Repository URL to install this package:
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Version:
1.2.1 ▾
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"""
Copyright 2016 Sascha-Dominic Schnug
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
"""
import numpy as np
import cvxpy.settings as s
from cvxpy.reductions.solution import Solution, failure_solution
from cvxpy.reductions.solvers.conic_solvers.conic_solver import (
ConicSolver, dims_to_solver_dict,)
class CBC(ConicSolver):
""" An interface to the CBC solver
"""
# Solver capabilities.
MIP_CAPABLE = True
SUPPORTED_CONSTRAINTS = ConicSolver.SUPPORTED_CONSTRAINTS
# Map of CBC status to CVXPY status.
STATUS_MAP_MIP = {'solution': s.OPTIMAL,
'relaxation infeasible': s.INFEASIBLE,
'problem proven infeasible': s.INFEASIBLE,
'relaxation abondoned': s.SOLVER_ERROR, # sic
'relaxation abandoned': s.SOLVER_ERROR,
'stopped on user event': s.SOLVER_ERROR,
'stopped on nodes': s.OPTIMAL_INACCURATE,
'stopped on gap': s.OPTIMAL_INACCURATE,
'stopped on time': s.OPTIMAL_INACCURATE,
'stopped on solutions': s.OPTIMAL_INACCURATE,
'linear relaxation unbounded': s.UNBOUNDED,
'unset': s.UNBOUNDED}
STATUS_MAP_LP = {'optimal': s.OPTIMAL,
'primal infeasible': s.INFEASIBLE,
'dual infeasible': s.UNBOUNDED,
'stopped due to errors': s.SOLVER_ERROR,
'stopped by event handler (virtual int '
'ClpEventHandler::event())': s.SOLVER_ERROR}
def name(self):
"""The name of the solver.
"""
return s.CBC
def import_solver(self) -> None:
"""Imports the solver.
"""
from cylp.cy import CyClpSimplex
CyClpSimplex # For flake8
def accepts(self, problem) -> bool:
"""Can Cbc solve the problem?
"""
# TODO check if is matrix stuffed.
if not problem.objective.args[0].is_affine():
return False
for constr in problem.constraints:
if type(constr) not in CBC.SUPPORTED_CONSTRAINTS:
return False
for arg in constr.args:
if not arg.is_affine():
return False
return True
def apply(self, problem):
"""Returns a new problem and data for inverting the new solution.
Returns
-------
tuple
(dict of arguments needed for the solver, inverse data)
"""
data, inv_data = super(CBC, self).apply(problem)
variables = problem.x
data[s.BOOL_IDX] = [int(t[0]) for t in variables.boolean_idx]
data[s.INT_IDX] = [int(t[0]) for t in variables.integer_idx]
return data, inv_data
def invert(self, solution, inverse_data):
"""Returns the solution to the original problem given the inverse_data.
"""
status = solution['status']
if status in s.SOLUTION_PRESENT:
opt_val = solution['value'] + inverse_data[s.OFFSET]
primal_vars = {inverse_data[self.VAR_ID]: solution['primal']}
return Solution(status, opt_val, primal_vars, None, {})
else:
return failure_solution(status)
def solve_via_data(self, data, warm_start: bool, verbose: bool, solver_opts, solver_cache=None):
# Import basic modelling tools of cylp
from cylp.cy import CyClpSimplex
from cylp.py.modeling.CyLPModel import CyLPArray, CyLPModel
c = data[s.C]
b = data[s.B]
A = data[s.A]
dims = dims_to_solver_dict(data[s.DIMS])
n = c.shape[0]
# Problem
model = CyLPModel()
# Variables
x = model.addVariable('x', n)
# Constraints
# eq
model += A[0:dims[s.EQ_DIM], :] * x == CyLPArray(b[0:dims[s.EQ_DIM]])
# leq
leq_start = dims[s.EQ_DIM]
leq_end = dims[s.EQ_DIM] + dims[s.LEQ_DIM]
model += A[leq_start:leq_end, :] * x <= CyLPArray(b[leq_start:leq_end])
# Objective
model.objective = c
# Convert model
model = CyClpSimplex(model)
# No boolean vars available in Cbc -> model as int + restrict to [0,1]
if data[s.BOOL_IDX] or data[s.INT_IDX]:
# Mark integer- and binary-vars as "integer"
model.setInteger(x[data[s.BOOL_IDX]])
model.setInteger(x[data[s.INT_IDX]])
# Restrict binary vars only
idxs = data[s.BOOL_IDX]
n_idxs = len(idxs)
model.setColumnLowerSubset(np.arange(n_idxs, dtype=np.int32),
np.array(idxs, np.int32),
np.zeros(n_idxs))
model.setColumnUpperSubset(np.arange(n_idxs, dtype=np.int32),
np.array(idxs, np.int32),
np.ones(n_idxs))
# Verbosity Clp
if not verbose:
model.logLevel = 0
# Build model & solve
status = None
if data[s.BOOL_IDX] or data[s.INT_IDX]:
# Convert model
cbcModel = model.getCbcModel()
for key, value in solver_opts.items():
setattr(cbcModel, key, value)
# Verbosity Cbc
if not verbose:
cbcModel.logLevel = 0
# cylp: /cylp/cy/CyCbcModel.pyx#L134
# Call CbcMain. Solve the problem using the same parameters used by
# CbcSolver. Equivalent to solving the model from the command line
# using cbc's binary.
cbcModel.solve()
status = cbcModel.status
else:
# cylp: /cylp/cy/CyClpSimplex.pyx
# Run CLP's initialSolve. It does a presolve and uses primal or dual
# Simplex to solve a problem.
status = model.initialSolve()
solution = {}
if data[s.BOOL_IDX] or data[s.INT_IDX]:
solution["status"] = self.STATUS_MAP_MIP[status]
solution["primal"] = cbcModel.primalVariableSolution['x']
solution["value"] = cbcModel.objectiveValue
else:
solution["status"] = self.STATUS_MAP_LP[status]
solution["primal"] = model.primalVariableSolution['x']
solution["value"] = model.objectiveValue
return solution