Added support for partial MIP starts (#203) on all supported solvers.

ampl · Apr 26, 2023 · bdec071 · bdec071
1 parent 7f40432
commit bdec071
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Showing 7 changed files with 128 additions and 17 deletions.
diff --git a/solvers/cbcmp/cbcmpbackend.cc b/solvers/cbcmp/cbcmpbackend.cc
@@ -1049,11 +1049,35 @@ void CbcmpBackend::SetBasis(SolutionBasis basis) {
   lp()->solver_->setBasisStatus(varstt.data(), constt.data());
 }
 
+void CbcmpBackend::AddPrimalDualStart(Solution sol0_unpres) {
+  if (IsMIP()) return;
+  auto mv = GetValuePresolver().PresolveSolution(
+    { sol0_unpres.primal, sol0_unpres.dual });
+  auto x0 = mv.GetVarValues()();
+  auto pi0 = mv.GetConValues()(CG_Linear);
+  lp()->solver_->setColSolution(x0.data());
+  lp()->solver_->setRowPrice(pi0.data());
+}
 
-void CbcmpBackend::AddMIPStart(ArrayRef<double> x0,
-															 ArrayRef<int> sparsity) {
-  //CBCMP_CCALL(CBCMP_AddMipStart(lp(), NumVars(), NULL, const_cast<double*>(x0.data())));
 
+void CbcmpBackend::AddMIPStart(ArrayRef<double> x0_unpres,
+															 ArrayRef<int> sparsity_unpres) {
+
+  auto mv = GetValuePresolver().PresolveSolution({ x0_unpres });
+  auto ms = GetValuePresolver().PresolveGenericInt({ sparsity_unpres });
+  auto x0 = mv.GetVarValues()();
+  auto s0 = ms.GetVarValues()();
+  std::vector<int> idx;                 // Create sparse vector
+  idx.reserve(x0.size());
+  std::vector<double> val;
+  val.reserve(x0.size());
+  for (int i = 0; i < (int)x0.size(); ++i) {
+    if (s0[i]) {
+      idx.push_back(i);
+      val.push_back(x0[i]);
+    }
+  }
+  Cbc_setMIPStartI(lp(), val.size(), idx.data(), x0.data());
 }
 
 

diff --git a/solvers/cbcmp/cbcmpbackend.h b/solvers/cbcmp/cbcmpbackend.h
@@ -62,21 +62,24 @@ class CbcmpBackend :
   SolutionBasis GetBasis() override;
   void SetBasis(SolutionBasis) override;
 
+
+  /**
+  * General warm start, e.g.,
+  * set primal/dual initial guesses for continuous case
+  **/
+  ALLOW_STD_FEATURE(WARMSTART, true)
+  void AddPrimalDualStart(Solution sol0) override;
   /**
   * MIP warm start
   **/
-  // TODO If MIP warm start is supported, implement the function below
-  // to set a non-presolved starting solution
-  ALLOW_STD_FEATURE(MIPSTART, false)
+  ALLOW_STD_FEATURE(MIPSTART, true)
 	void AddMIPStart(ArrayRef<double> x0,
 									 ArrayRef<int> sparsity) override;
 
 
  /**
   * Get MIP Gap
   **/
-  // TODO Implement to return MIP gap
-  // (adds option mip:return_gap)
   ALLOW_STD_FEATURE(RETURN_MIP_GAP, false)
   double MIPGap() override;
   double MIPGapAbs() override;

diff --git a/solvers/copt/coptbackend.cc b/solvers/copt/coptbackend.cc
@@ -204,7 +204,6 @@ void CoptBackend::DoWriteProblem(const std::string& name) {
 }
 
 
-
 void CoptBackend::SetInterrupter(mp::Interrupter *inter) {
   inter->SetHandler(InterruptCopt, lp());
 }
@@ -846,11 +845,34 @@ ArrayRef<double> CoptBackend::DRay() {
 }
 
 
+void CoptBackend::AddPrimalDualStart(Solution sol0_unpres) {
+  if (IsMIP())
+    return;
+  auto mv = GetValuePresolver().PresolveSolution(
+    { sol0_unpres.primal, sol0_unpres.dual });
+  auto x0 = mv.GetVarValues()();
+  auto pi0 = mv.GetConValues()(CG_Linear);
+  COPT_CCALL(COPT_SetLpSolution(lp(), x0.data(), nullptr, pi0.data(), nullptr));
 
-void CoptBackend::AddMIPStart(
-		ArrayRef<double> x0, ArrayRef<int> sparsity) {
-  COPT_CCALL(COPT_AddMipStart(lp(), NumVars(), NULL, const_cast<double*>(x0.data())));
+}
 
+void CoptBackend::AddMIPStart(
+		ArrayRef<double> x0_unpres, ArrayRef<int> sparsity_unpres) {
+  auto mv = GetValuePresolver().PresolveSolution({ x0_unpres });
+  auto ms = GetValuePresolver().PresolveGenericInt({ sparsity_unpres });
+  auto x0 = mv.GetVarValues()();
+  auto s0 = ms.GetVarValues()();
+  std::vector<int> idx;                 // Create sparse vector
+  idx.reserve(x0.size());
+  std::vector<double> val;
+  val.reserve(x0.size());
+  for (int i = 0; i < (int)x0.size(); ++i) {
+    if (s0[i]) {
+      idx.push_back(i);
+      val.push_back(x0[i]);
+    }
+  }
+  COPT_CCALL(COPT_AddMipStart(lp(), val.size(), idx.data(), const_cast<double*>(val.data())));
 }
 
 

diff --git a/solvers/copt/coptbackend.h b/solvers/copt/coptbackend.h
@@ -57,8 +57,15 @@ class CoptBackend :
   void SetBasis(SolutionBasis) override;
 
   /**
-* MIP warm start
-**/
+  * General warm start, e.g.,
+  * set primal/dual initial guesses for continuous case
+  **/
+  ALLOW_STD_FEATURE(WARMSTART, true)
+  void AddPrimalDualStart(Solution sol0) override;
+
+  /**
+  * MIP warm start
+  **/
   ALLOW_STD_FEATURE(MIPSTART, true)
 	void AddMIPStart(ArrayRef<double> x0,
 									 ArrayRef<int> sparsity) override;

diff --git a/solvers/cplexmp/cplexmpbackend.cc b/solvers/cplexmp/cplexmpbackend.cc
@@ -268,6 +268,39 @@ namespace mp {
     VarConStatii(varstt, constt);
   }
 
+  /*
+  void CplexBackend::AddPrimalDualStart(Solution sol0_unpres) {
+    if (IsMIP())
+      return;
+    auto mv = GetValuePresolver().PresolveSolution(
+      { sol0_unpres.primal, sol0_unpres.dual });
+    auto x0 = mv.GetVarValues()();
+    auto pi0 = mv.GetConValues()(CG_Linear);
+    
+    //COPT_CCALL(COPT_SetLpSolution(lp(), x0.data(), nullptr, pi0.data(), nullptr));
+
+  }*/
+
+  void CplexBackend::AddMIPStart(
+    ArrayRef<double> x0_unpres, ArrayRef<int> sparsity_unpres) {
+    auto mv = GetValuePresolver().PresolveSolution({ x0_unpres });
+    auto ms = GetValuePresolver().PresolveGenericInt({ sparsity_unpres });
+    auto x0 = mv.GetVarValues()();
+    auto s0 = ms.GetVarValues()();
+    std::vector<int> idx;                 // Create sparse vector
+    idx.reserve(x0.size());
+    std::vector<double> val;
+    val.reserve(x0.size());
+    for (int i = 0; i < (int)x0.size(); ++i) {
+      if (s0[i]) {
+        idx.push_back(i);
+        val.push_back(x0[i]);
+      }
+    }
+    int beg[2] = { 0, val.size() };
+    CPLEX_CALL(CPXaddmipstarts(env(), lp(), 1, val.size(), beg, idx.data(), val.data(), 0, nullptr));
+  }
+
 ArrayRef<double> CplexBackend::PrimalSolution() {
   int num_vars = NumVars();
   std::vector<double> x(num_vars);

diff --git a/solvers/cplexmp/cplexmpbackend.h b/solvers/cplexmp/cplexmpbackend.h
@@ -65,6 +65,17 @@ class CplexBackend :
   ArrayRef<int> ConStatii();
   ArrayRef<int> VarStatii();
   void VarConStatii(ArrayRef<int>, ArrayRef<int>);
+  /**
+  * General warm start, e.g.,
+  * set primal/dual initial guesses for continuous case
+  **/
+  //ALLOW_STD_FEATURE(WARMSTART, true)
+  //void AddPrimalDualStart(Solution sol0) override;
+  /**
+  * Specifically, MIP warm start
+  **/
+  ALLOW_STD_FEATURE(MIPSTART, true)
+  void AddMIPStart(ArrayRef<double> x0, ArrayRef<int> s0) override;
 
 
   ALLOW_STD_FEATURE(IIS, true)

diff --git a/solvers/xpress/xpressbackend.cc b/solvers/xpress/xpressbackend.cc
@@ -2572,11 +2572,22 @@ void XpressmpBackend::AddPrimalDualStart(Solution sol0_unpres) {
 }
 
 void XpressmpBackend::AddMIPStart(
-		ArrayRef<double> x0_unpres, ArrayRef<int> sparsity) {
+		ArrayRef<double> x0_unpres, ArrayRef<int> s0_unpres) {
   auto mv = GetValuePresolver().PresolveSolution({ x0_unpres });
+  auto ms = GetValuePresolver().PresolveGenericInt({ s0_unpres });
   auto x0 = mv.GetVarValues()();
-  int status;
-  XPRSaddmipsol(lp(), NumVars(), x0.data(), nullptr, nullptr);
+  auto s0 = ms.GetVarValues()();
+  std::vector<int> idx;                 // Create sparse vector
+  idx.reserve(x0.size());
+  std::vector<double> val;
+  val.reserve(x0.size());
+  for (int i = 0; i < (int)x0.size(); ++i) {
+    if (s0[i]) {
+      idx.push_back(i);
+      val.push_back(x0[i]);
+    }
+  }
+  XPRSaddmipsol(lp(), x0.size(), x0.data(), idx.data(), nullptr);
 }
 
 void XpressmpBackend::xpdisplay(XPRSprob prob, void* data, const char* ch, int n, int msglvl)