Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

SCIPBackend: Faster copy, remove_constraint methods #35103

Merged
merged 10 commits into from
Feb 25, 2024
Merged

SCIPBackend: Faster copy, remove_constraint methods #35103

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
10 commits
Select commit Hold shift + click to select a range
3725d35
SCIPBackend.__copy__: Use Model(sourceModel=...) for copying
mkoeppe Jan 4, 2023
1ce89ce
GenericBackend.remove_constraints: Fix handling of int
mkoeppe Aug 23, 2023
74ef63f
SCIPBackend.nrows: Use model.getNConss if constraints are not cached
mkoeppe Jan 4, 2023
e7c4b9a
SCIPBackend.remove_constraints: New, override generic implementation
mkoeppe Jan 4, 2023
6e211ac
SCIPBackend.__copy__: Use origcopy=True
mkoeppe Jan 4, 2023
094beb3
src/sage/numerical/backends/scip_backend.pyx: docstring edit
mkoeppe Feb 15, 2023
2442318
Merge branch 'develop' into t/34890/scipbackend__faster_copy_method
mantepse Feb 17, 2024
e716fb4
Merge pull request #24 from mantepse/numerical/scipbackend__faster_co…
mkoeppe Feb 18, 2024
cfeda27
add doctests, fix typos
mantepse Feb 18, 2024
cc55c9e
Merge pull request #25 from mantepse/numerical/scipbackend__faster_co…
mkoeppe Feb 19, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Jump to
Jump to file
Failed to load files.
Diff view
Diff view
4 changes: 3 additions & 1 deletion src/sage/numerical/backends/generic_backend.pyx
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -434,7 +434,9 @@ cdef class GenericBackend:
sage: p.add_linear_constraint([(0, 3), (1, 2)], None, 6)
sage: p.remove_constraints([0, 1])
"""
if isinstance(constraints, int): self.remove_constraint(constraints)
if isinstance(constraints, int):
self.remove_constraint(constraints)
return

cdef int last = self.nrows() + 1

Expand Down
141 changes: 115 additions & 26 deletions src/sage/numerical/backends/scip_backend.pyx
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -61,6 +61,20 @@ cdef class SCIPBackend(GenericBackend):
def get_constraints(self):
"""
Get all constraints of the problem.

EXAMPLES::

sage: from sage.numerical.backends.generic_backend import get_solver
sage: lp = get_solver(solver="SCIP")
sage: lp.add_variables(3)
2
sage: lp.add_linear_constraint(zip([0, 1, 2], [8, 6, 1]), None, 48)
sage: lp.add_linear_constraint(zip([0, 1, 2], [2, 1.5, 0.5]), None, 8)

sage: lp.get_constraints()
[c1, c2]
sage: lp.row(1) # indirect doctest
([0, 1, 2], [2.0, 1.5, 0.5])
"""
if self.constraints is None:
self.constraints = self.model.getConss()
Expand All @@ -71,10 +85,11 @@ cdef class SCIPBackend(GenericBackend):
Get the model as a pyscipopt Model.

EXAMPLES::
sage: from sage.numerical.backends.generic_backend import get_solver
sage: p = get_solver(solver = "SCIP")
sage: p._get_model()
<pyscipopt.scip.Model object at ...

sage: from sage.numerical.backends.generic_backend import get_solver
sage: p = get_solver(solver = "SCIP")
sage: p._get_model()
<pyscipopt.scip.Model object at ...
"""
return self.model

Expand Down Expand Up @@ -369,6 +384,42 @@ cdef class SCIPBackend(GenericBackend):
self.model.delCons(self.get_constraints()[i])
self.constraints = None

cpdef remove_constraints(self, constraints) noexcept:
r"""
Remove several constraints.

INPUT:

- ``constraints`` -- an iterable containing the indices of the rows to remove

EXAMPLES::

sage: from sage.numerical.backends.generic_backend import get_solver
sage: p = get_solver(solver='SCIP')
sage: p.add_variables(2)
1
sage: p.add_linear_constraint([(0, 2), (1, 3)], None, 6)
sage: p.add_linear_constraint([(0, 3), (1, 2)], None, 6)
sage: p.row(0)
([0, 1], [2.0, 3.0])
sage: p.remove_constraints([0, 1])
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Could you extend this doctest to show the constraints have been removed?

It would also be good to have another doctest showing particular constraints (or just one) have been removed and the remaining are properly set.

Copy link
Member Author

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Good idea, I'll add these tests

sage: p.nrows()
0
"""
if isinstance(constraints, int):
self.remove_constraint(constraints)
return

if self.model.getStatus() != 'unknown':
self.model.freeTransform()
self.constraints = None

all_constraints = self.get_constraints()
to_remove = [all_constraints[i] for i in constraints]
for constraint in to_remove:
self.model.delCons(constraint)
self.constraints = None

cpdef add_linear_constraint(self, coefficients, lower_bound, upper_bound, name=None) noexcept:
"""
Add a linear constraint.
Expand Down Expand Up @@ -528,7 +579,7 @@ cdef class SCIPBackend(GenericBackend):

INPUT:

- ``indices`` (list of integers) -- this list constains the
- ``indices`` (list of integers) -- this list contains the
indices of the constraints in which the variable's
coefficient is nonzero

Expand Down Expand Up @@ -692,6 +743,20 @@ cdef class SCIPBackend(GenericBackend):

EXAMPLES::

sage: # needs sage.graphs
sage: g = graphs.CubeGraph(9)
sage: p = MixedIntegerLinearProgram(solver="SCIP")
sage: p.solver_parameter("limits/gap", 100)
sage: b = p.new_variable(binary=True)
sage: p.set_objective(p.sum(b[v] for v in g))
sage: for v in g:
....: p.add_constraint(b[v]+p.sum(b[u] for u in g.neighbors(v)) <= 1)
sage: p.add_constraint(b[v] == 1) # Force an easy non-0 solution
sage: p.solve() # rel tol 100
1.0
sage: backend = p.get_backend()
sage: backend.best_known_objective_bound() # random
31.0
"""
return self.model.getPrimalbound()

Expand All @@ -713,12 +778,28 @@ cdef class SCIPBackend(GenericBackend):

EXAMPLES::

sage: # needs sage.graphs
sage: g = graphs.CubeGraph(9)
sage: p = MixedIntegerLinearProgram(solver="SCIP")
sage: p.solver_parameter("limits/gap", 100)
sage: b = p.new_variable(binary=True)
sage: p.set_objective(p.sum(b[v] for v in g))
sage: for v in g:
....: p.add_constraint(b[v]+p.sum(b[u] for u in g.neighbors(v)) <= 1)
sage: p.add_constraint(b[v] == 1) # Force an easy non-0 solution
sage: p.solve() # rel tol 100
1.0
sage: backend = p.get_backend()
sage: backend.get_relative_objective_gap() # random
46.99999999999999

TESTS:

Just make sure that the variable *has* been defined, and is not just
undefined::

sage: backend.get_relative_objective_gap() > 1 # needs sage.graphs
True
"""
return self.model.getGap()

Expand Down Expand Up @@ -811,7 +892,26 @@ cdef class SCIPBackend(GenericBackend):
sage: p.add_linear_constraints(2, 2, None)
sage: p.nrows()
2

TESTS::

After calling :meth:`remove_constraints` we know that
`self.constraints is None`. `SCIP` keeps track of the number
of constraints, so we can do the optimization::

sage: from sage.numerical.backends.generic_backend import get_solver
sage: p = get_solver(solver='SCIP')
sage: p.add_variables(2)
1
sage: p.add_linear_constraint([(0, 2), (1, 3)], None, 6)
sage: p.row(0)
([0, 1], [2.0, 3.0])
sage: p.remove_constraints([0])
sage: p.nrows()
0
"""
if self.constraints is None:
return self.model.getNConss()
Comment on lines +913 to +914
Copy link
Collaborator

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Could you add a doctest showing this code path?

return len(self.get_constraints())

cpdef col_name(self, int index) noexcept:
Expand Down Expand Up @@ -870,7 +970,6 @@ cdef class SCIPBackend(GenericBackend):
sage: p.set_variable_type(0,0)
sage: p.is_variable_binary(0)
True

"""
return self.variables[index].vtype() == 'BINARY'

Expand Down Expand Up @@ -1155,27 +1254,10 @@ cdef class SCIPBackend(GenericBackend):
6.0
"""
cdef SCIPBackend cp = type(self)(maximization=self.is_maximization())
cp.model = Model(sourceModel=self.model, origcopy=True)
cp.problem_name(self.problem_name())
for i, v in enumerate(self.variables):
vtype = v.vtype()
cp.add_variable(self.variable_lower_bound(i),
self.variable_upper_bound(i),
binary=vtype == 'BINARY',
continuous=vtype == 'CONTINUOUS',
integer=vtype == 'INTEGER',
obj=self.objective_coefficient(i),
name=self.col_name(i))
assert self.ncols() == cp.ncols()

for i in range(self.nrows()):
coefficients = zip(*self.row(i))
lower_bound, upper_bound = self.row_bounds(i)
name = self.row_name(i)
cp.add_linear_constraint(coefficients,
lower_bound,
upper_bound,
name=name)
assert self.nrows() == cp.nrows()
cp.obj_constant_term = self.obj_constant_term
cp.variables = cp.model.getVars()
return cp

cpdef solver_parameter(self, name, value=None) noexcept:
Expand All @@ -1189,6 +1271,13 @@ cdef class SCIPBackend(GenericBackend):
- ``value`` -- the parameter's value if it is to be defined,
or ``None`` (default) to obtain its current value.

EXAMPLES:

sage: from sage.numerical.backends.generic_backend import get_solver
sage: lp = get_solver(solver="SCIP")
sage: p.solver_parameter("limits/time", 1)
sage: p.solver_parameter("limits/time")
1.0
"""
if value is not None:
if name.lower() == 'timelimit':
Expand Down