ort_solver.py

"""
This module is used as an interface to call the OR-Tools solver for
solving (mixed-integer) linear programming problems.
"""

from ortools.linear_solver import pywraplp

import numpy as np
import warnings
import time
from .lp import Solution


def solve(formula, display=True, export=False, params={}):

    try:
        if formula.qmat:
            warnings.warn('SOC constriants are ignored in the LP solver. ')
    except AttributeError:
        pass

    obj = formula.obj.flatten()
    linear = formula.linear
    sense = formula.sense
    const = formula.const
    ub = formula.ub
    lb = formula.lb
    vtype = formula.vtype

    if all(vtype == 'C'):
        solver = pywraplp.Solver.CreateSolver('GLOP')
    else:
        solver = pywraplp.Solver.CreateSolver('SCIP')

    row, col = linear.shape

    xs = [solver.NumVar(lb[i], ub[i], 'x' + str(i)) if vtype[i] == 'C' else
          solver.IntVar(0, 1, 'x' + str(i)) if vtype[i] == 'B' else
          solver.IntVar(lb[i], ub[i], 'x' + str(i)) for i in range(col)]

    solver.Minimize(sum([obj[i] * xs[i] for i in range(col)]))

    for j in range(row):
        indices = linear[j].indices
        coeff = linear[j].data
        nz = len(indices)
        if sense[j] == 1:
            solver.Add(sum([coeff[i] * xs[indices[i]]
                            for i in range(nz)]) == const[j])
        else:
            solver.Add(sum([coeff[i] * xs[indices[i]]
                            for i in range(nz)]) <= const[j])

    if display:
        print('Being solved by OR-Tools...', flush=True)
        time.sleep(0.2)
    t0 = time.time()
    status = solver.Solve()
    stime = time.time() - t0
    if display:
        print('Solution status: {0}'.format(status))
        print('Running time: {0:0.4f}s'.format(stime))

    if status == pywraplp.Solver.OPTIMAL:
        x_sol = np.array([xs[i].solution_value() for i in range(col)])
        solution = Solution(solver.Objective().Value(), x_sol, status)
    else:
        warnings.warn('No feasible solution can be found.')
        solution = None

    return solution