Merge branch 'master' into rs/highs

Author: tuliotoffolo

README.md

@@ -41,7 +41,7 @@ Some of the main features of MIP are:
   different solvers are handled by Python-MIP and you write only one
   solver independent code;
 
-* written in modern [typed](https://docs.python.org/3/library/typing.html) Python 3 (requires Python 3.6 or newer).
+* written in modern [typed](https://docs.python.org/3/library/typing.html) Python 3 (requires Python 3.8 or newer).
 
 ## Examples
 
@@ -63,7 +63,7 @@ Questions, suggestions and feature request can be posted at [Discussions](https:
 
 ## Build status
 
-[![Github Actions Status](https://github.com/coin-or/python-mip/workflows/CI/badge.svg?branch=master)](https://github.com/coin-or/python-mip/actions)
+[![CI](https://github.com/coin-or/python-mip/actions/workflows/github-ci.yml/badge.svg)](https://github.com/coin-or/python-mip/actions/workflows/github-ci.yml)
 [![Current version](https://badge.fury.io/gh/coin-or%2Fpython-mip.svg)](https://github.com/coin-or/python-mip/releases)
 [![Current total of lines](https://tokei.rs/b1/github/coin-or/python-mip?category=lines)](https://github.com/coin-or/python-mip)
 [![License](https://img.shields.io/badge/license-EPL-blue.svg)](https://github.com/coin-or/python-mip/blob/master/LICENSE)

examples/plant_location.py

@@ -11,14 +11,6 @@
 
 import sys
 
-# Workaround for issues with python not being installed as a framework on mac
-# by using a different backend.
-if sys.platform == "darwin":  # OS X
-    import matplotlib as mpl
-    mpl.use('Agg')
-    del mpl
-
-import matplotlib.pyplot as plt
 from math import sqrt, log
 from itertools import product
 from mip import Model, xsum, minimize, OptimizationStatus
@@ -36,28 +28,26 @@
 C = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
 
 # position of clients
-pc = {1: (94, 10), 2: (57, 26), 3: (74, 44), 4: (27, 51), 5: (78, 30), 6: (23, 30), 
-      7: (20, 72), 8: (3, 27), 9: (5, 39), 10: (51, 1)}
+pc = {
+    1: (94, 10),
+    2: (57, 26),
+    3: (74, 44),
+    4: (27, 51),
+    5: (78, 30),
+    6: (23, 30),
+    7: (20, 72),
+    8: (3, 27),
+    9: (5, 39),
+    10: (51, 1),
+}
 
 # demands
 d = {1: 302, 2: 273, 3: 275, 4: 266, 5: 287, 6: 296, 7: 297, 8: 310, 9: 302, 10: 309}
 
-# plotting possible plant locations
-for i, p in pf.items():
-    plt.scatter((p[0]), (p[1]), marker="^", color="purple", s=50)
-    plt.text((p[0]), (p[1]), "$f_%d$" % i)
-
-# plotting location of clients
-for i, p in pc.items():
-    plt.scatter((p[0]), (p[1]), marker="o", color="black", s=15)
-    plt.text((p[0]), (p[1]), "$c_{%d}$" % i)
-
-plt.text((20), (78), "Region 1")
-plt.text((70), (78), "Region 2")
-plt.plot((50, 50), (0, 80))
-
-dist = {(f, c): round(sqrt((pf[f][0] - pc[c][0]) ** 2 + (pf[f][1] - pc[c][1]) ** 2), 1)
-        for (f, c) in product(F, C) }
+dist = {
+    (f, c): round(sqrt((pf[f][0] - pc[c][0]) ** 2 + (pf[f][1] - pc[c][1]) ** 2), 1)
+    for (f, c) in product(F, C)
+}
 
 m = Model()
 
@@ -82,7 +72,7 @@
     D = 6  # nr. of discretization points, increase for more precision
     v = [c[f] * (v / (D - 1)) for v in range(D)]  # points
     # non-linear function values for points in v
-    vn = [0 if k == 0 else 1520 * log(v[k]) for k in range(D)]  
+    vn = [0 if k == 0 else 1520 * log(v[k]) for k in range(D)]
     # w variables
     w = [m.add_var() for v in range(D)]
     m += xsum(w) == 1  # convexification
@@ -98,30 +88,21 @@
 
 # objective function
 m.objective = minimize(
-    xsum(dist[i, j] * x[i, j] for (i, j) in product(F, C)) + xsum(y[i] for i in F) )
+    xsum(dist[i, j] * x[i, j] for (i, j) in product(F, C)) + xsum(y[i] for i in F)
+)
 
 m.optimize()
 
-plt.savefig("location.pdf")
-
 if m.num_solutions:
     print("Solution with cost {} found.".format(m.objective_value))
     print("Facilities capacities: {} ".format([z[f].x for f in F]))
     print("Facilities cost: {}".format([y[f].x for f in F]))
 
-    # plotting allocations
-    for (i, j) in [(i, j) for (i, j) in product(F, C) if x[(i, j)].x >= 1e-6]:
-        plt.plot(
-            (pf[i][0], pc[j][0]), (pf[i][1], pc[j][1]), linestyle="--", color="darkgray"
-        )
-
-    plt.savefig("location-sol.pdf")
-
 # sanity checks
 opt = 99733.94905406
 if m.status == OptimizationStatus.OPTIMAL:
     assert abs(m.objective_value - opt) <= 0.01
 elif m.status == OptimizationStatus.FEASIBLE:
     assert m.objective_value >= opt - 0.01
 else:
-    assert m.status not in [OptimizationStatus.INFEASIBLE, OptimizationStatus.UNBOUNDED]
+    assert m.status not in [OptimizationStatus.INFEASIBLE, OptimizationStatus.UNBOUNDED]

mip/cbc.py

@@ -4,6 +4,7 @@
 from typing import Dict, List, Tuple, Optional, Union
 from sys import platform, maxsize
 from os.path import dirname, isfile, exists
+from platform import machine as platform_machine
 import os
 import multiprocessing as multip
 import numbers
@@ -97,7 +98,9 @@
         elif platform.lower().startswith("darwin") or platform.lower().startswith(
             "macos"
         ):
-            if os_is_64_bit:
+            if platform_machine().lower().startswith("arm64"):
+                libfile = os.path.join(pathlib, "cbc-c-darwin-arm64.dylib")
+            elif os_is_64_bit:
                 libfile = os.path.join(pathlib, "cbc-c-darwin-x86-64.dylib")
         if not libfile:
             raise NotImplementedError("You operating system/platform is not supported")
@@ -1405,20 +1408,23 @@ def var_get_column(self, var: "Var") -> Column:
 
     def add_constr(self, lin_expr: LinExpr, name: str = ""):
         # collecting linear expression data
-        numnz = len(lin_expr.expr)
+
+        # In case of empty linear expression add dummy row
+        # by setting first index of row explicitly with 0
+        numnz = len(lin_expr.expr) or 1
 
         if numnz > self.iidx_space:
             self.iidx_space = max(numnz, self.iidx_space * 2)
             self.iidx = ffi.new("int[%d]" % self.iidx_space)
             self.dvec = ffi.new("double[%d]" % self.iidx_space)
 
         # cind = self.iidx
-        self.iidx = [var.idx for var in lin_expr.expr.keys()]
+        self.iidx = [var.idx for var in lin_expr.expr.keys()] or [0]
 
         # cind = ffi.new("int[]", [var.idx for var in lin_expr.expr.keys()])
         # cval = ffi.new("double[]", [coef for coef in lin_expr.expr.values()])
         # cval = self.dvec
-        self.dvec = [coef for coef in lin_expr.expr.values()]
+        self.dvec = [coef for coef in lin_expr.expr.values()] or [0]
 
         # constraint sense and rhs
         sense = lin_expr.sense.encode("utf-8")

mip/constants.py

@@ -134,6 +134,11 @@ class OptimizationStatus(Enum):
     CUTOFF = 7
     """No feasible solution exists for the current cutoff"""
 
+    INF_OR_UNBD = 8
+    """Special state for gurobi solver. In some cases gurobi could not 
+    determine if the problem is infeasible or unbounded due to application
+    of dual reductions (when active) during presolve."""
+
     OTHER = 10000
 
 

mip/gurobi.py

@@ -776,7 +776,14 @@ def callback(
         if status == 3:  # INFEASIBLE
             return OptimizationStatus.INFEASIBLE
         if status == 4:  # INF_OR_UNBD
-            return OptimizationStatus.UNBOUNDED
+            # Special case by gurobi, where an additional run has to be made
+            # to determine infeasibility or unbounded problem
+            # For this run dual reductions must be disabled
+            # See gurobi support article online - How do I resolve the error "Model is infeasible or unbounded"?
+            # self.set_int_param("DualReductions", 0)
+            # GRBoptimize(self._model)
+            # return OptimizationStatus.INFEASIBLE if self.get_int_attr("Status") == 3 else OptimizationStatus.UNBOUNDED
+            return OptimizationStatus.INF_OR_UNBD
         if status == 5:  # UNBOUNDED
             return OptimizationStatus.UNBOUNDED
         if status == 6:  # CUTOFF

mip/libraries/cbc-c-darwin-arm64.dylib

@@ -338,11 +338,7 @@ def add_constr(
             raise mip.InvalidLinExpr(
                 "A boolean (true/false) cannot be used as a constraint."
             )
-        # TODO: some tests use empty linear constraints, which ideally should not happen
-        # if len(lin_expr) == 0:
-        #     raise mip.InvalidLinExpr(
-        #         "An empty linear expression cannot be used as a constraint."
-        #     )
+
         return self.constrs.add(lin_expr, name, priority)
 
     def add_lazy_constr(self: "Model", expr: "mip.LinExpr"):

mip/model.py

@@ -0,0 +1,85 @@
+export MACOSX_DEPLOYMENT_TARGET="10.9"
+export CFLAGS="-fPIC -Ofast -DNDEBUG -ffast-math -mmacosx-version-min=10.9"
+export CXXFLAGS="-fPIC -Og -DNDEBUG -ffast-math -std=c++11 -stdlib=libc++ -mmacosx-version-min=10.9"
+export F77FLAGS="-fPIC -Ofast -DNDEBUG -ffast-math"
+export LDFLAGS="-fPIC -Ofast -DNDEBUG -ffast-math"
+
+DIR=`pwd`
+OUTDIR="/opt/cbc/bin"
+export PKG_CONFIG_PATH="${OUTDIR}/lib/pkgconfig/:${PKG_CONFIG_PATH}"
+
+echo
+echo "Making and installing Glpk"
+cd ${DIR}/ThirdParty-Glpk
+./configure --prefix=${OUTDIR}/ --enable-static --disable-shared
+git pull
+make
+make install
+
+echo
+echo "Making and installing Lapack"
+cd ${DIR}/ThirdParty-Lapack
+./configure --prefix=${OUTDIR}/ --enable-static --disable-shared
+git pull
+make
+make install
+
+echo
+echo "Making and installing Blas"
+cd ${DIR}/ThirdParty-Blas
+./configure --prefix=${OUTDIR}/ --enable-static --disable-shared
+git pull
+make
+make install
+
+echo
+echo "Making and installing CoinUtils"
+cd ${DIR}/CoinUtils
+./configure --prefix=${OUTDIR}/ --enable-static --disable-shared
+git pull
+make
+make install
+
+echo
+echo "Making and installing Osi"
+cd ${DIR}/Osi
+./configure --prefix=${OUTDIR}/ --enable-static --disable-shared
+git pull
+make
+make install
+
+echo
+echo "Making and installing Clp"
+cd ${DIR}/Clp
+./configure --prefix=${OUTDIR}/ --enable-static --disable-shared
+git pull
+make
+make install
+
+echo
+echo "Making and installing Cgl"
+cd ${DIR}/Cgl
+./configure --prefix=${OUTDIR}/ --enable-static --disable-shared
+git pull
+make
+make install
+
+echo
+echo "Making and installing Cbc"
+cd ${DIR}/Cbc
+./configure --prefix=${OUTDIR}/ --enable-cbc-parallel --enable-static --disable-shared
+git pull
+make
+make install
+
+echo
+echo "Compiling dynamic library"
+cd ${DIR}
+clang++ -shared -Ofast -fPIC -o cbc-c-darwin-arm64.dylib \
+        -I${OUTDIR}/include/coin-or/ -I${OUTDIR}/include/coin-or/glpk -I${OUTDIR}/include/coin \
+        -L${OUTDIR}/lib \
+        ./Cbc/src/Cbc_C_Interface.cpp \
+        -lCbc -lCgl -lClp -lCoinUtils -lOsi -lOsiCbc -lOsiClp -lOsiGlpk \
+        -lcoinblas -lcoinglpk -lcoinlapack \
+        -lbz2 -lz -llapack ${CXXFLAGS} -stdlib=libc++ -lreadline
+echo "Done!"