Merge pull request #3363 from WimVanRoy/add_gurobi_pool_output

Add Gurobi pool output.
casadi · Sep 6, 2023 · 7f8f055 · 7f8f055
2 parents 0292729 + ff62d28
commit 7f8f055
Show file tree

Hide file tree

Showing 2 changed files with 30 additions and 0 deletions.
diff --git a/casadi/interfaces/gurobi/gurobi_interface.cpp b/casadi/interfaces/gurobi/gurobi_interface.cpp
@@ -159,6 +159,8 @@ namespace casadi {
     casadi_assert(!flag && m->env, "Failed to create GUROBI environment. Flag: " + str(flag)
       + ":" + GRBgeterrormsg(m->env));
 
+    m->pool_sol_nr = 0;
+
     m->sos_weights = sos_weights_;
     m->sos_beg = sos_beg_;
     m->sos_ind = sos_ind_;
@@ -515,6 +517,27 @@ namespace casadi {
         }
       }
 
+      // Get solutions from solution pool
+      flag = GRBgetintattr(model, GRB_INT_ATTR_SOLCOUNT, &(m->pool_sol_nr));
+      if (!flag && m->pool_sol_nr > 0) {
+        m->pool_obj_vals = std::vector<double>(m->pool_sol_nr, casadi::nan);
+        for (int idx = 0; idx < m->pool_sol_nr; ++idx) {
+          double x_pool[nx_];
+
+          flag = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_SOLUTIONNUMBER, idx);
+          if (!flag) flag = GRBgetdblattr(model, GRB_DBL_ATTR_POOLOBJVAL, &(m->pool_obj_vals[idx]));
+          if (!flag) flag = GRBgetdblattrarray(model, GRB_DBL_ATTR_XN, 0, nx_, x_pool);
+
+          if (flag) {
+            m->pool_obj_vals[idx] = casadi::nan;
+            std::fill_n(x_pool, nx_, casadi::nan);
+          }
+
+          std::vector<double> x_pool_vec(x_pool, x_pool+nx_);
+          m->pool_solutions.push_back(x_pool_vec);
+        }
+      }
+
       // Free memory
       GRBfreemodel(model);
       m->fstats.at("postprocessing").toc();
@@ -532,6 +555,9 @@ namespace casadi {
     Dict stats = Conic::get_stats(mem);
     auto m = static_cast<GurobiMemory*>(mem);
     stats["return_status"] = return_status_string(m->return_status);
+    stats["pool_sol_nr"] = m->pool_sol_nr;
+    stats["pool_obj_val"] = m->pool_obj_vals;
+	  stats["pool_solutions"] = m->pool_solutions;
     return stats;
   }
 

diff --git a/casadi/interfaces/gurobi/gurobi_interface.hpp b/casadi/interfaces/gurobi/gurobi_interface.hpp
@@ -52,6 +52,10 @@ namespace casadi {
 
     int return_status;
 
+    int pool_sol_nr;
+    std::vector<double> pool_obj_vals;
+    std::vector<std::vector<double>> pool_solutions;
+
     // SOS structure
     std::vector<double> sos_weights;
     std::vector<int> sos_beg;