Add support for semi-continuous and semi-integer vars #3
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jeromepl
commented
Apr 16, 2023
test/mip_test.rb
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Comment on lines
115
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| def test_semi_contious_mip | ||
| skip unless Opt.solvers[Opt.default_solvers[:mip]].supports_semi_continuous_variables? | ||
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| x1 = Opt::SemiContinuousVariable.new(1.., "x1") | ||
| x2 = Opt::SemiContinuousVariable.new(2.., "x2") | ||
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| prob = Opt::Problem.new | ||
| prob.add(3 * x1 + 2 * x2 >= 60) | ||
| prob.minimize(8 * x1 + 6 * x2) | ||
| res = prob.solve | ||
| assert_equal :optimal, res[:status] | ||
| assert_in_delta 160, res[:objective] | ||
| assert_equal 20, x1.value | ||
| assert_kind_of Float, x1.value | ||
| assert_in_delta 0, x2.value | ||
| assert_kind_of Float, x2.value | ||
| end |
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Tested by comparing with scipy:
from scipy import optimize
optimize.milp([8, 6],
constraints=optimize.LinearConstraint([3, 2], lb=60),
bounds=optimize.Bounds(lb=[1, 2]),
integrality=[2, 2])
jeromepl
commented
Apr 16, 2023
test/mip_test.rb
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Comment on lines
133
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| def test_semi_integer_mip | ||
| skip unless Opt.solvers[Opt.default_solvers[:mip]].supports_semi_continuous_variables? | ||
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| x1 = Opt::SemiIntegerVariable.new(1.., "x1") | ||
| x2 = Opt::SemiIntegerVariable.new(2.., "x2") | ||
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| prob = Opt::Problem.new | ||
| prob.add(3 * x1 + 2 * x2 >= 70) | ||
| prob.minimize(8 * x1 + 6 * x2) | ||
| res = prob.solve | ||
| assert_equal :optimal, res[:status] | ||
| assert_in_delta 188, res[:objective] | ||
| assert_equal 22, x1.value | ||
| assert_kind_of Integer, x1.value | ||
| assert_in_delta 2, x2.value | ||
| assert_kind_of Integer, x2.value | ||
| end |
There was a problem hiding this comment.
Tested by comparing with scipy:
from scipy import optimize
optimize.milp([8, 6],
constraints=optimize.LinearConstraint([3, 2], lb=70),
bounds=optimize.Bounds(lb=[1, 2]),
integrality=[3, 3])
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Hey @jeromepl, thanks for the PR. Looks really great! Two small notes:
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@ankane Agreed and done! |
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Awesome, thanks! Will push a new release later tonight. |
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Adds support for semi-continuous and semi-integer variables for the HiGHS solver (the only solver at this point which support these types of variables natively)
Useful for problems where a value can be either 0 or must be greater than or equal to some minimum value.
Closes #2