solverModel = self.coptmdl if lp.sense == LpMaximize: lp.solverModel.objsense = coptpy.COPT.MAXIMIZE if self.timeLimit: lp.solverModel.setParam("TimeLimit", self.timeLimit) gapRel = self.optionsDict.get("gapRel") logPath = self.optionsDict.get("logPath") if gapRel: lp.solverModel.setParam("RelGap", gapRel) if logPath: lp.solverModel.setLogFile(logPath) for var in lp.variables(): lowBound = var.lowBound if lowBound is None: lowBound = -coptpy.COPT.INFINITY upBound = var.upBound if upBound is None: upBound = coptpy.COPT.INFINITY obj = lp.objective.get(var, 0.0) varType = coptpy.COPT.CONTINUOUS if var.cat == LpInteger and self.mip: varType = coptpy.COPT.INTEGER var.solverVar = lp.solverModel.addVar( lowBound, upBound, vtype=varType, obj=obj, name=var.name ) if self.optionsDict.get("warmStart", False): for var in lp._variables: if var.varValue is not None: self.coptmdl.setMipStart(var.solverVar, var.varValue) self.coptmdl.loadMipStart() for name, constraint in lp.constraints.items(): expr = coptpy.LinExpr( [v.solverVar for v in constraint.keys()], list(constraint.values()) ) if constraint.sense == LpConstraintLE: relation = coptpy.COPT.LESS_EQUAL elif constraint.sense == LpConstraintGE: relation = coptpy.COPT.GREATER_EQUAL elif constraint.sense == LpConstraintEQ: relation = coptpy.COPT.EQUAL else: raise PulpSolverError("Detected an invalid constraint type") constraint.solverConstraint = lp.solverModel.addConstr( expr, relation, -constraint.constant, name ) def actualSolve(self, lp, callback=None): """ Solve a well formulated lp problem creates a COPT model, variables and constraints and attaches them to the lp model which it then solves """ self.buildSolverModel(lp) self.callSolver(lp, callback=callback) solutionStatus = self.findSolutionValues(lp) for var in lp._variables: var.modified = False for constraint in lp.constraints.values(): constraint.modified = False return solutionStatus def actualResolve(self, lp, callback=None): """ Solve a well formulated lp problem uses the old solver and modifies the rhs of the modified constraints """ for constraint in lp.constraints.values(): if constraint.modified: if constraint.sense == LpConstraintLE: constraint.solverConstraint.ub = -constraint.constant elif constraint.sense == LpConstraintGE: constraint.solverConstraint.lb = -constraint.constant else: constraint.solverConstraint.lb = -constraint.constant constraint.solverConstraint.ub = -constraint.constant self.callSolver(lp, callback=callback) solutionStatus = self.findSolutionValues(lp) for var in lp.
(mip=True, msg=True, options=None, timeLimit=None, *args, **kwargs)
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38,073
pulp.apis.copt_api
actualSolve
Solve a well formulated lp problem
def actualSolve(self, lp, callback=None): """Solve a well formulated lp problem""" raise PulpSolverError("COPT: Not available")
(self, lp, callback=None)
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38,074
pulp.apis.copt_api
available
True if the solver is available
def available(self): """True if the solver is available""" return False
(self)
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38,082
pulp.apis.copt_api
COPT_CMD
The COPT command-line solver
class COPT_CMD(LpSolver_CMD): """ The COPT command-line solver """ name = "COPT_CMD" def __init__( self, path=None, keepFiles=0, mip=True, msg=True, mip_start=False, warmStart=False, logfile=None, **params, ): """ Initialize command-line solver """ LpSolver_CMD.__init__(self, path, keepFiles, mip, msg, []) self.mipstart = warmStart self.logfile = logfile self.solverparams = params def defaultPath(self): """ The default path of 'copt_cmd' """ return self.executableExtension("copt_cmd") def available(self): """ True if 'copt_cmd' is available """ return self.executable(self.path) def actualSolve(self, lp): """ Solve a well formulated LP problem This function borrowed implementation of CPLEX_CMD.actualSolve and GUROBI_CMD.actualSolve, with some modifications. """ if not self.available(): raise PulpSolverError("COPT_PULP: Failed to execute '{}'".format(self.path)) if not self.keepFiles: uuid = uuid4().hex tmpLp = os.path.join(self.tmpDir, "{}-pulp.lp".format(uuid)) tmpSol = os.path.join(self.tmpDir, "{}-pulp.sol".format(uuid)) tmpMst = os.path.join(self.tmpDir, "{}-pulp.mst".format(uuid)) else: # Replace space with underscore to make filepath better tmpName = lp.name tmpName = tmpName.replace(" ", "_") tmpLp = tmpName + "-pulp.lp" tmpSol = tmpName + "-pulp.sol" tmpMst = tmpName + "-pulp.mst" lpvars = lp.writeLP(tmpLp, writeSOS=1) # Generate solving commands solvecmds = self.path solvecmds += " -c " solvecmds += '"read ' + tmpLp + ";" if lp.isMIP() and self.mipstart: self.writemst(tmpMst, lpvars) solvecmds += "read " + tmpMst + ";" if self.logfile is not None: solvecmds += "set logfile {};".format(self.logfile) if self.solverparams is not None: for parname, parval in self.solverparams.items(): solvecmds += "set {0} {1};".format(parname, parval) if lp.isMIP() and not self.mip: solvecmds += "optimizelp;" else: solvecmds += "optimize;" solvecmds += "write " + tmpSol + ";" solvecmds += 'exit"' try: os.remove(tmpSol) except: pass if self.msg: msgpipe = None else: msgpipe = open(os.devnull, "w") rc = subprocess.call(solvecmds, shell=True, stdout=msgpipe, stderr=msgpipe) if msgpipe is not None: msgpipe.close() # Get and analyze result if rc != 0: raise PulpSolverError("COPT_PULP: Failed to execute '{}'".format(self.path)) if not os.path.exists(tmpSol): status = LpStatusNotSolved else: status, values = self.readsol(tmpSol) if not self.keepFiles: for oldfile in [tmpLp, tmpSol, tmpMst]: try: os.remove(oldfile) except: pass if status == LpStatusOptimal: lp.assignVarsVals(values) # lp.assignStatus(status) lp.status = status return status def readsol(self, filename): """ Read COPT solution file """ with open(filename) as solfile: try: next(solfile) except StopIteration: warnings.warn("COPT_PULP: No solution was returned") return LpStatusNotSolved, {} # TODO: No information about status, assumed to be optimal status = LpStatusOptimal values = {} for line in solfile: if line[0] != "#": varname, varval = line.split() values[varname] = float(varval) return status, values def writemst(self, filename, lpvars): """ Write COPT MIP start file """ mstvals = [(v.name, v.value()) for v in lpvars if v.value() is not None] mstline = [] for varname, varval in mstvals: mstline.append("{0} {1}".format(varname, varval)) with open(filename, "w") as mstfile: mstfile.write("\n".join(mstline)) return True
(path=None, keepFiles=0, mip=True, msg=True, mip_start=False, warmStart=False, logfile=None, **params)
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38,083
pulp.apis.copt_api
__init__
Initialize command-line solver
def __init__( self, path=None, keepFiles=0, mip=True, msg=True, mip_start=False, warmStart=False, logfile=None, **params, ): """ Initialize command-line solver """ LpSolver_CMD.__init__(self, path, keepFiles, mip, msg, []) self.mipstart = warmStart self.logfile = logfile self.solverparams = params
(self, path=None, keepFiles=0, mip=True, msg=True, mip_start=False, warmStart=False, logfile=None, **params)
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38,085
pulp.apis.copt_api
actualSolve
Solve a well formulated LP problem This function borrowed implementation of CPLEX_CMD.actualSolve and GUROBI_CMD.actualSolve, with some modifications.
def actualSolve(self, lp): """ Solve a well formulated LP problem This function borrowed implementation of CPLEX_CMD.actualSolve and GUROBI_CMD.actualSolve, with some modifications. """ if not self.available(): raise PulpSolverError("COPT_PULP: Failed to execute '{}'".format(self.path)) if not self.keepFiles: uuid = uuid4().hex tmpLp = os.path.join(self.tmpDir, "{}-pulp.lp".format(uuid)) tmpSol = os.path.join(self.tmpDir, "{}-pulp.sol".format(uuid)) tmpMst = os.path.join(self.tmpDir, "{}-pulp.mst".format(uuid)) else: # Replace space with underscore to make filepath better tmpName = lp.name tmpName = tmpName.replace(" ", "_") tmpLp = tmpName + "-pulp.lp" tmpSol = tmpName + "-pulp.sol" tmpMst = tmpName + "-pulp.mst" lpvars = lp.writeLP(tmpLp, writeSOS=1) # Generate solving commands solvecmds = self.path solvecmds += " -c " solvecmds += '"read ' + tmpLp + ";" if lp.isMIP() and self.mipstart: self.writemst(tmpMst, lpvars) solvecmds += "read " + tmpMst + ";" if self.logfile is not None: solvecmds += "set logfile {};".format(self.logfile) if self.solverparams is not None: for parname, parval in self.solverparams.items(): solvecmds += "set {0} {1};".format(parname, parval) if lp.isMIP() and not self.mip: solvecmds += "optimizelp;" else: solvecmds += "optimize;" solvecmds += "write " + tmpSol + ";" solvecmds += 'exit"' try: os.remove(tmpSol) except: pass if self.msg: msgpipe = None else: msgpipe = open(os.devnull, "w") rc = subprocess.call(solvecmds, shell=True, stdout=msgpipe, stderr=msgpipe) if msgpipe is not None: msgpipe.close() # Get and analyze result if rc != 0: raise PulpSolverError("COPT_PULP: Failed to execute '{}'".format(self.path)) if not os.path.exists(tmpSol): status = LpStatusNotSolved else: status, values = self.readsol(tmpSol) if not self.keepFiles: for oldfile in [tmpLp, tmpSol, tmpMst]: try: os.remove(oldfile) except: pass if status == LpStatusOptimal: lp.assignVarsVals(values) # lp.assignStatus(status) lp.status = status return status
(self, lp)
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38,086
pulp.apis.copt_api
available
True if 'copt_cmd' is available
def available(self): """ True if 'copt_cmd' is available """ return self.executable(self.path)
(self)
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38,089
pulp.apis.copt_api
defaultPath
The default path of 'copt_cmd'
def defaultPath(self): """ The default path of 'copt_cmd' """ return self.executableExtension("copt_cmd")
(self)
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38,094
pulp.apis.copt_api
readsol
Read COPT solution file
def readsol(self, filename): """ Read COPT solution file """ with open(filename) as solfile: try: next(solfile) except StopIteration: warnings.warn("COPT_PULP: No solution was returned") return LpStatusNotSolved, {} # TODO: No information about status, assumed to be optimal status = LpStatusOptimal values = {} for line in solfile: if line[0] != "#": varname, varval = line.split() values[varname] = float(varval) return status, values
(self, filename)
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38,102
pulp.apis.copt_api
writemst
Write COPT MIP start file
def writemst(self, filename, lpvars): """ Write COPT MIP start file """ mstvals = [(v.name, v.value()) for v in lpvars if v.value() is not None] mstline = [] for varname, varval in mstvals: mstline.append("{0} {1}".format(varname, varval)) with open(filename, "w") as mstfile: mstfile.write("\n".join(mstline)) return True
(self, filename, lpvars)
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38,103
pulp.apis.copt_api
COPT_DLL
The COPT dynamic library solver
class COPT_DLL(LpSolver): """ The COPT dynamic library solver """ name = "COPT_DLL" try: coptlib = COPT_DLL_loadlib() except Exception as e: err = e """The COPT dynamic library solver (DLL). Something went wrong!!!!""" def available(self): """True if the solver is available""" return False def actualSolve(self, lp): """Solve a well formulated lp problem""" raise PulpSolverError(f"COPT_DLL: Not Available:\n{self.err}") else: # COPT API name map CreateEnv = coptlib.COPT_CreateEnv DeleteEnv = coptlib.COPT_DeleteEnv CreateProb = coptlib.COPT_CreateProb DeleteProb = coptlib.COPT_DeleteProb LoadProb = coptlib.COPT_LoadProb AddCols = coptlib.COPT_AddCols WriteMps = coptlib.COPT_WriteMps WriteLp = coptlib.COPT_WriteLp WriteBin = coptlib.COPT_WriteBin WriteSol = coptlib.COPT_WriteSol WriteBasis = coptlib.COPT_WriteBasis WriteMst = coptlib.COPT_WriteMst WriteParam = coptlib.COPT_WriteParam AddMipStart = coptlib.COPT_AddMipStart SolveLp = coptlib.COPT_SolveLp Solve = coptlib.COPT_Solve GetSolution = coptlib.COPT_GetSolution GetLpSolution = coptlib.COPT_GetLpSolution GetIntParam = coptlib.COPT_GetIntParam SetIntParam = coptlib.COPT_SetIntParam GetDblParam = coptlib.COPT_GetDblParam SetDblParam = coptlib.COPT_SetDblParam GetIntAttr = coptlib.COPT_GetIntAttr GetDblAttr = coptlib.COPT_GetDblAttr SearchParamAttr = coptlib.COPT_SearchParamAttr SetLogFile = coptlib.COPT_SetLogFile def __init__( self, mip=True, msg=True, mip_start=False, warmStart=False, logfile=None, **params, ): """ Initialize COPT solver """ LpSolver.__init__(self, mip, msg) # Initialize COPT environment and problem self.coptenv = None self.coptprob = None # Use MIP start information self.mipstart = warmStart # Create COPT environment and problem self.create() # Set log file if logfile is not None: rc = self.SetLogFile(self.coptprob, coptstr(logfile)) if rc != 0: raise PulpSolverError("COPT_PULP: Failed to set log file") # Set parameters to problem if not self.msg: self.setParam("Logging", 0) for parname, parval in params.items(): self.setParam(parname, parval) def available(self): """ True if dynamic library is available """ return True def actualSolve(self, lp): """ Solve a well formulated LP/MIP problem This function borrowed implementation of CPLEX_DLL.actualSolve, with some modifications. """ # Extract problem data and load it into COPT ( ncol, nrow, nnonz, objsen, objconst, colcost, colbeg, colcnt, colind, colval, coltype, collb, colub, rowsense, rowrhs, colname, rowname, ) = self.extract(lp) rc = self.LoadProb( self.coptprob, ncol, nrow, objsen, objconst, colcost, colbeg, colcnt, colind, colval, coltype, collb, colub, rowsense, rowrhs, None, colname, rowname, ) if rc != 0: raise PulpSolverError("COPT_PULP: Failed to load problem") if lp.isMIP() and self.mip: # Load MIP start information if self.mipstart: mstdict = { self.v2n[v]: v.value() for v in lp.variables() if v.value() is not None } if mstdict: mstkeys = ctypesArrayFill(list(mstdict.keys()), ctypes.c_int) mstvals = ctypesArrayFill( list(mstdict.values()), ctypes.c_double ) rc = self.AddMipStart( self.coptprob, len(mstkeys), mstkeys, mstvals ) if rc != 0: raise PulpSolverError( "COPT_PULP: Failed to add MIP start information" ) # Solve the problem rc = self.Solve(self.coptprob) if rc != 0: raise PulpSolverError("COPT_PULP: Failed to solve the MIP problem") elif lp.isMIP() and not self.mip: # Solve MIP as LP rc = self.SolveLp(self.coptprob) if rc != 0: raise PulpSolverError("COPT_PULP: Failed to solve MIP as LP") else: # Solve the LP problem rc = self.SolveLp(self.coptprob) if rc != 0: raise PulpSolverError("COPT_PULP: Failed to solve the LP problem") # Get problem status and solution status = self.getsolution(lp, ncol, nrow) # Reset attributes for var in lp.variables(): var.modified = False return status def extract(self, lp): """ Extract data from PuLP lp structure This function borrowed implementation of LpSolver.getCplexStyleArrays, with some modifications. """ cols = list(lp.variables()) ncol = len(cols) nrow = len(lp.constraints) collb = (ctypes.c_double * ncol)() colub = (ctypes.c_double * ncol)() colcost = (ctypes.c_double * ncol)() coltype = (ctypes.c_char * ncol)() colname = (ctypes.c_char_p * ncol)() rowrhs = (ctypes.c_double * nrow)() rowsense = (ctypes.c_char * nrow)() rowname = (ctypes.c_char_p * nrow)() spmat = sparse.Matrix(list(range(nrow)), list(range(ncol))) # Objective sense and constant offset objsen = coptobjsen[lp.sense] objconst = ctypes.c_double(0.0) # Associate each variable with a ordinal self.v2n = dict(((cols[i], i) for i in range(ncol))) self.vname2n = dict(((cols[i].name, i) for i in range(ncol))) self.n2v = dict((i, cols[i]) for i in range(ncol)) self.c2n = {} self.n2c = {} self.addedVars = ncol self.addedRows = nrow # Extract objective cost for col, val in lp.objective.items(): colcost[self.v2n[col]] = val # Extract variable types, names and lower/upper bounds for col in lp.variables(): colname[self.v2n[col]] = coptstr(col.name) if col.lowBound is not None: collb[self.v2n[col]] = col.lowBound else: collb[self.v2n[col]] = -1e30 if col.upBound is not None: colub[self.v2n[col]] = col.upBound else: colub[self.v2n[col]] = 1e30 # Extract column types if lp.isMIP(): for var in lp.variables(): coltype[self.v2n[var]] = coptctype[var.cat]
(mip=True, msg=True, options=None, timeLimit=None, *args, **kwargs)
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38,106
pulp.apis.copt_api
actualSolve
Solve a well formulated lp problem
def actualSolve(self, lp): """Solve a well formulated lp problem""" raise PulpSolverError(f"COPT_DLL: Not Available:\n{self.err}")
(self, lp)
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38,115
pulp.apis.copt_api
COPT_DLL_loadlib
Load COPT shared library in all supported platforms
def COPT_DLL_loadlib(): """ Load COPT shared library in all supported platforms """ from glob import glob libfile = None libpath = None libhome = os.getenv("COPT_HOME") if sys.platform == "win32": libfile = glob(os.path.join(libhome, "bin", "copt.dll")) elif sys.platform == "linux": libfile = glob(os.path.join(libhome, "lib", "libcopt.so")) elif sys.platform == "darwin": libfile = glob(os.path.join(libhome, "lib", "libcopt.dylib")) else: raise PulpSolverError("COPT_PULP: Unsupported operating system") # Find desired library in given search path if libfile: libpath = libfile[0] if libpath is None: raise PulpSolverError( "COPT_PULP: Failed to locate solver library, " "please refer to COPT manual for installation guide" ) else: if sys.platform == "win32": coptlib = ctypes.windll.LoadLibrary(libpath) else: coptlib = ctypes.cdll.LoadLibrary(libpath) return coptlib
()
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38,116
pulp.apis.cplex_api
CPLEX_CMD
The CPLEX LP solver
class CPLEX_CMD(LpSolver_CMD): """The CPLEX LP solver""" name = "CPLEX_CMD" def __init__( self, mip=True, msg=True, timeLimit=None, gapRel=None, gapAbs=None, options=None, warmStart=False, keepFiles=False, path=None, threads=None, logPath=None, maxMemory=None, maxNodes=None, ): """ :param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param float gapAbs: absolute gap tolerance for the solver to stop :param int threads: sets the maximum number of threads :param list options: list of additional options to pass to solver :param bool warmStart: if True, the solver will use the current value of variables as a start :param bool keepFiles: if True, files are saved in the current directory and not deleted after solving :param str path: path to the solver binary :param str logPath: path to the log file :param float maxMemory: max memory to use during the solving. Stops the solving when reached. :param int maxNodes: max number of nodes during branching. Stops the solving when reached. """ LpSolver_CMD.__init__( self, gapRel=gapRel, mip=mip, msg=msg, timeLimit=timeLimit, options=options, maxMemory=maxMemory, maxNodes=maxNodes, warmStart=warmStart, path=path, keepFiles=keepFiles, threads=threads, gapAbs=gapAbs, logPath=logPath, ) def defaultPath(self): return self.executableExtension("cplex") def available(self): """True if the solver is available""" return self.executable(self.path) def actualSolve(self, lp): """Solve a well formulated lp problem""" if not self.executable(self.path): raise PulpSolverError("PuLP: cannot execute " + self.path) tmpLp, tmpSol, tmpMst = self.create_tmp_files(lp.name, "lp", "sol", "mst") vs = lp.writeLP(tmpLp, writeSOS=1) try: os.remove(tmpSol) except: pass if not self.msg: cplex = subprocess.Popen( self.path, stdin=subprocess.PIPE, stdout=subprocess.PIPE, stderr=subprocess.PIPE, ) else: cplex = subprocess.Popen(self.path, stdin=subprocess.PIPE) cplex_cmds = "read " + tmpLp + "\n" if self.optionsDict.get("warmStart", False): self.writesol(filename=tmpMst, vs=vs) cplex_cmds += "read " + tmpMst + "\n" cplex_cmds += "set advance 1\n" if self.timeLimit is not None: cplex_cmds += "set timelimit " + str(self.timeLimit) + "\n" options = self.options + self.getOptions() for option in options: cplex_cmds += option + "\n" if lp.isMIP(): if self.mip: cplex_cmds += "mipopt\n" cplex_cmds += "change problem fixed\n" else: cplex_cmds += "change problem lp\n" cplex_cmds += "optimize\n" cplex_cmds += "write " + tmpSol + "\n" cplex_cmds += "quit\n" cplex_cmds = cplex_cmds.encode("UTF-8") cplex.communicate(cplex_cmds) if cplex.returncode != 0: raise PulpSolverError("PuLP: Error while trying to execute " + self.path) if not os.path.exists(tmpSol): status = constants.LpStatusInfeasible values = reducedCosts = shadowPrices = slacks = solStatus = None else: ( status, values, reducedCosts, shadowPrices, slacks, solStatus, ) = self.readsol(tmpSol) self.delete_tmp_files(tmpLp, tmpMst, tmpSol) if self.optionsDict.get("logPath") != "cplex.log": self.delete_tmp_files("cplex.log") if status != constants.LpStatusInfeasible: lp.assignVarsVals(values) lp.assignVarsDj(reducedCosts) lp.assignConsPi(shadowPrices) lp.assignConsSlack(slacks) lp.assignStatus(status, solStatus) return status def getOptions(self): # CPLEX parameters: https://www.ibm.com/support/knowledgecenter/en/SSSA5P_12.6.0/ilog.odms.cplex.help/CPLEX/GettingStarted/topics/tutorials/InteractiveOptimizer/settingParams.html # CPLEX status: https://www.ibm.com/support/knowledgecenter/en/SSSA5P_12.10.0/ilog.odms.cplex.help/refcallablelibrary/macros/Solution_status_codes.html params_eq = dict( logPath="set logFile {}", gapRel="set mip tolerances mipgap {}", gapAbs="set mip tolerances absmipgap {}", maxMemory="set mip limits treememory {}", threads="set threads {}", maxNodes="set mip limits nodes {}", ) return [ v.format(self.optionsDict[k]) for k, v in params_eq.items() if k in self.optionsDict and self.optionsDict[k] is not None ] def readsol(self, filename): """Read a CPLEX solution file""" # CPLEX solution codes: http://www-eio.upc.es/lceio/manuals/cplex-11/html/overviewcplex/statuscodes.html try: import xml.etree.ElementTree as et except ImportError: import elementtree.ElementTree as et solutionXML = et.parse(filename).getroot() solutionheader = solutionXML.find("header") statusString = solutionheader.get("solutionStatusString") statusValue = solutionheader.get("solutionStatusValue") cplexStatus = { "1": constants.LpStatusOptimal, # optimal "101": constants.LpStatusOptimal, # mip optimal "102": constants.LpStatusOptimal, # mip optimal tolerance "104": constants.LpStatusOptimal, # max solution limit "105": constants.LpStatusOptimal, # node limit feasible "107": constants.LpStatusOptimal, # time lim feasible "109": constants.LpStatusOptimal, # fail but feasible "113": constants.LpStatusOptimal, # abort feasible } if statusValue not in cplexStatus: raise PulpSolverError( "Unknown status returned by CPLEX: \ncode: '{}', string: '{}'".format( statusValue, statusString ) ) status = cplexStatus[statusValue] # we check for integer feasible status to differentiate from optimal in solution status cplexSolStatus = { "104": constants.LpSolutionIntegerFeasible, # max solution limit "105": constants.LpSolutionIntegerFeasible, # node limit feasible "107": constants.LpSolutionIntegerFeasible, # time lim feasible "109": constants.LpSolutionIntegerFeasible, # fail but feasible "111": constants.LpSolutionIntegerFeasible, # memory limit feasible "113": constants.LpSolutionIntegerFeasible, # abort feasible } solStatus = cplexSolStatus.get(statusValue) shadowPrices = {} slacks = {} constraints = solutionXML.find("linearConstraints") for constraint in constraints: name = constraint.get("name") slack = constraint.get("slack") shadowPrice = constraint.get("dual") try: # See issue #508 shadowPrices[name] = float(shadowPrice) except TypeError: shadowPrices[name] = None slacks[name] = float(slack) values = {} reducedCosts = {} for variable in solutionXML.find("variables"): name = variable.get("name") value = v
(mip=True, msg=True, timeLimit=None, gapRel=None, gapAbs=None, options=None, warmStart=False, keepFiles=False, path=None, threads=None, logPath=None, maxMemory=None, maxNodes=None)
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38,117
pulp.apis.cplex_api
__init__
:param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param float gapAbs: absolute gap tolerance for the solver to stop :param int threads: sets the maximum number of threads :param list options: list of additional options to pass to solver :param bool warmStart: if True, the solver will use the current value of variables as a start :param bool keepFiles: if True, files are saved in the current directory and not deleted after solving :param str path: path to the solver binary :param str logPath: path to the log file :param float maxMemory: max memory to use during the solving. Stops the solving when reached. :param int maxNodes: max number of nodes during branching. Stops the solving when reached.
def __init__( self, mip=True, msg=True, timeLimit=None, gapRel=None, gapAbs=None, options=None, warmStart=False, keepFiles=False, path=None, threads=None, logPath=None, maxMemory=None, maxNodes=None, ): """ :param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param float gapAbs: absolute gap tolerance for the solver to stop :param int threads: sets the maximum number of threads :param list options: list of additional options to pass to solver :param bool warmStart: if True, the solver will use the current value of variables as a start :param bool keepFiles: if True, files are saved in the current directory and not deleted after solving :param str path: path to the solver binary :param str logPath: path to the log file :param float maxMemory: max memory to use during the solving. Stops the solving when reached. :param int maxNodes: max number of nodes during branching. Stops the solving when reached. """ LpSolver_CMD.__init__( self, gapRel=gapRel, mip=mip, msg=msg, timeLimit=timeLimit, options=options, maxMemory=maxMemory, maxNodes=maxNodes, warmStart=warmStart, path=path, keepFiles=keepFiles, threads=threads, gapAbs=gapAbs, logPath=logPath, )
(self, mip=True, msg=True, timeLimit=None, gapRel=None, gapAbs=None, options=None, warmStart=False, keepFiles=False, path=None, threads=None, logPath=None, maxMemory=None, maxNodes=None)
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38,119
pulp.apis.cplex_api
actualSolve
Solve a well formulated lp problem
def actualSolve(self, lp): """Solve a well formulated lp problem""" if not self.executable(self.path): raise PulpSolverError("PuLP: cannot execute " + self.path) tmpLp, tmpSol, tmpMst = self.create_tmp_files(lp.name, "lp", "sol", "mst") vs = lp.writeLP(tmpLp, writeSOS=1) try: os.remove(tmpSol) except: pass if not self.msg: cplex = subprocess.Popen( self.path, stdin=subprocess.PIPE, stdout=subprocess.PIPE, stderr=subprocess.PIPE, ) else: cplex = subprocess.Popen(self.path, stdin=subprocess.PIPE) cplex_cmds = "read " + tmpLp + "\n" if self.optionsDict.get("warmStart", False): self.writesol(filename=tmpMst, vs=vs) cplex_cmds += "read " + tmpMst + "\n" cplex_cmds += "set advance 1\n" if self.timeLimit is not None: cplex_cmds += "set timelimit " + str(self.timeLimit) + "\n" options = self.options + self.getOptions() for option in options: cplex_cmds += option + "\n" if lp.isMIP(): if self.mip: cplex_cmds += "mipopt\n" cplex_cmds += "change problem fixed\n" else: cplex_cmds += "change problem lp\n" cplex_cmds += "optimize\n" cplex_cmds += "write " + tmpSol + "\n" cplex_cmds += "quit\n" cplex_cmds = cplex_cmds.encode("UTF-8") cplex.communicate(cplex_cmds) if cplex.returncode != 0: raise PulpSolverError("PuLP: Error while trying to execute " + self.path) if not os.path.exists(tmpSol): status = constants.LpStatusInfeasible values = reducedCosts = shadowPrices = slacks = solStatus = None else: ( status, values, reducedCosts, shadowPrices, slacks, solStatus, ) = self.readsol(tmpSol) self.delete_tmp_files(tmpLp, tmpMst, tmpSol) if self.optionsDict.get("logPath") != "cplex.log": self.delete_tmp_files("cplex.log") if status != constants.LpStatusInfeasible: lp.assignVarsVals(values) lp.assignVarsDj(reducedCosts) lp.assignConsPi(shadowPrices) lp.assignConsSlack(slacks) lp.assignStatus(status, solStatus) return status
(self, lp)
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38,123
pulp.apis.cplex_api
defaultPath
null
def defaultPath(self): return self.executableExtension("cplex")
(self)
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38,128
pulp.apis.cplex_api
getOptions
null
def getOptions(self): # CPLEX parameters: https://www.ibm.com/support/knowledgecenter/en/SSSA5P_12.6.0/ilog.odms.cplex.help/CPLEX/GettingStarted/topics/tutorials/InteractiveOptimizer/settingParams.html # CPLEX status: https://www.ibm.com/support/knowledgecenter/en/SSSA5P_12.10.0/ilog.odms.cplex.help/refcallablelibrary/macros/Solution_status_codes.html params_eq = dict( logPath="set logFile {}", gapRel="set mip tolerances mipgap {}", gapAbs="set mip tolerances absmipgap {}", maxMemory="set mip limits treememory {}", threads="set threads {}", maxNodes="set mip limits nodes {}", ) return [ v.format(self.optionsDict[k]) for k, v in params_eq.items() if k in self.optionsDict and self.optionsDict[k] is not None ]
(self)
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38,129
pulp.apis.cplex_api
readsol
Read a CPLEX solution file
def readsol(self, filename): """Read a CPLEX solution file""" # CPLEX solution codes: http://www-eio.upc.es/lceio/manuals/cplex-11/html/overviewcplex/statuscodes.html try: import xml.etree.ElementTree as et except ImportError: import elementtree.ElementTree as et solutionXML = et.parse(filename).getroot() solutionheader = solutionXML.find("header") statusString = solutionheader.get("solutionStatusString") statusValue = solutionheader.get("solutionStatusValue") cplexStatus = { "1": constants.LpStatusOptimal, # optimal "101": constants.LpStatusOptimal, # mip optimal "102": constants.LpStatusOptimal, # mip optimal tolerance "104": constants.LpStatusOptimal, # max solution limit "105": constants.LpStatusOptimal, # node limit feasible "107": constants.LpStatusOptimal, # time lim feasible "109": constants.LpStatusOptimal, # fail but feasible "113": constants.LpStatusOptimal, # abort feasible } if statusValue not in cplexStatus: raise PulpSolverError( "Unknown status returned by CPLEX: \ncode: '{}', string: '{}'".format( statusValue, statusString ) ) status = cplexStatus[statusValue] # we check for integer feasible status to differentiate from optimal in solution status cplexSolStatus = { "104": constants.LpSolutionIntegerFeasible, # max solution limit "105": constants.LpSolutionIntegerFeasible, # node limit feasible "107": constants.LpSolutionIntegerFeasible, # time lim feasible "109": constants.LpSolutionIntegerFeasible, # fail but feasible "111": constants.LpSolutionIntegerFeasible, # memory limit feasible "113": constants.LpSolutionIntegerFeasible, # abort feasible } solStatus = cplexSolStatus.get(statusValue) shadowPrices = {} slacks = {} constraints = solutionXML.find("linearConstraints") for constraint in constraints: name = constraint.get("name") slack = constraint.get("slack") shadowPrice = constraint.get("dual") try: # See issue #508 shadowPrices[name] = float(shadowPrice) except TypeError: shadowPrices[name] = None slacks[name] = float(slack) values = {} reducedCosts = {} for variable in solutionXML.find("variables"): name = variable.get("name") value = variable.get("value") values[name] = float(value) reducedCost = variable.get("reducedCost") try: # See issue #508 reducedCosts[name] = float(reducedCost) except TypeError: reducedCosts[name] = None return status, values, reducedCosts, shadowPrices, slacks, solStatus
(self, filename)
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38,137
pulp.apis.cplex_api
writesol
Writes a CPLEX solution file
def writesol(self, filename, vs): """Writes a CPLEX solution file""" try: import xml.etree.ElementTree as et except ImportError: import elementtree.ElementTree as et root = et.Element("CPLEXSolution", version="1.2") attrib_head = dict() attrib_quality = dict() et.SubElement(root, "header", attrib=attrib_head) et.SubElement(root, "header", attrib=attrib_quality) variables = et.SubElement(root, "variables") values = [(v.name, v.value()) for v in vs if v.value() is not None] for index, (name, value) in enumerate(values): attrib_vars = dict(name=name, value=str(value), index=str(index)) et.SubElement(variables, "variable", attrib=attrib_vars) mst = et.ElementTree(root) mst.write(filename, encoding="utf-8", xml_declaration=True) return True
(self, filename, vs)
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38,160
pulp.apis.cplex_api
CPLEX_PY
The CPLEX LP/MIP solver (via a Python Binding) This solver wraps the python api of cplex. It has been tested against cplex 12.3. For api functions that have not been wrapped in this solver please use the base cplex classes
class CPLEX_PY(LpSolver): """ The CPLEX LP/MIP solver (via a Python Binding) This solver wraps the python api of cplex. It has been tested against cplex 12.3. For api functions that have not been wrapped in this solver please use the base cplex classes """ name = "CPLEX_PY" try: global cplex import cplex except Exception as e: err = e """The CPLEX LP/MIP solver from python. Something went wrong!!!!""" def available(self): """True if the solver is available""" return False def actualSolve(self, lp): """Solve a well formulated lp problem""" raise PulpSolverError(f"CPLEX_PY: Not Available:\n{self.err}") else: def __init__( self, mip=True, msg=True, timeLimit=None, gapRel=None, warmStart=False, logPath=None, threads=None, ): """ :param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param bool warmStart: if True, the solver will use the current value of variables as a start :param str logPath: path to the log file :param int threads: number of threads to be used by CPLEX to solve a problem (default None uses all available) """ LpSolver.__init__( self, gapRel=gapRel, mip=mip, msg=msg, timeLimit=timeLimit, warmStart=warmStart, logPath=logPath, threads=threads, ) def available(self): """True if the solver is available""" return True def actualSolve(self, lp, callback=None): """ Solve a well formulated lp problem creates a cplex model, variables and constraints and attaches them to the lp model which it then solves """ self.buildSolverModel(lp) # set the initial solution log.debug("Solve the Model using cplex") self.callSolver(lp) # get the solution information solutionStatus = self.findSolutionValues(lp) for var in lp._variables: var.modified = False for constraint in lp.constraints.values(): constraint.modified = False return solutionStatus def buildSolverModel(self, lp): """ Takes the pulp lp model and translates it into a cplex model """ model_variables = lp.variables() self.n2v = {var.name: var for var in model_variables} if len(self.n2v) != len(model_variables): raise PulpSolverError( "Variables must have unique names for cplex solver" ) log.debug("create the cplex model") self.solverModel = lp.solverModel = cplex.Cplex() log.debug("set the name of the problem") if not self.mip: self.solverModel.set_problem_name(lp.name) log.debug("set the sense of the problem") if lp.sense == constants.LpMaximize: lp.solverModel.objective.set_sense( lp.solverModel.objective.sense.maximize ) obj = [float(lp.objective.get(var, 0.0)) for var in model_variables] def cplex_var_lb(var): if var.lowBound is not None: return float(var.lowBound) else: return -cplex.infinity lb = [cplex_var_lb(var) for var in model_variables] def cplex_var_ub(var): if var.upBound is not None: return float(var.upBound) else: return cplex.infinity ub = [cplex_var_ub(var) for var in model_variables] colnames = [var.name for var in model_variables] def cplex_var_types(var): if var.cat == constants.LpInteger: return "I" else: return "C" ctype = [cplex_var_types(var) for var in model_variables] ctype = "".join(ctype) lp.solverModel.variables.add( obj=obj, lb=lb, ub=ub, types=ctype, names=colnames ) rows = [] senses = [] rhs = [] rownames = [] for name, constraint in lp.constraints.items(): # build the expression expr = [(var.name, float(coeff)) for var, coeff in constraint.items()] if not expr: # if the constraint is empty rows.append(([], [])) else: rows.append(list(zip(*expr))) if constraint.sense == constants.LpConstraintLE: senses.append("L") elif constraint.sense == constants.LpConstraintGE: senses.append("G") elif constraint.sense == constants.LpConstraintEQ: senses.append("E") else: raise PulpSolverError("Detected an invalid constraint type") rownames.append(name) rhs.append(float(-constraint.constant)) lp.solverModel.linear_constraints.add( lin_expr=rows, senses=senses, rhs=rhs, names=rownames ) log.debug("set the type of the problem") if not self.mip: self.solverModel.set_problem_type(cplex.Cplex.problem_type.LP) log.debug("set the logging") if not self.msg: self.setlogfile(None) logPath = self.optionsDict.get("logPath") if logPath is not None: if self.msg: warnings.warn( "`logPath` argument replaces `msg=1`. The output will be redirected to the log file." ) self.setlogfile(open(logPath, "w")) gapRel = self.optionsDict.get("gapRel") if gapRel is not None: self.changeEpgap(gapRel) if self.timeLimit is not None: self.setTimeLimit(self.timeLimit) self.setThreads(self.optionsDict.get("threads", None)) if self.optionsDict.get("warmStart", False): # We assume "auto" for the effort_level effort = self.solverModel.MIP_starts.effort_level.auto start = [ (k, v.value()) for k, v in self.n2v.items() if v.value() is not None ] if not start: warnings.warn("No variable with value found: mipStart aborted") return ind, val = zip(*start) self.solverModel.MIP_starts.add( cplex.SparsePair(ind=ind, val=val), effort, "1" ) def setlogfile(self, fileobj): """ sets the logfile for cplex output """ self.solverModel.set_error_stream(fileobj) self.solverModel.set_log_stream(fileobj) self.solverModel.set_warning_stream(fileobj) self.solverModel.set_results_stream(fileobj) def setThreads(self, threads=None): """ Change cplex thread count used (None is default which uses all available resources) """ self.solverModel.parameters.threads.set(threads or 0) def changeEpgap(self, epgap=10**-4): """ Change cplex solver integer bound gap tolerence """ self.solverModel.parameters.mip.tolerances.mipgap.set(epgap) def setTimeLimit(self, timeLimit=0.0):
(mip=True, msg=True, options=None, timeLimit=None, *args, **kwargs)
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38,163
pulp.apis.cplex_api
actualSolve
Solve a well formulated lp problem
def actualSolve(self, lp): """Solve a well formulated lp problem""" raise PulpSolverError(f"CPLEX_PY: Not Available:\n{self.err}")
(self, lp)
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38,201
pulp.apis.scip_api
FSCIP_CMD
The multi-threaded FiberSCIP version of the SCIP optimization solver
class FSCIP_CMD(LpSolver_CMD): """The multi-threaded FiberSCIP version of the SCIP optimization solver""" name = "FSCIP_CMD" def __init__( self, path=None, mip=True, keepFiles=False, msg=True, options=None, timeLimit=None, gapRel=None, gapAbs=None, maxNodes=None, threads=None, logPath=None, ): """ :param bool msg: if False, no log is shown :param bool mip: if False, assume LP even if integer variables :param list options: list of additional options to pass to solver :param bool keepFiles: if True, files are saved in the current directory and not deleted after solving :param str path: path to the solver binary :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param float gapAbs: absolute gap tolerance for the solver to stop :param int maxNodes: max number of nodes during branching. Stops the solving when reached. :param int threads: sets the maximum number of threads :param str logPath: path to the log file """ LpSolver_CMD.__init__( self, mip=mip, msg=msg, options=options, path=path, keepFiles=keepFiles, timeLimit=timeLimit, gapRel=gapRel, gapAbs=gapAbs, maxNodes=maxNodes, threads=threads, logPath=logPath, ) FSCIP_STATUSES = { "No Solution": constants.LpStatusNotSolved, "Final Solution": constants.LpStatusOptimal, } NO_SOLUTION_STATUSES = { constants.LpStatusInfeasible, constants.LpStatusUnbounded, constants.LpStatusNotSolved, } def defaultPath(self): return self.executableExtension(fscip_path) def available(self): """True if the solver is available""" return self.executable(self.path) def actualSolve(self, lp): """Solve a well formulated lp problem""" if not self.executable(self.path): raise PulpSolverError("PuLP: cannot execute " + self.path) tmpLp, tmpSol, tmpOptions, tmpParams = self.create_tmp_files( lp.name, "lp", "sol", "set", "prm" ) lp.writeLP(tmpLp) file_options: List[str] = [] if self.timeLimit is not None: file_options.append(f"limits/time={self.timeLimit}") if "gapRel" in self.optionsDict: file_options.append(f"limits/gap={self.optionsDict['gapRel']}") if "gapAbs" in self.optionsDict: file_options.append(f"limits/absgap={self.optionsDict['gapAbs']}") if "maxNodes" in self.optionsDict: file_options.append(f"limits/nodes={self.optionsDict['maxNodes']}") if not self.mip: warnings.warn(f"{self.name} does not allow a problem to be relaxed") file_parameters: List[str] = [] # disable presolving in the LoadCoordinator to make sure a solution file is always written file_parameters.append("NoPreprocessingInLC = TRUE") command: List[str] = [] command.append(self.path) command.append(tmpParams) command.append(tmpLp) command.extend(["-s", tmpOptions]) command.extend(["-fsol", tmpSol]) if not self.msg: command.append("-q") if "logPath" in self.optionsDict: command.extend(["-l", self.optionsDict["logPath"]]) if "threads" in self.optionsDict: command.extend(["-sth", f"{self.optionsDict['threads']}"]) options = iter(self.options) for option in options: # identify cli options by a leading dash (-) and treat other options as file options if option.startswith("-"): # assumption: all cli options require an argument which is provided as a separate parameter argument = next(options) command.extend([option, argument]) else: # assumption: all file options contain a slash (/) is_file_options = "/" in option # assumption: all file options and parameters require an argument which is provided after the equal sign (=) if "=" not in option: argument = next(options) option += f"={argument}" if is_file_options: file_options.append(option) else: file_parameters.append(option) # wipe the solution file since FSCIP does not overwrite it if no solution was found which causes parsing errors self.silent_remove(tmpSol) with open(tmpOptions, "w") as options_file: options_file.write("\n".join(file_options)) with open(tmpParams, "w") as parameters_file: parameters_file.write("\n".join(file_parameters)) subprocess.check_call( command, stdout=sys.stdout if self.msg else subprocess.DEVNULL, stderr=sys.stderr if self.msg else subprocess.DEVNULL, ) if not os.path.exists(tmpSol): raise PulpSolverError("PuLP: Error while executing " + self.path) status, values = self.readsol(tmpSol) # Make sure to add back in any 0-valued variables SCIP leaves out. finalVals = {} for v in lp.variables(): finalVals[v.name] = values.get(v.name, 0.0) lp.assignVarsVals(finalVals) lp.assignStatus(status) self.delete_tmp_files(tmpLp, tmpSol, tmpOptions, tmpParams) return status @staticmethod def parse_status(string: str) -> Optional[int]: for fscip_status, pulp_status in FSCIP_CMD.FSCIP_STATUSES.items(): if fscip_status in string: return pulp_status return None @staticmethod def parse_objective(string: str) -> Optional[float]: fields = string.split(":") if len(fields) != 2: return None label, objective = fields if label != "objective value": return None objective = objective.strip() try: objective = float(objective) except ValueError: return None return objective @staticmethod def parse_variable(string: str) -> Optional[Tuple[str, float]]: fields = string.split() if len(fields) < 2: return None name, value = fields[:2] try: value = float(value) except ValueError: return None return name, value @staticmethod def readsol(filename): """Read a FSCIP solution file""" with open(filename) as file: # First line must contain a solution status status_line = file.readline() status = FSCIP_CMD.parse_status(status_line) if status is None: raise PulpSolverError(f"Can't get FSCIP solver status: {status_line!r}") if status in FSCIP_CMD.NO_SOLUTION_STATUSES: return status, {} # Look for an objective value. If we can't find one, stop. objective_line = file.readline() objective = FSCIP_CMD.parse_objective(objective_line) if objective is None: raise PulpSolverError( f"Can't get FSCIP solver objective: {objective_line!r}" ) # Parse the variable values. variables: Dict[str, float] = {} for variable_line in file: variable = FSCIP_CMD.parse_variable(variable_line) if variable is None: raise PulpSolverError( f"Can't read FSCIP solver output: {variable_line!r}" ) name, value = variable variables[name] = value return status, variables
(path=None, mip=True, keepFiles=False, msg=True, options=None, timeLimit=None, gapRel=None, gapAbs=None, maxNodes=None, threads=None, logPath=None)
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38,202
pulp.apis.scip_api
__init__
:param bool msg: if False, no log is shown :param bool mip: if False, assume LP even if integer variables :param list options: list of additional options to pass to solver :param bool keepFiles: if True, files are saved in the current directory and not deleted after solving :param str path: path to the solver binary :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param float gapAbs: absolute gap tolerance for the solver to stop :param int maxNodes: max number of nodes during branching. Stops the solving when reached. :param int threads: sets the maximum number of threads :param str logPath: path to the log file
def __init__( self, path=None, mip=True, keepFiles=False, msg=True, options=None, timeLimit=None, gapRel=None, gapAbs=None, maxNodes=None, threads=None, logPath=None, ): """ :param bool msg: if False, no log is shown :param bool mip: if False, assume LP even if integer variables :param list options: list of additional options to pass to solver :param bool keepFiles: if True, files are saved in the current directory and not deleted after solving :param str path: path to the solver binary :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param float gapAbs: absolute gap tolerance for the solver to stop :param int maxNodes: max number of nodes during branching. Stops the solving when reached. :param int threads: sets the maximum number of threads :param str logPath: path to the log file """ LpSolver_CMD.__init__( self, mip=mip, msg=msg, options=options, path=path, keepFiles=keepFiles, timeLimit=timeLimit, gapRel=gapRel, gapAbs=gapAbs, maxNodes=maxNodes, threads=threads, logPath=logPath, )
(self, path=None, mip=True, keepFiles=False, msg=True, options=None, timeLimit=None, gapRel=None, gapAbs=None, maxNodes=None, threads=None, logPath=None)
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38,204
pulp.apis.scip_api
actualSolve
Solve a well formulated lp problem
def actualSolve(self, lp): """Solve a well formulated lp problem""" if not self.executable(self.path): raise PulpSolverError("PuLP: cannot execute " + self.path) tmpLp, tmpSol, tmpOptions, tmpParams = self.create_tmp_files( lp.name, "lp", "sol", "set", "prm" ) lp.writeLP(tmpLp) file_options: List[str] = [] if self.timeLimit is not None: file_options.append(f"limits/time={self.timeLimit}") if "gapRel" in self.optionsDict: file_options.append(f"limits/gap={self.optionsDict['gapRel']}") if "gapAbs" in self.optionsDict: file_options.append(f"limits/absgap={self.optionsDict['gapAbs']}") if "maxNodes" in self.optionsDict: file_options.append(f"limits/nodes={self.optionsDict['maxNodes']}") if not self.mip: warnings.warn(f"{self.name} does not allow a problem to be relaxed") file_parameters: List[str] = [] # disable presolving in the LoadCoordinator to make sure a solution file is always written file_parameters.append("NoPreprocessingInLC = TRUE") command: List[str] = [] command.append(self.path) command.append(tmpParams) command.append(tmpLp) command.extend(["-s", tmpOptions]) command.extend(["-fsol", tmpSol]) if not self.msg: command.append("-q") if "logPath" in self.optionsDict: command.extend(["-l", self.optionsDict["logPath"]]) if "threads" in self.optionsDict: command.extend(["-sth", f"{self.optionsDict['threads']}"]) options = iter(self.options) for option in options: # identify cli options by a leading dash (-) and treat other options as file options if option.startswith("-"): # assumption: all cli options require an argument which is provided as a separate parameter argument = next(options) command.extend([option, argument]) else: # assumption: all file options contain a slash (/) is_file_options = "/" in option # assumption: all file options and parameters require an argument which is provided after the equal sign (=) if "=" not in option: argument = next(options) option += f"={argument}" if is_file_options: file_options.append(option) else: file_parameters.append(option) # wipe the solution file since FSCIP does not overwrite it if no solution was found which causes parsing errors self.silent_remove(tmpSol) with open(tmpOptions, "w") as options_file: options_file.write("\n".join(file_options)) with open(tmpParams, "w") as parameters_file: parameters_file.write("\n".join(file_parameters)) subprocess.check_call( command, stdout=sys.stdout if self.msg else subprocess.DEVNULL, stderr=sys.stderr if self.msg else subprocess.DEVNULL, ) if not os.path.exists(tmpSol): raise PulpSolverError("PuLP: Error while executing " + self.path) status, values = self.readsol(tmpSol) # Make sure to add back in any 0-valued variables SCIP leaves out. finalVals = {} for v in lp.variables(): finalVals[v.name] = values.get(v.name, 0.0) lp.assignVarsVals(finalVals) lp.assignStatus(status) self.delete_tmp_files(tmpLp, tmpSol, tmpOptions, tmpParams) return status
(self, lp)
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38,208
pulp.apis.scip_api
defaultPath
null
def defaultPath(self): return self.executableExtension(fscip_path)
(self)
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38,213
pulp.apis.scip_api
parse_objective
null
@staticmethod def parse_objective(string: str) -> Optional[float]: fields = string.split(":") if len(fields) != 2: return None label, objective = fields if label != "objective value": return None objective = objective.strip() try: objective = float(objective) except ValueError: return None return objective
(string: str) -> Optional[float]
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38,214
pulp.apis.scip_api
parse_status
null
@staticmethod def parse_status(string: str) -> Optional[int]: for fscip_status, pulp_status in FSCIP_CMD.FSCIP_STATUSES.items(): if fscip_status in string: return pulp_status return None
(string: str) -> Optional[int]
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38,215
pulp.apis.scip_api
parse_variable
null
@staticmethod def parse_variable(string: str) -> Optional[Tuple[str, float]]: fields = string.split() if len(fields) < 2: return None name, value = fields[:2] try: value = float(value) except ValueError: return None return name, value
(string: str) -> Optional[Tuple[str, float]]
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38,216
pulp.apis.scip_api
readsol
Read a FSCIP solution file
@staticmethod def readsol(filename): """Read a FSCIP solution file""" with open(filename) as file: # First line must contain a solution status status_line = file.readline() status = FSCIP_CMD.parse_status(status_line) if status is None: raise PulpSolverError(f"Can't get FSCIP solver status: {status_line!r}") if status in FSCIP_CMD.NO_SOLUTION_STATUSES: return status, {} # Look for an objective value. If we can't find one, stop. objective_line = file.readline() objective = FSCIP_CMD.parse_objective(objective_line) if objective is None: raise PulpSolverError( f"Can't get FSCIP solver objective: {objective_line!r}" ) # Parse the variable values. variables: Dict[str, float] = {} for variable_line in file: variable = FSCIP_CMD.parse_variable(variable_line) if variable is None: raise PulpSolverError( f"Can't read FSCIP solver output: {variable_line!r}" ) name, value = variable variables[name] = value return status, variables
(filename)
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38,247
pulp.pulp
FixedElasticSubProblem
Contains the subproblem generated by converting a fixed constraint :math:`\sum_{i}a_i x_i = b` into an elastic constraint. :param constraint: The LpConstraint that the elastic constraint is based on :param penalty: penalty applied for violation (+ve or -ve) of the constraints :param proportionFreeBound: the proportional bound (+ve and -ve) on constraint violation that is free from penalty :param proportionFreeBoundList: the proportional bound on constraint violation that is free from penalty, expressed as a list where [-ve, +ve]
class FixedElasticSubProblem(LpProblem): """ Contains the subproblem generated by converting a fixed constraint :math:`\\sum_{i}a_i x_i = b` into an elastic constraint. :param constraint: The LpConstraint that the elastic constraint is based on :param penalty: penalty applied for violation (+ve or -ve) of the constraints :param proportionFreeBound: the proportional bound (+ve and -ve) on constraint violation that is free from penalty :param proportionFreeBoundList: the proportional bound on \ constraint violation that is free from penalty, expressed as a list\ where [-ve, +ve] """ def __init__( self, constraint, penalty=None, proportionFreeBound=None, proportionFreeBoundList=None, ): subProblemName = f"{constraint.name}_elastic_SubProblem" LpProblem.__init__(self, subProblemName, const.LpMinimize) self.objective = LpAffineExpression() self.constraint = constraint self.constant = constraint.constant self.RHS = -constraint.constant self.objective = LpAffineExpression() self += constraint, "_Constraint" # create and add these variables but disabled self.freeVar = LpVariable("_free_bound", upBound=0, lowBound=0) self.upVar = LpVariable("_pos_penalty_var", upBound=0, lowBound=0) self.lowVar = LpVariable("_neg_penalty_var", upBound=0, lowBound=0) constraint.addInPlace(self.freeVar + self.lowVar + self.upVar) if proportionFreeBound: proportionFreeBoundList = [proportionFreeBound, proportionFreeBound] if proportionFreeBoundList: # add a costless variable self.freeVar.upBound = abs(constraint.constant * proportionFreeBoundList[0]) self.freeVar.lowBound = -abs( constraint.constant * proportionFreeBoundList[1] ) # Note the reversal of the upbound and lowbound due to the nature of the # variable if penalty is not None: # activate these variables self.upVar.upBound = None self.lowVar.lowBound = None self.objective = penalty * self.upVar - penalty * self.lowVar def _findValue(self, attrib): """ safe way to get the value of a variable that may not exist """ var = getattr(self, attrib, 0) if var: if value(var) is not None: return value(var) else: return 0.0 else: return 0.0 def isViolated(self): """ returns true if the penalty variables are non-zero """ upVar = self._findValue("upVar") lowVar = self._findValue("lowVar") freeVar = self._findValue("freeVar") result = abs(upVar + lowVar) >= const.EPS if result: log.debug( "isViolated %s, upVar %s, lowVar %s, freeVar %s result %s" % (self.name, upVar, lowVar, freeVar, result) ) log.debug(f"isViolated value lhs {self.findLHSValue()} constant {self.RHS}") return result def findDifferenceFromRHS(self): """ The amount the actual value varies from the RHS (sense: LHS - RHS) """ return self.findLHSValue() - self.RHS def findLHSValue(self): """ for elastic constraints finds the LHS value of the constraint without the free variable and or penalty variable assumes the constant is on the rhs """ upVar = self._findValue("upVar") lowVar = self._findValue("lowVar") freeVar = self._findValue("freeVar") return self.constraint.value() - self.constant - upVar - lowVar - freeVar def deElasticize(self): """de-elasticize constraint""" self.upVar.upBound = 0 self.lowVar.lowBound = 0 def reElasticize(self): """ Make the Subproblem elastic again after deElasticize """ self.upVar.lowBound = 0 self.upVar.upBound = None self.lowVar.upBound = 0 self.lowVar.lowBound = None def alterName(self, name): """ Alters the name of anonymous parts of the problem """ self.name = f"{name}_elastic_SubProblem" if hasattr(self, "freeVar"): self.freeVar.name = self.name + "_free_bound" if hasattr(self, "upVar"): self.upVar.name = self.name + "_pos_penalty_var" if hasattr(self, "lowVar"): self.lowVar.name = self.name + "_neg_penalty_var"
(constraint, penalty=None, proportionFreeBound=None, proportionFreeBoundList=None)
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38,248
pulp.pulp
__getstate__
null
def __getstate__(self): # Remove transient data prior to pickling. state = self.__dict__.copy() del state["_variable_ids"] return state
(self)
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38,249
pulp.pulp
__iadd__
null
def __iadd__(self, other): if isinstance(other, tuple): other, name = other else: name = None if other is True: return self elif other is False: raise TypeError("A False object cannot be passed as a constraint") elif isinstance(other, LpConstraintVar): self.addConstraint(other.constraint) elif isinstance(other, LpConstraint): self.addConstraint(other, name) elif isinstance(other, LpAffineExpression): if self.objective is not None: warnings.warn("Overwriting previously set objective.") self.objective = other if name is not None: # we may keep the LpAffineExpression name self.objective.name = name elif isinstance(other, LpVariable) or isinstance(other, (int, float)): if self.objective is not None: warnings.warn("Overwriting previously set objective.") self.objective = LpAffineExpression(other) self.objective.name = name else: raise TypeError( "Can only add LpConstraintVar, LpConstraint, LpAffineExpression or True objects" ) return self
(self, other)
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-0.03040567971765995, 0.06537315249443054 ]
38,250
pulp.pulp
__init__
null
def __init__( self, constraint, penalty=None, proportionFreeBound=None, proportionFreeBoundList=None, ): subProblemName = f"{constraint.name}_elastic_SubProblem" LpProblem.__init__(self, subProblemName, const.LpMinimize) self.objective = LpAffineExpression() self.constraint = constraint self.constant = constraint.constant self.RHS = -constraint.constant self.objective = LpAffineExpression() self += constraint, "_Constraint" # create and add these variables but disabled self.freeVar = LpVariable("_free_bound", upBound=0, lowBound=0) self.upVar = LpVariable("_pos_penalty_var", upBound=0, lowBound=0) self.lowVar = LpVariable("_neg_penalty_var", upBound=0, lowBound=0) constraint.addInPlace(self.freeVar + self.lowVar + self.upVar) if proportionFreeBound: proportionFreeBoundList = [proportionFreeBound, proportionFreeBound] if proportionFreeBoundList: # add a costless variable self.freeVar.upBound = abs(constraint.constant * proportionFreeBoundList[0]) self.freeVar.lowBound = -abs( constraint.constant * proportionFreeBoundList[1] ) # Note the reversal of the upbound and lowbound due to the nature of the # variable if penalty is not None: # activate these variables self.upVar.upBound = None self.lowVar.lowBound = None self.objective = penalty * self.upVar - penalty * self.lowVar
(self, constraint, penalty=None, proportionFreeBound=None, proportionFreeBoundList=None)
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38,251
pulp.pulp
__repr__
null
def __repr__(self): s = self.name + ":\n" if self.sense == 1: s += "MINIMIZE\n" else: s += "MAXIMIZE\n" s += repr(self.objective) + "\n" if self.constraints: s += "SUBJECT TO\n" for n, c in self.constraints.items(): s += c.asCplexLpConstraint(n) + "\n" s += "VARIABLES\n" for v in self.variables(): s += v.asCplexLpVariable() + " " + const.LpCategories[v.cat] + "\n" return s
(self)
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38,252
pulp.pulp
__setstate__
null
def __setstate__(self, state): # Update transient data prior to unpickling. self.__dict__.update(state) self._variable_ids = {} for v in self._variables: self._variable_ids[v.hash] = v
(self, state)
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38,253
pulp.pulp
_findValue
safe way to get the value of a variable that may not exist
def _findValue(self, attrib): """ safe way to get the value of a variable that may not exist """ var = getattr(self, attrib, 0) if var: if value(var) is not None: return value(var) else: return 0.0 else: return 0.0
(self, attrib)
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38,254
pulp.pulp
add
null
def add(self, constraint, name=None): self.addConstraint(constraint, name)
(self, constraint, name=None)
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38,255
pulp.pulp
addConstraint
null
def addConstraint(self, constraint, name=None): if not isinstance(constraint, LpConstraint): raise TypeError("Can only add LpConstraint objects") if name: constraint.name = name try: if constraint.name: name = constraint.name else: name = self.unusedConstraintName() except AttributeError: raise TypeError("Can only add LpConstraint objects") # removed as this test fails for empty constraints # if len(constraint) == 0: # if not constraint.valid(): # raise ValueError, "Cannot add false constraints" if name in self.constraints: if self.noOverlap: raise const.PulpError("overlapping constraint names: " + name) else: print("Warning: overlapping constraint names:", name) self.constraints[name] = constraint self.modifiedConstraints.append(constraint) self.addVariables(list(constraint.keys()))
(self, constraint, name=None)
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38,256
pulp.pulp
addVariable
Adds a variable to the problem before a constraint is added @param variable: the variable to be added
def addVariable(self, variable): """ Adds a variable to the problem before a constraint is added @param variable: the variable to be added """ if variable.hash not in self._variable_ids: self._variables.append(variable) self._variable_ids[variable.hash] = variable
(self, variable)
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38,257
pulp.pulp
addVariables
Adds variables to the problem before a constraint is added @param variables: the variables to be added
def addVariables(self, variables): """ Adds variables to the problem before a constraint is added @param variables: the variables to be added """ for v in variables: self.addVariable(v)
(self, variables)
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38,258
pulp.pulp
alterName
Alters the name of anonymous parts of the problem
def alterName(self, name): """ Alters the name of anonymous parts of the problem """ self.name = f"{name}_elastic_SubProblem" if hasattr(self, "freeVar"): self.freeVar.name = self.name + "_free_bound" if hasattr(self, "upVar"): self.upVar.name = self.name + "_pos_penalty_var" if hasattr(self, "lowVar"): self.lowVar.name = self.name + "_neg_penalty_var"
(self, name)
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38,259
pulp.pulp
assignConsPi
null
def assignConsPi(self, values): for name in values: try: self.constraints[name].pi = values[name] except KeyError: pass
(self, values)
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38,260
pulp.pulp
assignConsSlack
null
def assignConsSlack(self, values, activity=False): for name in values: try: if activity: # reports the activity not the slack self.constraints[name].slack = -1 * ( self.constraints[name].constant + float(values[name]) ) else: self.constraints[name].slack = float(values[name]) except KeyError: pass
(self, values, activity=False)
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38,261
pulp.pulp
assignStatus
Sets the status of the model after solving. :param status: code for the status of the model :param sol_status: code for the status of the solution :return:
def assignStatus(self, status, sol_status=None): """ Sets the status of the model after solving. :param status: code for the status of the model :param sol_status: code for the status of the solution :return: """ if status not in const.LpStatus: raise const.PulpError("Invalid status code: " + str(status)) if sol_status is not None and sol_status not in const.LpSolution: raise const.PulpError("Invalid solution status code: " + str(sol_status)) self.status = status if sol_status is None: sol_status = const.LpStatusToSolution.get( status, const.LpSolutionNoSolutionFound ) self.sol_status = sol_status return True
(self, status, sol_status=None)
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38,262
pulp.pulp
assignVarsDj
null
def assignVarsDj(self, values): variables = self.variablesDict() for name in values: if name != "__dummy": variables[name].dj = values[name]
(self, values)
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38,263
pulp.pulp
assignVarsVals
null
def assignVarsVals(self, values): variables = self.variablesDict() for name in values: if name != "__dummy": variables[name].varValue = values[name]
(self, values)
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38,264
pulp.pulp
checkDuplicateVars
Checks if there are at least two variables with the same name :return: 1 :raises `const.PulpError`: if there ar duplicates
def checkDuplicateVars(self) -> None: """ Checks if there are at least two variables with the same name :return: 1 :raises `const.PulpError`: if there ar duplicates """ name_counter = Counter(variable.name for variable in self.variables()) repeated_names = { (name, count) for name, count in name_counter.items() if count >= 2 } if repeated_names: raise const.PulpError(f"Repeated variable names: {repeated_names}")
(self) -> NoneType
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38,265
pulp.pulp
checkLengthVars
Checks if variables have names smaller than `max_length` :param int max_length: max size for variable name :return: :raises const.PulpError: if there is at least one variable that has a long name
def checkLengthVars(self, max_length: int) -> None: """ Checks if variables have names smaller than `max_length` :param int max_length: max size for variable name :return: :raises const.PulpError: if there is at least one variable that has a long name """ long_names = [ variable.name for variable in self.variables() if len(variable.name) > max_length ] if long_names: raise const.PulpError( f"Variable names too long for Lp format: {long_names}" )
(self, max_length: int) -> NoneType
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38,266
pulp.pulp
coefficients
null
def coefficients(self, translation=None): coefs = [] if translation == None: for c in self.constraints: cst = self.constraints[c] coefs.extend([(v.name, c, cst[v]) for v in cst]) else: for c in self.constraints: ctr = translation[c] cst = self.constraints[c] coefs.extend([(translation[v.name], ctr, cst[v]) for v in cst]) return coefs
(self, translation=None)
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38,267
pulp.pulp
copy
Make a copy of self. Expressions are copied by reference
def copy(self): """Make a copy of self. Expressions are copied by reference""" lpcopy = LpProblem(name=self.name, sense=self.sense) lpcopy.objective = self.objective lpcopy.constraints = self.constraints.copy() lpcopy.sos1 = self.sos1.copy() lpcopy.sos2 = self.sos2.copy() return lpcopy
(self)
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38,268
pulp.pulp
deElasticize
de-elasticize constraint
def deElasticize(self): """de-elasticize constraint""" self.upVar.upBound = 0 self.lowVar.lowBound = 0
(self)
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38,269
pulp.pulp
deepcopy
Make a copy of self. Expressions are copied by value
def deepcopy(self): """Make a copy of self. Expressions are copied by value""" lpcopy = LpProblem(name=self.name, sense=self.sense) if self.objective is not None: lpcopy.objective = self.objective.copy() lpcopy.constraints = {} for k, v in self.constraints.items(): lpcopy.constraints[k] = v.copy() lpcopy.sos1 = self.sos1.copy() lpcopy.sos2 = self.sos2.copy() return lpcopy
(self)
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38,270
pulp.pulp
extend
extends an LpProblem by adding constraints either from a dictionary a tuple or another LpProblem object. @param use_objective: determines whether the objective is imported from the other problem For dictionaries the constraints will be named with the keys For tuples an unique name will be generated For LpProblems the name of the problem will be added to the constraints name
def extend(self, other, use_objective=True): """ extends an LpProblem by adding constraints either from a dictionary a tuple or another LpProblem object. @param use_objective: determines whether the objective is imported from the other problem For dictionaries the constraints will be named with the keys For tuples an unique name will be generated For LpProblems the name of the problem will be added to the constraints name """ if isinstance(other, dict): for name in other: self.constraints[name] = other[name] elif isinstance(other, LpProblem): for v in set(other.variables()).difference(self.variables()): v.name = other.name + v.name for name, c in other.constraints.items(): c.name = other.name + name self.addConstraint(c) if use_objective: self.objective += other.objective else: for c in other: if isinstance(c, tuple): name = c[0] c = c[1] else: name = None if not name: name = c.name if not name: name = self.unusedConstraintName() self.constraints[name] = c
(self, other, use_objective=True)
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38,271
pulp.pulp
findDifferenceFromRHS
The amount the actual value varies from the RHS (sense: LHS - RHS)
def findDifferenceFromRHS(self): """ The amount the actual value varies from the RHS (sense: LHS - RHS) """ return self.findLHSValue() - self.RHS
(self)
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38,272
pulp.pulp
findLHSValue
for elastic constraints finds the LHS value of the constraint without the free variable and or penalty variable assumes the constant is on the rhs
def findLHSValue(self): """ for elastic constraints finds the LHS value of the constraint without the free variable and or penalty variable assumes the constant is on the rhs """ upVar = self._findValue("upVar") lowVar = self._findValue("lowVar") freeVar = self._findValue("freeVar") return self.constraint.value() - self.constant - upVar - lowVar - freeVar
(self)
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38,273
pulp.pulp
fixObjective
null
def fixObjective(self): if self.objective is None: self.objective = 0 wasNone = 1 else: wasNone = 0 if not isinstance(self.objective, LpAffineExpression): self.objective = LpAffineExpression(self.objective) if self.objective.isNumericalConstant(): dummyVar = self.get_dummyVar() self.objective += dummyVar else: dummyVar = None return wasNone, dummyVar
(self)
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38,274
pulp.pulp
getSense
null
def getSense(self): return self.sense
(self)
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38,275
pulp.pulp
get_dummyVar
null
def get_dummyVar(self): if self.dummyVar is None: self.dummyVar = LpVariable("__dummy", 0, 0) return self.dummyVar
(self)
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38,276
pulp.pulp
infeasibilityGap
null
def infeasibilityGap(self, mip=1): gap = 0 for v in self.variables(): gap = max(abs(v.infeasibilityGap(mip)), gap) for c in self.constraints.values(): if not c.valid(0): gap = max(abs(c.value()), gap) return gap
(self, mip=1)
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38,277
pulp.pulp
isMIP
null
def isMIP(self): for v in self.variables(): if v.cat == const.LpInteger: return 1 return 0
(self)
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38,278
pulp.pulp
isViolated
returns true if the penalty variables are non-zero
def isViolated(self): """ returns true if the penalty variables are non-zero """ upVar = self._findValue("upVar") lowVar = self._findValue("lowVar") freeVar = self._findValue("freeVar") result = abs(upVar + lowVar) >= const.EPS if result: log.debug( "isViolated %s, upVar %s, lowVar %s, freeVar %s result %s" % (self.name, upVar, lowVar, freeVar, result) ) log.debug(f"isViolated value lhs {self.findLHSValue()} constant {self.RHS}") return result
(self)
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38,279
pulp.pulp
normalisedNames
null
def normalisedNames(self): constraintsNames = {k: "C%07d" % i for i, k in enumerate(self.constraints)} _variables = self.variables() variablesNames = {k.name: "X%07d" % i for i, k in enumerate(_variables)} return constraintsNames, variablesNames, "OBJ"
(self)
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38,280
pulp.pulp
numConstraints
:return: number of constraints in model
def numConstraints(self): """ :return: number of constraints in model """ return len(self.constraints)
(self)
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38,281
pulp.pulp
numVariables
:return: number of variables in model
def numVariables(self): """ :return: number of variables in model """ return len(self._variable_ids)
(self)
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38,282
pulp.pulp
reElasticize
Make the Subproblem elastic again after deElasticize
def reElasticize(self): """ Make the Subproblem elastic again after deElasticize """ self.upVar.lowBound = 0 self.upVar.upBound = None self.lowVar.upBound = 0 self.lowVar.lowBound = None
(self)
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38,283
pulp.pulp
resolve
resolves an Problem using the same solver as previously
def resolve(self, solver=None, **kwargs): """ resolves an Problem using the same solver as previously """ if not (solver): solver = self.solver if self.resolveOK: return self.solver.actualResolve(self, **kwargs) else: return self.solve(solver=solver, **kwargs)
(self, solver=None, **kwargs)
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38,284
pulp.pulp
restoreObjective
null
def restoreObjective(self, wasNone, dummyVar): if wasNone: self.objective = None elif not dummyVar is None: self.objective -= dummyVar
(self, wasNone, dummyVar)
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38,285
pulp.pulp
roundSolution
Rounds the lp variables Inputs: - none Side Effects: - The lp variables are rounded
def roundSolution(self, epsInt=1e-5, eps=1e-7): """ Rounds the lp variables Inputs: - none Side Effects: - The lp variables are rounded """ for v in self.variables(): v.round(epsInt, eps)
(self, epsInt=1e-05, eps=1e-07)
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0.041997335851192474, -0.015196865424513817, 0.008934950456023216 ]
38,286
pulp.pulp
sequentialSolve
Solve the given Lp problem with several objective functions. This function sequentially changes the objective of the problem and then adds the objective function as a constraint :param objectives: the list of objectives to be used to solve the problem :param absoluteTols: the list of absolute tolerances to be applied to the constraints should be +ve for a minimise objective :param relativeTols: the list of relative tolerances applied to the constraints :param solver: the specific solver to be used, defaults to the default solver.
def sequentialSolve( self, objectives, absoluteTols=None, relativeTols=None, solver=None, debug=False ): """ Solve the given Lp problem with several objective functions. This function sequentially changes the objective of the problem and then adds the objective function as a constraint :param objectives: the list of objectives to be used to solve the problem :param absoluteTols: the list of absolute tolerances to be applied to the constraints should be +ve for a minimise objective :param relativeTols: the list of relative tolerances applied to the constraints :param solver: the specific solver to be used, defaults to the default solver. """ # TODO Add a penalty variable to make problems elastic # TODO add the ability to accept different status values i.e. infeasible etc if not (solver): solver = self.solver if not (solver): solver = LpSolverDefault if not (absoluteTols): absoluteTols = [0] * len(objectives) if not (relativeTols): relativeTols = [1] * len(objectives) # time it self.startClock() statuses = [] for i, (obj, absol, rel) in enumerate( zip(objectives, absoluteTols, relativeTols) ): self.setObjective(obj) status = solver.actualSolve(self) statuses.append(status) if debug: self.writeLP(f"{i}Sequence.lp") if self.sense == const.LpMinimize: self += obj <= value(obj) * rel + absol, f"Sequence_Objective_{i}" elif self.sense == const.LpMaximize: self += obj >= value(obj) * rel + absol, f"Sequence_Objective_{i}" self.stopClock() self.solver = solver return statuses
(self, objectives, absoluteTols=None, relativeTols=None, solver=None, debug=False)
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38,287
pulp.pulp
setObjective
Sets the input variable as the objective function. Used in Columnwise Modelling :param obj: the objective function of type :class:`LpConstraintVar` Side Effects: - The objective function is set
def setObjective(self, obj): """ Sets the input variable as the objective function. Used in Columnwise Modelling :param obj: the objective function of type :class:`LpConstraintVar` Side Effects: - The objective function is set """ if isinstance(obj, LpVariable): # allows the user to add a LpVariable as an objective obj = obj + 0.0 try: obj = obj.constraint name = obj.name except AttributeError: name = None self.objective = obj self.objective.name = name self.resolveOK = False
(self, obj)
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38,288
pulp.pulp
setSolver
Sets the Solver for this problem useful if you are using resolve
def setSolver(self, solver=LpSolverDefault): """Sets the Solver for this problem useful if you are using resolve """ self.solver = solver
(self, solver=<pulp.apis.coin_api.PULP_CBC_CMD object at 0x7fae47fd56f0>)
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38,289
pulp.pulp
solve
Solve the given Lp problem. This function changes the problem to make it suitable for solving then calls the solver.actualSolve() method to find the solution :param solver: Optional: the specific solver to be used, defaults to the default solver. Side Effects: - The attributes of the problem object are changed in :meth:`~pulp.solver.LpSolver.actualSolve()` to reflect the Lp solution
def solve(self, solver=None, **kwargs): """ Solve the given Lp problem. This function changes the problem to make it suitable for solving then calls the solver.actualSolve() method to find the solution :param solver: Optional: the specific solver to be used, defaults to the default solver. Side Effects: - The attributes of the problem object are changed in :meth:`~pulp.solver.LpSolver.actualSolve()` to reflect the Lp solution """ if not (solver): solver = self.solver if not (solver): solver = LpSolverDefault wasNone, dummyVar = self.fixObjective() # time it self.startClock() status = solver.actualSolve(self, **kwargs) self.stopClock() self.restoreObjective(wasNone, dummyVar) self.solver = solver return status
(self, solver=None, **kwargs)
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38,290
pulp.pulp
startClock
initializes properties with the current time
def startClock(self): "initializes properties with the current time" self.solutionCpuTime = -clock() self.solutionTime = -time()
(self)
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38,291
pulp.pulp
stopClock
updates time wall time and cpu time
def stopClock(self): "updates time wall time and cpu time" self.solutionTime += time() self.solutionCpuTime += clock()
(self)
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38,292
pulp.pulp
toDict
creates a dictionary from the model with as much data as possible. It replaces variables by variable names. So it requires to have unique names for variables. :return: dictionary with model data :rtype: dict
def toDict(self): """ creates a dictionary from the model with as much data as possible. It replaces variables by variable names. So it requires to have unique names for variables. :return: dictionary with model data :rtype: dict """ try: self.checkDuplicateVars() except const.PulpError: raise const.PulpError( "Duplicated names found in variables:\nto export the model, variable names need to be unique" ) self.fixObjective() variables = self.variables() return dict( objective=dict( name=self.objective.name, coefficients=self.objective.toDict() ), constraints=[v.toDict() for v in self.constraints.values()], variables=[v.toDict() for v in variables], parameters=dict( name=self.name, sense=self.sense, status=self.status, sol_status=self.sol_status, ), sos1=list(self.sos1.values()), sos2=list(self.sos2.values()), )
(self)
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38,293
pulp.pulp
toJson
Creates a json file from the LpProblem information :param str filename: filename to write json :param args: additional arguments for json function :param kwargs: additional keyword arguments for json function :return: None
def toJson(self, filename, *args, **kwargs): """ Creates a json file from the LpProblem information :param str filename: filename to write json :param args: additional arguments for json function :param kwargs: additional keyword arguments for json function :return: None """ with open(filename, "w") as f: json.dump(self.toDict(), f, *args, **kwargs)
(self, filename, *args, **kwargs)
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38,296
pulp.pulp
unusedConstraintName
null
def unusedConstraintName(self): self.lastUnused += 1 while 1: s = "_C%d" % self.lastUnused if s not in self.constraints: break self.lastUnused += 1 return s
(self)
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38,297
pulp.pulp
valid
null
def valid(self, eps=0): for v in self.variables(): if not v.valid(eps): return False for c in self.constraints.values(): if not c.valid(eps): return False else: return True
(self, eps=0)
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38,298
pulp.pulp
variables
Returns the problem variables :return: A list containing the problem variables :rtype: (list, :py:class:`LpVariable`)
def variables(self): """ Returns the problem variables :return: A list containing the problem variables :rtype: (list, :py:class:`LpVariable`) """ if self.objective: self.addVariables(list(self.objective.keys())) for c in self.constraints.values(): self.addVariables(list(c.keys())) self._variables.sort(key=lambda v: v.name) return self._variables
(self)
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38,299
pulp.pulp
variablesDict
null
def variablesDict(self): variables = {} if self.objective: for v in self.objective: variables[v.name] = v for c in list(self.constraints.values()): for v in c: variables[v.name] = v return variables
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38,300
pulp.pulp
writeLP
Write the given Lp problem to a .lp file. This function writes the specifications (objective function, constraints, variables) of the defined Lp problem to a file. :param str filename: the name of the file to be created. :return: variables Side Effects: - The file is created
def writeLP(self, filename, writeSOS=1, mip=1, max_length=100): """ Write the given Lp problem to a .lp file. This function writes the specifications (objective function, constraints, variables) of the defined Lp problem to a file. :param str filename: the name of the file to be created. :return: variables Side Effects: - The file is created """ return mpslp.writeLP( self, filename=filename, writeSOS=writeSOS, mip=mip, max_length=max_length )
(self, filename, writeSOS=1, mip=1, max_length=100)
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38,301
pulp.pulp
writeMPS
Writes an mps files from the problem information :param str filename: name of the file to write :param int mpsSense: :param bool rename: if True, normalized names are used for variables and constraints :param mip: variables and variable renames :return: Side Effects: - The file is created
def writeMPS( self, filename, mpsSense=0, rename=0, mip=1, with_objsense: bool = False ): """ Writes an mps files from the problem information :param str filename: name of the file to write :param int mpsSense: :param bool rename: if True, normalized names are used for variables and constraints :param mip: variables and variable renames :return: Side Effects: - The file is created """ return mpslp.writeMPS( self, filename, mpsSense=mpsSense, rename=rename, mip=mip, with_objsense=with_objsense, )
(self, filename, mpsSense=0, rename=0, mip=1, with_objsense: bool = False)
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38,302
pulp.pulp
FractionElasticSubProblem
Contains the subproblem generated by converting a Fraction constraint numerator/(numerator+complement) = b into an elastic constraint :param name: The name of the elastic subproblem :param penalty: penalty applied for violation (+ve or -ve) of the constraints :param proportionFreeBound: the proportional bound (+ve and -ve) on constraint violation that is free from penalty :param proportionFreeBoundList: the proportional bound on constraint violation that is free from penalty, expressed as a list where [-ve, +ve]
class FractionElasticSubProblem(FixedElasticSubProblem): """ Contains the subproblem generated by converting a Fraction constraint numerator/(numerator+complement) = b into an elastic constraint :param name: The name of the elastic subproblem :param penalty: penalty applied for violation (+ve or -ve) of the constraints :param proportionFreeBound: the proportional bound (+ve and -ve) on constraint violation that is free from penalty :param proportionFreeBoundList: the proportional bound on constraint violation that is free from penalty, expressed as a list where [-ve, +ve] """ def __init__( self, name, numerator, RHS, sense, complement=None, denominator=None, penalty=None, proportionFreeBound=None, proportionFreeBoundList=None, ): subProblemName = f"{name}_elastic_SubProblem" self.numerator = numerator if denominator is None and complement is not None: self.complement = complement self.denominator = numerator + complement elif denominator is not None and complement is None: self.denominator = denominator self.complement = denominator - numerator else: raise const.PulpError( "only one of denominator and complement must be specified" ) self.RHS = RHS self.lowTarget = self.upTarget = None LpProblem.__init__(self, subProblemName, const.LpMinimize) self.freeVar = LpVariable("_free_bound", upBound=0, lowBound=0) self.upVar = LpVariable("_pos_penalty_var", upBound=0, lowBound=0) self.lowVar = LpVariable("_neg_penalty_var", upBound=0, lowBound=0) if proportionFreeBound: proportionFreeBoundList = [proportionFreeBound, proportionFreeBound] if proportionFreeBoundList: upProportionFreeBound, lowProportionFreeBound = proportionFreeBoundList else: upProportionFreeBound, lowProportionFreeBound = (0, 0) # create an objective self += LpAffineExpression() # There are three cases if the constraint.sense is ==, <=, >= if sense in [const.LpConstraintEQ, const.LpConstraintLE]: # create a constraint the sets the upper bound of target self.upTarget = RHS + upProportionFreeBound self.upConstraint = LpFractionConstraint( self.numerator, self.complement, const.LpConstraintLE, self.upTarget, denominator=self.denominator, ) if penalty is not None: self.lowVar.lowBound = None self.objective += -1 * penalty * self.lowVar self.upConstraint += self.lowVar self += self.upConstraint, "_upper_constraint" if sense in [const.LpConstraintEQ, const.LpConstraintGE]: # create a constraint the sets the lower bound of target self.lowTarget = RHS - lowProportionFreeBound self.lowConstraint = LpFractionConstraint( self.numerator, self.complement, const.LpConstraintGE, self.lowTarget, denominator=self.denominator, ) if penalty is not None: self.upVar.upBound = None self.objective += penalty * self.upVar self.lowConstraint += self.upVar self += self.lowConstraint, "_lower_constraint" def findLHSValue(self): """ for elastic constraints finds the LHS value of the constraint without the free variable and or penalty variable assumes the constant is on the rhs """ # uses code from LpFractionConstraint if abs(value(self.denominator)) >= const.EPS: return value(self.numerator) / value(self.denominator) else: if abs(value(self.numerator)) <= const.EPS: # zero divided by zero will return 1 return 1.0 else: raise ZeroDivisionError def isViolated(self): """ returns true if the penalty variables are non-zero """ if abs(value(self.denominator)) >= const.EPS: if self.lowTarget is not None: if self.lowTarget > self.findLHSValue(): return True if self.upTarget is not None: if self.findLHSValue() > self.upTarget: return True else: # if the denominator is zero the constraint is satisfied return False
(name, numerator, RHS, sense, complement=None, denominator=None, penalty=None, proportionFreeBound=None, proportionFreeBoundList=None)
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38,305
pulp.pulp
__init__
null
def __init__( self, name, numerator, RHS, sense, complement=None, denominator=None, penalty=None, proportionFreeBound=None, proportionFreeBoundList=None, ): subProblemName = f"{name}_elastic_SubProblem" self.numerator = numerator if denominator is None and complement is not None: self.complement = complement self.denominator = numerator + complement elif denominator is not None and complement is None: self.denominator = denominator self.complement = denominator - numerator else: raise const.PulpError( "only one of denominator and complement must be specified" ) self.RHS = RHS self.lowTarget = self.upTarget = None LpProblem.__init__(self, subProblemName, const.LpMinimize) self.freeVar = LpVariable("_free_bound", upBound=0, lowBound=0) self.upVar = LpVariable("_pos_penalty_var", upBound=0, lowBound=0) self.lowVar = LpVariable("_neg_penalty_var", upBound=0, lowBound=0) if proportionFreeBound: proportionFreeBoundList = [proportionFreeBound, proportionFreeBound] if proportionFreeBoundList: upProportionFreeBound, lowProportionFreeBound = proportionFreeBoundList else: upProportionFreeBound, lowProportionFreeBound = (0, 0) # create an objective self += LpAffineExpression() # There are three cases if the constraint.sense is ==, <=, >= if sense in [const.LpConstraintEQ, const.LpConstraintLE]: # create a constraint the sets the upper bound of target self.upTarget = RHS + upProportionFreeBound self.upConstraint = LpFractionConstraint( self.numerator, self.complement, const.LpConstraintLE, self.upTarget, denominator=self.denominator, ) if penalty is not None: self.lowVar.lowBound = None self.objective += -1 * penalty * self.lowVar self.upConstraint += self.lowVar self += self.upConstraint, "_upper_constraint" if sense in [const.LpConstraintEQ, const.LpConstraintGE]: # create a constraint the sets the lower bound of target self.lowTarget = RHS - lowProportionFreeBound self.lowConstraint = LpFractionConstraint( self.numerator, self.complement, const.LpConstraintGE, self.lowTarget, denominator=self.denominator, ) if penalty is not None: self.upVar.upBound = None self.objective += penalty * self.upVar self.lowConstraint += self.upVar self += self.lowConstraint, "_lower_constraint"
(self, name, numerator, RHS, sense, complement=None, denominator=None, penalty=None, proportionFreeBound=None, proportionFreeBoundList=None)
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38,327
pulp.pulp
findLHSValue
for elastic constraints finds the LHS value of the constraint without the free variable and or penalty variable assumes the constant is on the rhs
def findLHSValue(self): """ for elastic constraints finds the LHS value of the constraint without the free variable and or penalty variable assumes the constant is on the rhs """ # uses code from LpFractionConstraint if abs(value(self.denominator)) >= const.EPS: return value(self.numerator) / value(self.denominator) else: if abs(value(self.numerator)) <= const.EPS: # zero divided by zero will return 1 return 1.0 else: raise ZeroDivisionError
(self)
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38,333
pulp.pulp
isViolated
returns true if the penalty variables are non-zero
def isViolated(self): """ returns true if the penalty variables are non-zero """ if abs(value(self.denominator)) >= const.EPS: if self.lowTarget is not None: if self.lowTarget > self.findLHSValue(): return True if self.upTarget is not None: if self.findLHSValue() > self.upTarget: return True else: # if the denominator is zero the constraint is satisfied return False
(self)
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38,357
pulp.apis.glpk_api
GLPK_CMD
The GLPK LP solver
class GLPK_CMD(LpSolver_CMD): """The GLPK LP solver""" name = "GLPK_CMD" def __init__( self, path=None, keepFiles=False, mip=True, msg=True, options=None, timeLimit=None, ): """ :param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param float timeLimit: maximum time for solver (in seconds) :param list options: list of additional options to pass to solver :param bool keepFiles: if True, files are saved in the current directory and not deleted after solving :param str path: path to the solver binary """ LpSolver_CMD.__init__( self, mip=mip, msg=msg, timeLimit=timeLimit, options=options, path=path, keepFiles=keepFiles, ) def defaultPath(self): return self.executableExtension(glpk_path) def available(self): """True if the solver is available""" return self.executable(self.path) def actualSolve(self, lp): """Solve a well formulated lp problem""" if not self.executable(self.path): raise PulpSolverError("PuLP: cannot execute " + self.path) tmpLp, tmpSol = self.create_tmp_files(lp.name, "lp", "sol") lp.writeLP(tmpLp, writeSOS=0) proc = ["glpsol", "--cpxlp", tmpLp, "-o", tmpSol] if self.timeLimit: proc.extend(["--tmlim", str(self.timeLimit)]) if not self.mip: proc.append("--nomip") proc.extend(self.options) self.solution_time = clock() if not self.msg: proc[0] = self.path pipe = open(os.devnull, "w") if operating_system == "win": # Prevent flashing windows if used from a GUI application startupinfo = subprocess.STARTUPINFO() startupinfo.dwFlags |= subprocess.STARTF_USESHOWWINDOW rc = subprocess.call( proc, stdout=pipe, stderr=pipe, startupinfo=startupinfo ) else: rc = subprocess.call(proc, stdout=pipe, stderr=pipe) if rc: raise PulpSolverError( "PuLP: Error while trying to execute " + self.path ) pipe.close() else: if os.name != "nt": rc = os.spawnvp(os.P_WAIT, self.path, proc) else: rc = os.spawnv(os.P_WAIT, self.executable(self.path), proc) if rc == 127: raise PulpSolverError( "PuLP: Error while trying to execute " + self.path ) self.solution_time += clock() if not os.path.exists(tmpSol): raise PulpSolverError("PuLP: Error while executing " + self.path) status, values = self.readsol(tmpSol) lp.assignVarsVals(values) lp.assignStatus(status) self.delete_tmp_files(tmpLp, tmpSol) return status def readsol(self, filename): """Read a GLPK solution file""" with open(filename) as f: f.readline() rows = int(f.readline().split()[1]) cols = int(f.readline().split()[1]) f.readline() statusString = f.readline()[12:-1] glpkStatus = { "INTEGER OPTIMAL": constants.LpStatusOptimal, "INTEGER NON-OPTIMAL": constants.LpStatusOptimal, "OPTIMAL": constants.LpStatusOptimal, "INFEASIBLE (FINAL)": constants.LpStatusInfeasible, "INTEGER UNDEFINED": constants.LpStatusUndefined, "UNBOUNDED": constants.LpStatusUnbounded, "UNDEFINED": constants.LpStatusUndefined, "INTEGER EMPTY": constants.LpStatusInfeasible, } if statusString not in glpkStatus: raise PulpSolverError("Unknown status returned by GLPK") status = glpkStatus[statusString] isInteger = statusString in [ "INTEGER NON-OPTIMAL", "INTEGER OPTIMAL", "INTEGER UNDEFINED", "INTEGER EMPTY", ] values = {} for i in range(4): f.readline() for i in range(rows): line = f.readline().split() if len(line) == 2: f.readline() for i in range(3): f.readline() for i in range(cols): line = f.readline().split() name = line[1] if len(line) == 2: line = [0, 0] + f.readline().split() if isInteger: if line[2] == "*": value = int(float(line[3])) else: value = float(line[2]) else: value = float(line[3]) values[name] = value return status, values
(path=None, keepFiles=False, mip=True, msg=True, options=None, timeLimit=None)
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38,360
pulp.apis.glpk_api
actualSolve
Solve a well formulated lp problem
def actualSolve(self, lp): """Solve a well formulated lp problem""" if not self.executable(self.path): raise PulpSolverError("PuLP: cannot execute " + self.path) tmpLp, tmpSol = self.create_tmp_files(lp.name, "lp", "sol") lp.writeLP(tmpLp, writeSOS=0) proc = ["glpsol", "--cpxlp", tmpLp, "-o", tmpSol] if self.timeLimit: proc.extend(["--tmlim", str(self.timeLimit)]) if not self.mip: proc.append("--nomip") proc.extend(self.options) self.solution_time = clock() if not self.msg: proc[0] = self.path pipe = open(os.devnull, "w") if operating_system == "win": # Prevent flashing windows if used from a GUI application startupinfo = subprocess.STARTUPINFO() startupinfo.dwFlags |= subprocess.STARTF_USESHOWWINDOW rc = subprocess.call( proc, stdout=pipe, stderr=pipe, startupinfo=startupinfo ) else: rc = subprocess.call(proc, stdout=pipe, stderr=pipe) if rc: raise PulpSolverError( "PuLP: Error while trying to execute " + self.path ) pipe.close() else: if os.name != "nt": rc = os.spawnvp(os.P_WAIT, self.path, proc) else: rc = os.spawnv(os.P_WAIT, self.executable(self.path), proc) if rc == 127: raise PulpSolverError( "PuLP: Error while trying to execute " + self.path ) self.solution_time += clock() if not os.path.exists(tmpSol): raise PulpSolverError("PuLP: Error while executing " + self.path) status, values = self.readsol(tmpSol) lp.assignVarsVals(values) lp.assignStatus(status) self.delete_tmp_files(tmpLp, tmpSol) return status
(self, lp)
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38,364
pulp.apis.glpk_api
defaultPath
null
def defaultPath(self): return self.executableExtension(glpk_path)
(self)
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38,369
pulp.apis.glpk_api
readsol
Read a GLPK solution file
def readsol(self, filename): """Read a GLPK solution file""" with open(filename) as f: f.readline() rows = int(f.readline().split()[1]) cols = int(f.readline().split()[1]) f.readline() statusString = f.readline()[12:-1] glpkStatus = { "INTEGER OPTIMAL": constants.LpStatusOptimal, "INTEGER NON-OPTIMAL": constants.LpStatusOptimal, "OPTIMAL": constants.LpStatusOptimal, "INFEASIBLE (FINAL)": constants.LpStatusInfeasible, "INTEGER UNDEFINED": constants.LpStatusUndefined, "UNBOUNDED": constants.LpStatusUnbounded, "UNDEFINED": constants.LpStatusUndefined, "INTEGER EMPTY": constants.LpStatusInfeasible, } if statusString not in glpkStatus: raise PulpSolverError("Unknown status returned by GLPK") status = glpkStatus[statusString] isInteger = statusString in [ "INTEGER NON-OPTIMAL", "INTEGER OPTIMAL", "INTEGER UNDEFINED", "INTEGER EMPTY", ] values = {} for i in range(4): f.readline() for i in range(rows): line = f.readline().split() if len(line) == 2: f.readline() for i in range(3): f.readline() for i in range(cols): line = f.readline().split() name = line[1] if len(line) == 2: line = [0, 0] + f.readline().split() if isInteger: if line[2] == "*": value = int(float(line[3])) else: value = float(line[2]) else: value = float(line[3]) values[name] = value return status, values
(self, filename)
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38,397
pulp.apis.gurobi_api
GUROBI
The Gurobi LP/MIP solver (via its python interface) The Gurobi variables are available (after a solve) in var.solverVar Constraints in constraint.solverConstraint and the Model is in prob.solverModel
class GUROBI(LpSolver): """ The Gurobi LP/MIP solver (via its python interface) The Gurobi variables are available (after a solve) in var.solverVar Constraints in constraint.solverConstraint and the Model is in prob.solverModel """ name = "GUROBI" env = None try: sys.path.append(gurobi_path) # to import the name into the module scope global gp import gurobipy as gp except: # FIXME: Bug because gurobi returns # a gurobi exception on failed imports def available(self): """True if the solver is available""" return False def actualSolve(self, lp, callback=None): """Solve a well formulated lp problem""" raise PulpSolverError("GUROBI: Not Available") else: def __init__( self, mip=True, msg=True, timeLimit=None, gapRel=None, warmStart=False, logPath=None, env=None, envOptions=None, manageEnv=False, **solverParams, ): """ :param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param bool warmStart: if True, the solver will use the current value of variables as a start :param str logPath: path to the log file :param gp.Env env: Gurobi environment to use. Default None. :param dict envOptions: environment options. :param bool manageEnv: if False, assume the environment is handled by the user. If ``manageEnv`` is set to True, the ``GUROBI`` object creates a local Gurobi environment and manages all associated Gurobi resources. Importantly, this enables Gurobi licenses to be freed and connections terminated when the ``.close()`` function is called (this function always disposes of the Gurobi model, and the environment):: solver = GUROBI(manageEnv=True) prob.solve(solver) solver.close() # Must be called to free Gurobi resources. # All Gurobi models and environments are freed ``manageEnv=True`` is required when setting license or connection parameters. The ``envOptions`` argument is used to pass parameters to the Gurobi environment. For example, to connect to a Gurobi Cluster Manager:: options = { "CSManager": "<url>", "CSAPIAccessID": "<access-id>", "CSAPISecret": "<api-key>", } solver = GUROBI(manageEnv=True, envOptions=options) solver.close() # Compute server connection terminated Alternatively, one can also pass a ``gp.Env`` object. In this case, to be safe, one should still call ``.close()`` to dispose of the model:: with gp.Env(params=options) as env: # Pass environment as a parameter solver = GUROBI(env=env) prob.solve(solver) solver.close() # Still call `close` as this disposes the model which is required to correctly free env If ``manageEnv`` is set to False (the default), the ``GUROBI`` object uses the global default Gurobi environment which will be freed once the object is deleted. In this case, one can still call ``.close()`` to dispose of the model:: solver = GUROBI() prob.solve(solver) # The global default environment and model remain active solver.close() # Only the global default environment remains active """ self.env = env self.env_options = envOptions if envOptions else {} self.manage_env = False if self.env is not None else manageEnv self.solver_params = solverParams self.model = None self.init_gurobi = False # whether env and model have been initialised LpSolver.__init__( self, mip=mip, msg=msg, timeLimit=timeLimit, gapRel=gapRel, logPath=logPath, warmStart=warmStart, ) # set the output of gurobi if not self.msg: if self.manage_env: self.env_options["OutputFlag"] = 0 else: self.env_options["OutputFlag"] = 0 self.solver_params["OutputFlag"] = 0 def __del__(self): self.close() def close(self): """ Must be called when internal Gurobi model and/or environment requires disposing. The environment (default or otherwise) will be disposed only if ``manageEnv`` is set to True. """ if not self.init_gurobi: return self.model.dispose() if self.manage_env: self.env.dispose() def findSolutionValues(self, lp): model = lp.solverModel solutionStatus = model.Status GRB = gp.GRB # TODO: check status for Integer Feasible gurobiLpStatus = { GRB.OPTIMAL: constants.LpStatusOptimal, GRB.INFEASIBLE: constants.LpStatusInfeasible, GRB.INF_OR_UNBD: constants.LpStatusInfeasible, GRB.UNBOUNDED: constants.LpStatusUnbounded, GRB.ITERATION_LIMIT: constants.LpStatusNotSolved, GRB.NODE_LIMIT: constants.LpStatusNotSolved, GRB.TIME_LIMIT: constants.LpStatusNotSolved, GRB.SOLUTION_LIMIT: constants.LpStatusNotSolved, GRB.INTERRUPTED: constants.LpStatusNotSolved, GRB.NUMERIC: constants.LpStatusNotSolved, } if self.msg: print("Gurobi status=", solutionStatus) lp.resolveOK = True for var in lp._variables: var.isModified = False status = gurobiLpStatus.get(solutionStatus, constants.LpStatusUndefined) lp.assignStatus(status) if model.SolCount >= 1: # populate pulp solution values for var, value in zip( lp._variables, model.getAttr(GRB.Attr.X, model.getVars()) ): var.varValue = value # populate pulp constraints slack for constr, value in zip( lp.constraints.values(), model.getAttr(GRB.Attr.Slack, model.getConstrs()), ): constr.slack = value # put pi and slack variables against the constraints if not model.IsMIP: for var, value in zip( lp._variables, model.getAttr(GRB.Attr.RC, model.getVars()) ): var.dj = value for constr, value in zip( lp.constraints.values(), model.getAttr(GRB.Attr.Pi, model.getConstrs()), ): constr.pi = value return status def available(self): """True if the solver is available""" try: with gp.Env(params=self.env_options): pass except gp.GurobiError as e: warnings.warn(f"GUROBI error: {e}.") return False return True def initGurobi(self): if self.init_gurobi: return else: self.init_gurobi = True
(mip=True, msg=True, options=None, timeLimit=None, *args, **kwargs)
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38,400
pulp.apis.gurobi_api
actualSolve
Solve a well formulated lp problem
def actualSolve(self, lp, callback=None): """Solve a well formulated lp problem""" raise PulpSolverError("GUROBI: Not Available")
(self, lp, callback=None)
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38,409
pulp.apis.gurobi_api
GUROBI_CMD
The GUROBI_CMD solver
class GUROBI_CMD(LpSolver_CMD): """The GUROBI_CMD solver""" name = "GUROBI_CMD" def __init__( self, mip=True, msg=True, timeLimit=None, gapRel=None, gapAbs=None, options=None, warmStart=False, keepFiles=False, path=None, threads=None, logPath=None, mip_start=False, ): """ :param bool mip: if False, assume LP even if integer variables :param bool msg: if False, no log is shown :param float timeLimit: maximum time for solver (in seconds) :param float gapRel: relative gap tolerance for the solver to stop (in fraction) :param float gapAbs: absolute gap tolerance for the solver to stop :param int threads: sets the maximum number of threads :param list options: list of additional options to pass to solver :param bool warmStart: if True, the solver will use the current value of variables as a start :param bool keepFiles: if True, files are saved in the current directory and not deleted after solving :param str path: path to the solver binary :param str logPath: path to the log file """ LpSolver_CMD.__init__( self, gapRel=gapRel, mip=mip, msg=msg, timeLimit=timeLimit, options=options, warmStart=warmStart, path=path, keepFiles=keepFiles, threads=threads, gapAbs=gapAbs, logPath=logPath, ) def defaultPath(self): return self.executableExtension("gurobi_cl") def available(self): """True if the solver is available""" if not self.executable(self.path): return False # we execute gurobi once to check the return code. # this is to test that the license is active result = subprocess.Popen( self.path, stdout=subprocess.PIPE, universal_newlines=True ) out, err = result.communicate() if result.returncode == 0: # normal execution return True # error: we display the gurobi message warnings.warn(f"GUROBI error: {out}.") return False def actualSolve(self, lp): """Solve a well formulated lp problem""" if not self.executable(self.path): raise PulpSolverError("PuLP: cannot execute " + self.path) tmpLp, tmpSol, tmpMst = self.create_tmp_files(lp.name, "lp", "sol", "mst") vs = lp.writeLP(tmpLp, writeSOS=1) try: os.remove(tmpSol) except: pass cmd = self.path options = self.options + self.getOptions() if self.timeLimit is not None: options.append(("TimeLimit", self.timeLimit)) cmd += " " + " ".join([f"{key}={value}" for key, value in options]) cmd += f" ResultFile={tmpSol}" if self.optionsDict.get("warmStart", False): self.writesol(filename=tmpMst, vs=vs) cmd += f" InputFile={tmpMst}" if lp.isMIP(): if not self.mip: warnings.warn("GUROBI_CMD does not allow a problem to be relaxed") cmd += f" {tmpLp}" if self.msg: pipe = None else: pipe = open(os.devnull, "w") return_code = subprocess.call(cmd.split(), stdout=pipe, stderr=pipe) # Close the pipe now if we used it. if pipe is not None: pipe.close() if return_code != 0: raise PulpSolverError("PuLP: Error while trying to execute " + self.path) if not os.path.exists(tmpSol): # TODO: the status should be infeasible here, I think status = constants.LpStatusNotSolved values = reducedCosts = shadowPrices = slacks = None else: # TODO: the status should be infeasible here, I think status, values, reducedCosts, shadowPrices, slacks = self.readsol(tmpSol) self.delete_tmp_files(tmpLp, tmpMst, tmpSol, "gurobi.log") if status != constants.LpStatusInfeasible: lp.assignVarsVals(values) lp.assignVarsDj(reducedCosts) lp.assignConsPi(shadowPrices) lp.assignConsSlack(slacks) lp.assignStatus(status) return status def readsol(self, filename): """Read a Gurobi solution file""" with open(filename) as my_file: try: next(my_file) # skip the objective value except StopIteration: # Empty file not solved status = constants.LpStatusNotSolved return status, {}, {}, {}, {} # We have no idea what the status is assume optimal # TODO: check status for Integer Feasible status = constants.LpStatusOptimal shadowPrices = {} slacks = {} shadowPrices = {} slacks = {} values = {} reducedCosts = {} for line in my_file: if line[0] != "#": # skip comments name, value = line.split() values[name] = float(value) return status, values, reducedCosts, shadowPrices, slacks def writesol(self, filename, vs): """Writes a GUROBI solution file""" values = [(v.name, v.value()) for v in vs if v.value() is not None] rows = [] for name, value in values: rows.append(f"{name} {value}") with open(filename, "w") as f: f.write("\n".join(rows)) return True def getOptions(self): # GUROBI parameters: http://www.gurobi.com/documentation/7.5/refman/parameters.html#sec:Parameters params_eq = dict( logPath="LogFile", gapRel="MIPGap", gapAbs="MIPGapAbs", threads="Threads", ) return [ (v, self.optionsDict[k]) for k, v in params_eq.items() if k in self.optionsDict and self.optionsDict[k] is not None ]
(mip=True, msg=True, timeLimit=None, gapRel=None, gapAbs=None, options=None, warmStart=False, keepFiles=False, path=None, threads=None, logPath=None, mip_start=False)
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