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Add support for indicator constraints in MPSolver #132

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Add support for indicator constraints in MPSolver #132

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Add support for indicator constraints in MPSolver
pet-mit Jul 12, 2024
f243c06
revert setter
pet-mit Jul 12, 2024
73b8e15
clang-format
pet-mit Jul 12, 2024
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todo + cleanup
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revert bad change
pet-mit Jul 12, 2024
a0e5dfd
use indicator_value
pet-mit Jul 12, 2024
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review
pet-mit Jul 17, 2024
888963d
Update ortools/linear_solver/linear_solver.cc
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Merge branch 'main' into mpsolver_support_indicator_cts
pet-mit Aug 13, 2024
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12 changes: 10 additions & 2 deletions ortools/linear_solver/linear_solver.cc
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Original file line number Diff line number Diff line change
Expand Up @@ -1514,19 +1514,27 @@ MPConstraint* MPSolver::MakeRowConstraint(const LinearRange& range,
MPConstraint* MPSolver::MakeIndicatorConstraint(
double lb, double ub, const std::string& name,
const MPVariable* indicator_variable, bool indicator_value) {
if (!indicator_variable->integer() || indicator_variable->lb() != 0 ||
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To be consistent with e.g MPObjective::SetCoefficient and MPConstraint::SetCoefficient, you'd need the following lines

Although the 2nd line is currently included in the 1st.

DLOG_IF(DFATAL, !interface_->solver_->OwnsVariable(indicator_variable)) << indicator_variable;
if (indicator_variable == nullptr) return nullptr;

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good catch!

indicator_variable->ub() != 1) {
LOG(ERROR) << "Variable " << indicator_variable->name()
<< " is not boolean";
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return nullptr;
}
const int constraint_index = NumConstraints();
MPConstraint* const constraint =
new MPConstraint(constraint_index, lb, ub, name, interface_.get());
// TODO: check that variable is boolean?
constraint->indicator_variable_ = indicator_variable;
constraint->indicator_value_ = indicator_value;
if (!interface_->AddIndicatorConstraint(constraint)) {
LOG(ERROR) << "Solver doesn't support indicator constraints";
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I don't think it's necessary to display a log message here, it's already done in the base version of AddIndicatorConstraint (linear_solver.cc)

virtual bool AddIndicatorConstraint(MPConstraint* const /*ct*/) {
  LOG(ERROR) << "Solver doesn't support indicator constraints.";
  return false;
}

It would be displayed twice. Not terrible, but not great either.

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@pet-mit pet-mit Jul 17, 2024 •
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OK, but then for interfaces that can sometimes handle indicator constraints, sometimes not (for example an interface that can handle MIP or LP problems), we'll have to log the issue before returning "false"

return nullptr;
}
if (constraint_name_to_index_) {
gtl::InsertOrDie(&*constraint_name_to_index_, constraint->name(),
constraint_index);
}
constraints_.push_back(constraint);
constraint_is_extracted_.push_back(false);
interface_->AddIndicatorConstraint(constraint);
return constraint;
}

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3 changes: 3 additions & 0 deletions ortools/linear_solver/linear_solver.h
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Expand Up @@ -445,6 +445,9 @@ class MPSolver {

/// Creates a named indicator constraint with given bounds and given
/// indicator variable.
/// The constraint is active if and only if *indicator_variable has value
/// indicator_value
/// (Only available for MILP problems)
MPConstraint* MakeIndicatorConstraint(double lb, double ub,
const std::string& name,
const MPVariable* indicator_variable,
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