Add support for indicator constraints in MPSolver #132
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Signed-off-by: Peter Mitri <peter.mitri@rte-france.com>
Signed-off-by: Peter Mitri <peter.mitri@rte-france.com>
Signed-off-by: Peter Mitri <peter.mitri@rte-france.com>
Signed-off-by: Peter Mitri <peter.mitri@rte-france.com>
Signed-off-by: Peter Mitri <peter.mitri@rte-france.com>
Signed-off-by: Peter Mitri <peter.mitri@rte-france.com>
flomnes
reviewed
Jul 17, 2024
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| /// Creates a named indicator constraint with given bounds and given | ||
| /// indicator variable. |
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Suggested change
| /// Creates a named indicator constraint with given bounds and given | |
| /// indicator variable. | |
| /// Creates a named indicator constraint with given bounds and given | |
| /// indicator variable. | |
| /// The constraint is active if and only if *indicator_variable has value indicator_value | |
| /// (Only available for MILP problems) |
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| MPConstraint* MPSolver::MakeIndicatorConstraint( | ||
| double lb, double ub, const std::string& name, |
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- This method should fail if the solver doesn't support integer variables
- You can call
MPVariable::integerto check it's an integer variable on the indicator variable, and possibly test it's bounds (0 & 1).
| const int constraint_index = NumConstraints(); | ||
| MPConstraint* const constraint = | ||
| new MPConstraint(constraint_index, lb, ub, name, interface_.get()); | ||
| // TODO: check that variable is boolean? |
flomnes
reviewed
Jul 17, 2024
| } | ||
| constraints_.push_back(constraint); | ||
| constraint_is_extracted_.push_back(false); | ||
| interface_->AddIndicatorConstraint(constraint); |
flomnes
reviewed
Jul 17, 2024
| constraint->indicator_variable_ = indicator_variable; | ||
| constraint->indicator_value_ = indicator_value; | ||
| if (!interface_->AddIndicatorConstraint(constraint)) { | ||
| LOG(ERROR) << "Solver doesn't support indicator constraints"; |
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I don't think it's necessary to display a log message here, it's already done in the base version of AddIndicatorConstraint (linear_solver.cc)
virtual bool AddIndicatorConstraint(MPConstraint* const /*ct*/) {
LOG(ERROR) << "Solver doesn't support indicator constraints.";
return false;
}It would be displayed twice. Not terrible, but not great either.
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OK, but then for interfaces that can sometimes handle indicator constraints, sometimes not (for example an interface that can handle MIP or LP problems), we'll have to log the issue before returning "false"
Co-authored-by: Florian Omnès <florian.omnes@rte-france.com>
flomnes
reviewed
Jul 17, 2024
| MPConstraint* MPSolver::MakeIndicatorConstraint( | ||
| double lb, double ub, const std::string& name, | ||
| const MPVariable* indicator_variable, bool indicator_value) { | ||
| if (!indicator_variable->integer() || indicator_variable->lb() != 0 || |
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To be consistent with e.g MPObjective::SetCoefficient and MPConstraint::SetCoefficient, you'd need the following lines
Although the 2nd line is currently included in the 1st.
DLOG_IF(DFATAL, !interface_->solver_->OwnsVariable(indicator_variable)) << indicator_variable;
if (indicator_variable == nullptr) return nullptr;
flomnes
approved these changes
Jul 18, 2024
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