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# PuLP : Python LP Modeler
# Version 1.4.2
# Copyright (c) 2002-2005, Jean-Sebastien Roy (js@jeannot.org)
# Modifications Copyright (c) 2007- Stuart Anthony Mitchell (s.mitchell@auckland.ac.nz)
# $Id:solvers.py 1791 2008-04-23 22:54:34Z smit023 $
# Permission is hereby granted, free of charge, to any person obtaining a
# copy of this software and associated documentation files (the
# "Software"), to deal in the Software without restriction, including
# without limitation the rights to use, copy, modify, merge, publish,
# distribute, sublicense, and/or sell copies of the Software, and to
# permit persons to whom the Software is furnished to do so, subject to
# the following conditions:
# The above copyright notice and this permission notice shall be included
# in all copies or substantial portions of the Software.
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS
# OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
# MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
# IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
# CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
# TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE."""
from .core import LpSolver_CMD, LpSolver, subprocess, PulpSolverError, clock
from .core import glpk_path, operating_system, log
import os
from .. import constants
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
GLPK = GLPK_CMD
# get the glpk name in global scope
glpk = None
class PYGLPK(LpSolver):
"""
The glpk LP/MIP solver (via its python interface)
Copyright Christophe-Marie Duquesne 2012
The glpk variables are available (after a solve) in var.solverVar
The glpk constraints are available in constraint.solverConstraint
The Model is in prob.solverModel
"""
name = "PYGLPK"
try:
# import the model into the global scope
global glpk
import glpk.glpkpi as glpk
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("GLPK: Not Available")
else:
def __init__(
self, mip=True, msg=True, timeLimit=None, epgap=None, **solverParams
):
"""
Initializes the glpk solver.
@param mip: if False the solver will solve a MIP as an LP
@param msg: displays information from the solver to stdout
@param timeLimit: not handled
@param epgap: not handled
@param solverParams: not handled
"""
LpSolver.__init__(self, mip, msg)
if not self.msg:
glpk.glp_term_out(glpk.GLP_OFF)
def findSolutionValues(self, lp):
prob = lp.solverModel
if self.mip and self.hasMIPConstraints(lp.solverModel):
solutionStatus = glpk.glp_mip_status(prob)
else:
solutionStatus = glpk.glp_get_status(prob)
glpkLpStatus = {
glpk.GLP_OPT: constants.LpStatusOptimal,
glpk.GLP_UNDEF: constants.LpStatusUndefined,
glpk.GLP_FEAS: constants.LpStatusOptimal,
glpk.GLP_INFEAS: constants.LpStatusInfeasible,
glpk.GLP_NOFEAS: constants.LpStatusInfeasible,
glpk.GLP_UNBND: constants.LpStatusUnbounded,
}
# populate pulp solution values
for var in lp.variables():
if self.mip and self.hasMIPConstraints(lp.solverModel):
var.varValue = glpk.glp_mip_col_val(prob, var.glpk_index)
else:
var.varValue = glpk.glp_get_col_prim(prob, var.glpk_index)
var.dj = glpk.glp_get_col_dual(prob, var.glpk_index)
# put pi and slack variables against the constraints
for constr in lp.constraints.values():
if self.mip and self.hasMIPConstraints(lp.solverModel):
row_val = glpk.glp_mip_row_val(prob, constr.glpk_index)
else:
row_val = glpk.glp_get_row_prim(prob, constr.glpk_index)
constr.slack = -constr.constant - row_val
constr.pi = glpk.glp_get_row_dual(prob, constr.glpk_index)
lp.resolveOK = True
for var in lp.variables():
var.isModified = False
status = glpkLpStatus.get(solutionStatus, constants.LpStatusUndefined)
lp.assignStatus(status)
return status
def available(self):
"""True if the solver is available"""
return True
def hasMIPConstraints(self, solverModel):
return (
glpk.glp_get_num_int(solverModel) > 0
or glpk.glp_get_num_bin(solverModel) > 0
)
def callSolver(self, lp, callback=None):
"""Solves the problem with glpk"""
self.solveTime = -clock()
glpk.glp_adv_basis(lp.solverModel, 0)
glpk.glp_simplex(lp.solverModel, None)
if self.mip and self.hasMIPConstraints(lp.solverModel):
status = glpk.glp_get_status(lp.solverModel)
if status in (glpk.GLP_OPT, glpk.GLP_UNDEF, glpk.GLP_FEAS):
glpk.glp_intopt(lp.solverModel, None)
self.solveTime += clock()
def buildSolverModel(self, lp):
"""
Takes the pulp lp model and translates it into a glpk model
"""
log.debug("create the glpk model")
prob = glpk.glp_create_prob()
glpk.glp_set_prob_name(prob, lp.name)
log.debug("set the sense of the problem")
if lp.sense == constants.LpMaximize:
glpk.glp_set_obj_dir(prob, glpk.GLP_MAX)
log.debug("add the constraints to the problem")
glpk.glp_add_rows(prob, len(list(lp.constraints.keys())))
for i, v in enumerate(lp.constraints.items(), start=1):
name, constraint = v
glpk.glp_set_row_name(prob, i, name)
if constraint.sense == constants.LpConstraintLE:
glpk.glp_set_row_bnds(
prob, i, glpk.GLP_UP, 0.0, -constraint.constant
)
elif constraint.sense == constants.LpConstraintGE:
glpk.glp_set_row_bnds(
prob, i, glpk.GLP_LO, -constraint.constant, 0.0
)
elif constraint.sense == constants.LpConstraintEQ:
glpk.glp_set_row_bnds(
prob, i, glpk.GLP_FX, -constraint.constant, -constraint.constant
)
else:
raise PulpSolverError("Detected an invalid constraint type")
constraint.glpk_index = i
log.debug("add the variables to the problem")
glpk.glp_add_cols(prob, len(lp.variables()))
for j, var in enumerate(lp.variables(), start=1):
glpk.glp_set_col_name(prob, j, var.name)
lb = 0.0
ub = 0.0
t = glpk.GLP_FR
if not var.lowBound is None:
lb = var.lowBound
t = glpk.GLP_LO
if not var.upBound is None:
ub = var.upBound
t = glpk.GLP_UP
if not var.upBound is None and not var.lowBound is None:
if ub == lb:
t = glpk.GLP_FX
else:
t = glpk.GLP_DB
glpk.glp_set_col_bnds(prob, j, t, lb, ub)
if var.cat == constants.LpInteger:
glpk.glp_set_col_kind(prob, j, glpk.GLP_IV)
assert glpk.glp_get_col_kind(prob, j) == glpk.GLP_IV
var.glpk_index = j
log.debug("set the objective function")
for var in lp.variables():
value = lp.objective.get(var)
if value:
glpk.glp_set_obj_coef(prob, var.glpk_index, value)
log.debug("set the problem matrix")
for constraint in lp.constraints.values():
l = len(list(constraint.items()))
ind = glpk.intArray(l + 1)
val = glpk.doubleArray(l + 1)
for j, v in enumerate(constraint.items(), start=1):
var, value = v
ind[j] = var.glpk_index
val[j] = value
glpk.glp_set_mat_row(prob, constraint.glpk_index, l, ind, val)
lp.solverModel = prob
# glpk.glp_write_lp(prob, None, "glpk.lp")
def actualSolve(self, lp, callback=None):
"""
Solve a well formulated lp problem
creates a glpk 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 glpk")
self.callSolver(lp, callback=callback)
# 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 actualResolve(self, lp, callback=None):
"""
Solve a well formulated lp problem
uses the old solver and modifies the rhs of the modified
constraints
"""
prob = lp.solverModel
log.debug("Resolve the Model using glpk")
for constraint in lp.constraints.values():
i = constraint.glpk_index
if constraint.modified:
if constraint.sense == constants.LpConstraintLE:
glpk.glp_set_row_bnds(
prob, i, glpk.GLP_UP, 0.0, -constraint.constant
)
elif constraint.sense == constants.LpConstraintGE:
glpk.glp_set_row_bnds(
prob, i, glpk.GLP_LO, -constraint.constant, 0.0
)
elif constraint.sense == constants.LpConstraintEQ:
glpk.glp_set_row_bnds(
prob,
i,
glpk.GLP_FX,
-constraint.constant,
-constraint.constant,
)
else:
raise PulpSolverError("Detected an invalid constraint type")
self.callSolver(lp, callback=callback)
# 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
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