Merge branch 'develop' of github.com:ampl/mp into develop

doc/source/components.rst

@@ -168,14 +168,14 @@ NL Writer APIs
 - **NL Writer C++ API** is provided by classes
   `mp::NLSOL`, `mp::NLFeeder2`, `mp::SOLHandler2`.
   See
-  `example </~https://github.com/ampl/mp/blob/develop/nl-writer2/examples/cpp/nlsol_ex.cc>`_
+  `C++ API example </~https://github.com/ampl/mp/blob/develop/nl-writer2/examples/cpp/nlsol_ex.cc>`_
   solving a small non-linear model.
 
 - **NL Writer C API** is provided by structs
   `NLW2_NLSOL_C`, `NLW2_NLFeeder2_C`, `NLW2_SOLHandler2_C`.
   *Currently only linear models are supported.*
   See
-  `example </~https://github.com/ampl/mp/blob/develop/nl-writer2/examples/c/nlsol_ex_c.c>`_
+  `C API example </~https://github.com/ampl/mp/blob/develop/nl-writer2/examples/c/nlsol_ex_c.c>`_
   solving a small linear model.
 
 

include/mp/ampls-cpp-api.h

@@ -19,9 +19,6 @@ extern "C" {
 /// This function is not for the user.
 ///
 /// @param p_be: GurobiBackend etc.
-/// @param slv_opt: a string of solver options
-/// (normally provided in the <solver>_options variable).
-/// Can be \a nullptr.
 /// @return slv on success, otherwise NULL and use AMPLSGetMessages()
 /// (well they can contain warnings in any case).
 AMPLS_MP_Solver* AMPLS__internal__Open(std::unique_ptr<mp::BasicBackend> p_be,

include/mp/backend-base.h

@@ -31,8 +31,6 @@ class BasicBackend : public BasicSolver {
   }
 
   /// Parse solver options such as "outlev=1" from env and argv.
-  /// @param filename_no_ext: basname of the .nl file
-  ///        (or whatever should be the basename of an output .sol file)
   /// @param argv: (remaining part of) vector of cmdline strings
   /// @param flags: 0 or \a Solver::NO_OPTION_ECHO
   virtual
@@ -58,7 +56,7 @@ class BasicBackend : public BasicSolver {
   /// Read NL.
   /// This is also used by the AMPLS C API.
   /// @param opts: 0-terminated list of extra options,
-  /// to be read after the <solver>_options nev var.
+  /// to be read after the [solver]_options nev var.
   /// All model-related options should be here
   /// (obj:.../objno/multiobj, cvt:..., acc:...),
   /// they are not effective after NL input.

include/mp/backend-std.h

@@ -160,7 +160,7 @@ class StdBackend :
   * No API to overload,
   * Impl should check:
   * - feasrelax() returns feasrelax mode
-  * - feasrelax().<methods> give the API
+  * - feasrelax().(methods) give the API
   **/
   DEFINE_STD_FEATURE(FEAS_RELAX)
   ALLOW_STD_FEATURE(FEAS_RELAX, false)
@@ -233,7 +233,7 @@ class StdBackend :
 
   /// Read NL.
   /// @param opts: extra options
-  /// (to be read after <solver>_options env var).
+  /// (to be read after the [solver]_options env var).
   /// All model-related options should be here
   /// (obj:.../objno/multiobj, cvt:..., acc:...).
   void ReadNL(const std::string& nl_filename,

include/mp/expr.h

@@ -686,7 +686,7 @@ class BasicExprFactory : private Alloc {
     exprs_.push_back(0);
     typedef typename ExprType::Impl Impl;
     /// The following cannot overflow.
-    /// Using ::new due to #174
+    /// Using `~new` due to #174
     Impl *impl = (Impl*) new char* [sizeof(Impl) + extra_bytes];
     impl->kind_ = kind;
     exprs_.back() = impl;

include/mp/flat/constr_general.h

@@ -216,7 +216,7 @@ using SOS2Constraint = SOS_1or2_Constraint<2>;
 
 ////////////////////////////////////////////////////////////////////////
 /// Complementarity constraint.
-/// <Expr> complements a variable.
+/// \a Expr complements a variable.
 /// @param Expr: an affine or quadratic functional expression
 template <class Expr>
 class ComplementarityConstraint : public BasicConstraint {

include/mp/flat/constr_keeper.h

@@ -251,7 +251,7 @@ using VarInfoStatic = VarInfoImpl<VarVecStatic>;
 /// Solution check data
 struct SolCheck {
   /// Construct.
-  /// @param chkmode: can be subset of 1+2+4+8+16
+  /// @param chk_mode: can be subset of 1+2+4+8+16
   SolCheck(ArrayRef<double> x,
            const pre::ValueMapDbl& , //duals,
            ArrayRef<double> obj,

include/mp/flat/constr_prepro.h

@@ -335,7 +335,8 @@ class ConstraintPreprocessors {
       }
       con.GetArguments() = arg1;
     }
-    IntegrateNested(con);            // flatten nested
+    if (MPCD( IfPreproNestedAndsOrs() ))
+      IntegrateNested(con);            // flatten nested
   }
 
   template <class PreprocessInfo>
@@ -362,7 +363,8 @@ class ConstraintPreprocessors {
       }
       con.GetArguments() = arg1;
     }
-    IntegrateNested(con);            // flatten nested
+    if (MPCD( IfPreproNestedAndsOrs() ))
+      IntegrateNested(con);            // flatten nested
   }
 
   /// Count N fixed binary vars

include/mp/flat/constr_prop_down.h

@@ -127,8 +127,8 @@ class ConstraintPropagatorsDown {
   }
 
   /// Context of the condition in IfThen.
-  /// @args: [condition, then, else] result variables
-  /// @ctx: context of the overall expression
+  /// @param args: [condition, then, else] result variables
+  /// @param ctx: context of the overall expression
   template <class Array3>
   void PropagateIfThenResultIntoCondition(Array3 args, Context ctx) {
     Context ctx_cond = Context::CTX_MIX;

include/mp/flat/context.h

@@ -5,10 +5,10 @@ namespace mp {
 
 /// Expression context
 ///
-/// <result> <-> <Expression>
-/// CTX_POS: expression is implied by the boolean result
-/// CTX_NEG: expression's negation is implied by the neg result
-/// CTX_MIX: expression is equivalent to the result variable
+/// Considering the relation (result) <-> (Expression):
+/// - CTX_POS: expression is implied by the boolean result
+/// - CTX_NEG: expression's negation is implied by the neg result
+/// - CTX_MIX: expression is equivalent to the result variable
 class Context {
 public:
   /// Possible values

include/mp/flat/converter.h

@@ -921,6 +921,7 @@ class FlatConverter :
     int preprocessAnything_ = 1;
     int preprocessEqualityResultBounds_ = 1;
     int preprocessEqualityBvar_ = 1;
+    int preproNestedAndOrs_ = 1;
 
     int passQuadObj_ = ModelAPIAcceptsQuadObj();
 		int passQuadCon_ = ModelAPIAcceptsQC();
@@ -987,6 +988,10 @@ class FlatConverter :
     GetEnv().AddOption("cvt:pre:eqbinary",
         "0/1*: Preprocess reified equality comparison with a binary variable.",
         options_.preprocessEqualityBvar_, 0, 1);
+    GetEnv().AddOption("cvt:pre:unnest",
+        "0/1*: Inline nested expressions, currently Ands/Ors.",
+        options_.preproNestedAndOrs_, 0, 1);
+
     GetEnv().AddOption("cvt:quadobj passquadobj",
                        ModelAPIAcceptsQuadObj() ?
         "0/1*: Multiply out and pass quadratic objective terms to the solver, "
@@ -1091,6 +1096,11 @@ class FlatConverter :
   bool IfPreproEqBinVar() const
   { return MPCD( CanPreprocess(options_.preprocessEqualityBvar_) ); }
 
+  /// Whether inline nested forall, exists
+  bool IfPreproNestedAndsOrs() const
+  { return MPCD( CanPreprocess(options_.preproNestedAndOrs_) ); }
+
+
   /// Whether we pass quad obj terms to the solver without linearization
   bool IfPassQuadObj() const { return options_.passQuadObj_; }
 

include/mp/flat/redef/MIP/cond_ineq.h

@@ -29,7 +29,7 @@ class Cond_LE_LT_GT_GE_Converter_MIP :
   static constexpr int kind_input = AlgCon::kind();
 
   /// Convert in positive context:
-  /// resvar==1 --> <body> (cmp) <rhs>
+  /// resvar==1 --> (body) (cmp) (rhs)
   void ConvertCtxPos(const ItemType& cc, int ) {
     constexpr auto kind_output =               // output comparison is <= or >=
         ( kind_input>0 ) ? 1 : -1;             // even for < or >
@@ -44,7 +44,7 @@ class Cond_LE_LT_GT_GE_Converter_MIP :
   }
 
   /// Convert in negative context:
-  /// resvar==0 --> (body) (!cmp) <rhs>
+  /// resvar==0 --> (body) (!cmp) (rhs)
   void ConvertCtxNeg(const ItemType& cc, int ) {
     constexpr auto kind_output =               // output comparison is <= or >=
         ( kind_input>0 ) ? -1 : 1;             // even for < or >

include/mp/flat/redef/MIP/converter_mip.h

@@ -1,6 +1,8 @@
 #ifndef MP2MIP_H
 #define MP2MIP_H
 
+#include <climits>
+
 #include "mp/flat/converter.h"
 #include "mp/flat/redef/MIP/redefs_mip_std.h"
 #include "mp/flat/redef/encodings.h"
@@ -267,7 +269,7 @@ class MIPFlatConverter
   /// @return true if don't need UEnc for var
   bool DontNeedEqEncForVar(int var, const SingleVarEqConstMap& map) {
     double dom_rng = MPCD(ub(var))-MPCD(lb(var))+1;
-    if (3 * map.size()   // Use UEnc if we have >1/3 of the domain values
+    if (options_.NoUEncPosCtxRatio_ * map.size()   // Use UEnc if >
         > dom_rng)
       return false;
     int nNegCtx = 0;
@@ -279,7 +281,7 @@ class MIPFlatConverter
     }  // When up to 1 value in negative ctx, allow indicators.
     // Example:
     // x==5 ==> ...
-    return nNegCtx <= 1;
+    return nNegCtx <= options_.NoUEncNegCtxMax_;
   }
 
   /// Manually convert all comparisons for this variable
@@ -356,6 +358,8 @@ class MIPFlatConverter
     double bigM_default_ { -1 };
     double PLApproxRelTol_ { 1e-2 };
     double PLApproxDomain_ { 1e6 };
+    double NoUEncPosCtxRatio_ { 0.0 };
+    int NoUEncNegCtxMax_ { 1 };
   };
   Options options_;
 
@@ -379,6 +383,19 @@ class MIPFlatConverter
                        "For piecewise-linear approximated functions, both arguments and result "
                        "are bounded to +-[pladomain]. Default 1e6.",
                        options_.PLApproxDomain_, 0.0, 1e100);
+    this->GetEnv().AddOption("cvt:uenc:ratio uenc:ratio",
+                       "Min ratio (ub-lb)/Nvalues to skip unary encoding "
+                       "for a variable x, where Nvalues is the number of constants "
+                       "used in conditional comparisons x==const. Instead, "
+                       "indicator constraints (or big-Ms) are used, if "
+                       "uenc:negctx also applies. Default 0.",
+                       options_.NoUEncPosCtxRatio_, 0.0, 1e100);
+    this->GetEnv().AddOption("cvt:uenc:negctx:max uenc:negctx:max uenc:negctx",
+                       "If cvt:uenc:ratio applies, max number of constants "
+                       "in comparisons x==const in negative context "
+                       "(equivalently, x!=const in positive context) to skip "
+                       "UEnc(x). Default 1.",
+                       options_.NoUEncNegCtxMax_, 0, INT_MAX);
   }
 };
 

include/mp/flat/redef/conic/cones.h

@@ -289,7 +289,6 @@ class Convert1QC : public MCKeeper<MCType> {
   /// Considering const>=0.
   /// Accept non-(+-1) coefficients.
   ///
-  /// @param body: linear constraint body.
   /// @param sens: -1 for <=, 1 for >=.
   /// @param rhs: constraint's rhs.
   ///
@@ -680,7 +679,6 @@ class Convert1ExpC : public MCKeeper<MCType> {
   ///
   /// Accept non-(+-1) coefficients.
   ///
-  /// @param body: linear constraint body.
   /// @param sens: -1 for <=, 1 for >=.
   /// @param rhs: constraint's rhs.
   ///

include/mp/nl-header-c.h

@@ -329,7 +329,7 @@ typedef struct NLHeader_C {
 
 
 /// Default NLHeader_C
-NLHeader_C MakeNLHeader_C_Default();
+NLHeader_C MakeNLHeader_C_Default(void);
 
 
 #ifdef __cplusplus

include/mp/solver-opt.h

@@ -801,7 +801,7 @@ class SolverOptionManager {
 };
 
 
-/// Stored option <bool>.
+/// Stored option &lt;bool&gt;.
 /// Can only be set to True.
 template <>
 class SolverOptionManager::StoredOption<bool>

include/mp/valcvt-base.h

@@ -45,9 +45,9 @@ Array CreateArray(Param ) { return Array{}; }
 /// When IsSingleKey(), the map only has a single array (at key 0),
 /// accessible via ().
 ///
-/// @param Array: the type of array stored (std::vector<int> / <double>),
+/// @param Array: the type of array stored (std::vector(int) / (double)),
 ///         or ValueNode.
-/// @param Param: type of parameter to call CreateArray<Array>(Param)
+/// @param Param: type of parameter to call CreateArray &lt; Array &gt; (Param)
 ///         when we need to create a mapped value.
 template <class Array, class Param=int>
 class ValueMap {

nl-writer2/examples/c/nlsol_ex_c_model.c

@@ -5,7 +5,7 @@
 
 #include "nlsol_ex_c_model.h"
 
-CAPIExample MakeCAPIExample_Linear_01() {
+CAPIExample MakeCAPIExample_Linear_01(void) {
   /// Variables.
   /// Put y first because continuous variables
   /// come before integer ones.
@@ -38,6 +38,17 @@ CAPIExample MakeCAPIExample_Linear_01() {
   static const SparseEntry obj_linpart[]
       = { {0, 13}, {1, 1.0} };
 
+  static const double ini_x[] = {30.15, 15.11};
+  static const double ini_y[] = {-10, -120};
+
+  static const SparseEntry suf_val[] = {{0, 5.3}};
+
+  static int n_suf = 1;
+  static const Suffix suf[] = {
+    {"zork", 1+4,   // constraints, float-valued
+     1, suf_val}
+  };
+
   /// Solution
   static double sol_dual[] = {NAN, NAN};
   static double sol_primal[] = {NAN, NAN};
@@ -66,6 +77,12 @@ CAPIExample MakeCAPIExample_Linear_01() {
     .n_obj_nz = 2,
     .obj_name = "TotalSum",
 
+    .ini_x = ini_x,
+    .ini_y = ini_y,
+
+    .n_suf = n_suf,
+    .suf = suf,
+
     .binary_nl = 1,
 
     .sol_dual_ = sol_dual,
@@ -98,5 +115,5 @@ void PrintSolution_C(CAPIExample* pex, const char* stub) {
            pex->var_name[i], pex->sol_primal_[i]);
 
   printf("\nObjno used: %d, solve_result_num: %d\n",
-         pex->objno_, pex->solve_code_);
+         pex->objno_+1, pex->solve_code_);
 }

nl-writer2/examples/c/nlsol_ex_c_model.h

@@ -26,12 +26,16 @@ subj to C3:
        22*x + 14536*y <= 3e5;
 
 ## Initial guess
-let x := 1.5;
-let y := 0.11;
+let x := 30.15;
+let y := 15.11;
+
+## Dual initial guess
+let C2 := -10;
+let C3 := -120;
 
 ## A suffix
 suffix zork;
-let C2.zork := 5;
+let C2.zork := 5.3;
 
  *
  */
@@ -44,6 +48,15 @@ typedef struct SparseEntry {
 } SparseEntry;
 
 
+/// Suffix
+typedef struct Suffix {
+  const char* name_;
+  int kind_;
+  int n_val_;
+  const SparseEntry* values_;   // store double's always
+} Suffix;
+
+
 /// C API example data
 typedef struct CAPIExample {
   const int n_var;
@@ -97,6 +110,15 @@ typedef struct CAPIExample {
   int n_obj_nz;
   const char* obj_name;
 
+  /// Primal initial guess (dense vector).
+  const double* ini_x;
+  /// Primal dual guess (dense vector).
+  const double* ini_y;
+
+  /// Suffixes.
+  int n_suf;
+  const Suffix* suf;
+
   /// Some technical stuff
   int binary_nl;
 
@@ -109,7 +131,7 @@ typedef struct CAPIExample {
 } CAPIExample;
 
 /// Create linear example data
-CAPIExample MakeCAPIExample_Linear_01();
+CAPIExample MakeCAPIExample_Linear_01(void);
 
 /// Destroy linear example data
 void DestroyCAPIExample_Linear_01(CAPIExample* );