1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190
|
# 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, subprocess, PulpSolverError
from .. import constants
import warnings
class XPRESS(LpSolver_CMD):
"""The XPRESS LP solver"""
name = "XPRESS"
def __init__(
self,
mip=True,
msg=True,
timeLimit=None,
gapRel=None,
options=None,
keepFiles=False,
path=None,
maxSeconds=None,
targetGap=None,
heurFreq=None,
heurStra=None,
coverCuts=None,
preSolve=None,
):
"""
Initializes the Xpress solver.
: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 maxSeconds: deprecated for timeLimit
:param targetGap: deprecated for gapRel
:param heurFreq: the frequency at which heuristics are used in the tree search
:param heurStra: heuristic strategy
:param coverCuts: the number of rounds of lifted cover inequalities at the top node
:param preSolve: whether presolving should be performed before the main algorithm
:param options: Adding more options, e.g. options = ["NODESELECTION=1", "HEURDEPTH=5"]
More about Xpress options and control parameters please see
http://tomopt.com/docs/xpress/tomlab_xpress008.php
"""
if maxSeconds:
warnings.warn("Parameter maxSeconds is being depreciated for timeLimit")
if timeLimit is not None:
warnings.warn(
"Parameter timeLimit and maxSeconds passed, using timeLimit"
)
else:
timeLimit = maxSeconds
if targetGap is not None:
warnings.warn("Parameter targetGap is being depreciated for gapRel")
if gapRel is not None:
warnings.warn("Parameter gapRel and epgap passed, using gapRel")
else:
gapRel = targetGap
LpSolver_CMD.__init__(
self,
gapRel=gapRel,
mip=mip,
msg=msg,
timeLimit=timeLimit,
options=options,
path=path,
keepFiles=keepFiles,
heurFreq=heurFreq,
heurStra=heurStra,
coverCuts=coverCuts,
preSolve=preSolve,
)
def defaultPath(self):
return self.executableExtension("optimizer")
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", "prt")
lp.writeLP(tmpLp, writeSOS=1, mip=self.mip)
xpress = subprocess.Popen(
[self.path, lp.name],
shell=True,
stdin=subprocess.PIPE,
universal_newlines=True,
)
if not self.msg:
xpress.stdin.write("OUTPUTLOG=0\n")
xpress.stdin.write("READPROB " + tmpLp + "\n")
if self.timeLimit:
xpress.stdin.write("MAXTIME=%d\n" % self.timeLimit)
targetGap = self.optionsDict.get("gapRel")
if targetGap:
xpress.stdin.write("MIPRELSTOP=%f\n" % targetGap)
heurFreq = self.optionsDict.get("heurFreq")
if heurFreq:
xpress.stdin.write("HEURFREQ=%d\n" % heurFreq)
heurStra = self.optionsDict.get("heurStra")
if heurStra:
xpress.stdin.write("HEURSTRATEGY=%d\n" % heurStra)
coverCuts = self.optionsDict.get("coverCuts")
if coverCuts:
xpress.stdin.write("COVERCUTS=%d\n" % coverCuts)
preSolve = self.optionsDict.get("preSolve")
if preSolve:
xpress.stdin.write("PRESOLVE=%d\n" % preSolve)
for option in self.options:
xpress.stdin.write(option + "\n")
if lp.sense == constants.LpMaximize:
xpress.stdin.write("MAXIM\n")
else:
xpress.stdin.write("MINIM\n")
if lp.isMIP() and self.mip:
xpress.stdin.write("GLOBAL\n")
xpress.stdin.write("WRITEPRTSOL " + tmpSol + "\n")
xpress.stdin.write("QUIT\n")
if xpress.wait() != 0:
raise PulpSolverError("PuLP: Error while executing " + self.path)
status, values = self.readsol(tmpSol)
self.delete_tmp_files(tmpLp, tmpSol)
lp.assignVarsVals(values)
if abs(lp.infeasibilityGap(self.mip)) > 1e-5: # Arbitrary
status = constants.LpStatusInfeasible
lp.assignStatus(status)
return status
@staticmethod
def readsol(filename):
"""Read an XPRESS solution file"""
with open(filename) as f:
for i in range(6):
f.readline()
_line = f.readline().split()
rows = int(_line[2])
cols = int(_line[5])
for i in range(3):
f.readline()
statusString = f.readline().split()[0]
# TODO: check status for Integer Feasible
xpressStatus = {
"Optimal": constants.LpStatusOptimal,
}
if statusString not in xpressStatus:
raise PulpSolverError(
"Unknown status returned by XPRESS: " + statusString
)
status = xpressStatus[statusString]
values = {}
while 1:
_line = f.readline()
if _line == "":
break
line = _line.split()
if len(line) and line[0] == "C":
name = line[2]
value = float(line[4])
values[name] = value
return status, values
|