def test_removeConstraint(self):
'Test remove constraint'
model = CyLPModel()
x = model.addVariable('x', 3)
y = model.addVariable('y', 2)
A = csc_matrixPlus(([1, 2, 1, 1], ([0, 0, 1, 1], [0, 1, 0, 2])),
shape=(2, 3))
B = csc_matrixPlus(([1, 1], ([0, 1], [0, 2])), shape=(2, 3))
D = np.matrix([[1., 2.], [0, 1]])
a = CyLPArray([3, 2.5])
b = CyLPArray([4.2, 3])
x_u = CyLPArray([2., 3.5])
model.addConstraint(A * x <= a, 'res1')
model.addConstraint(2 <= B * x + D * y <= b, 'res2')
model.addConstraint(y >= 0)
model.addConstraint(1.1 <= x[1:3] <= x_u)
model.addConstraint(x[0] >= 0.1)
c = CyLPArray([1., -2., 3.])
model.objective = c * x + 2 * y[0] + 2 * y[1]
s = CyClpSimplex(model)
s.primal()
sol = np.concatenate(
(s.primalVariableSolution['x'], s.primalVariableSolution['y']))
self.assertTrue(
(abs(sol - np.array([0.1, 1.45, 1.1, 0, 0.95])) <= 10**-6).all())
s.removeConstraint('res2')
s.primal()
sol = np.concatenate(
(s.primalVariableSolution['x'], s.primalVariableSolution['y']))
self.assertTrue(
(abs(sol - np.array([0.1, 1.45, 1.1, 0, 0])) <= 10**-6).all())
s.removeConstraint('res1')
s.primal()
sol = np.concatenate(
(s.primalVariableSolution['x'], s.primalVariableSolution['y']))
self.assertTrue(
(abs(sol - np.array([0.1, 2, 1.1, 0, 0])) <= 10**-6).all())
def test_removeConstraint(self):
'Test remove constraint'
model = CyLPModel()
x = model.addVariable('x', 3)
y = model.addVariable('y', 2)
A = csc_matrixPlus(([1, 2, 1, 1], ([0, 0, 1, 1], [0, 1, 0, 2])), shape=(2, 3))
B = csc_matrixPlus(([1, 1], ([0, 1], [0, 2])), shape=(2, 3))
D = np.matrix([[1., 2.],[0, 1]])
a = CyLPArray([3, 2.5])
b = CyLPArray([4.2, 3])
x_u= CyLPArray([2., 3.5])
model.addConstraint(A * x <= a, 'res1')
model.addConstraint(2 <= B * x + D * y <= b, 'res2')
model.addConstraint(y >= 0)
model.addConstraint(1.1 <= x[1:3] <= x_u)
model.addConstraint(x[0] >= 0.1)
c = CyLPArray([1., -2., 3.])
model.objective = c * x + 2 * y[0] + 2 * y[1]
s = CyClpSimplex(model)
s.primal()
sol = np.concatenate((s.primalVariableSolution['x'],
s.primalVariableSolution['y']))
self.assertTrue((abs(sol -
np.array([0.1, 1.45, 1.1, 0, 0.95]) ) <= 10**-6).all())
s.removeConstraint('res2')
s.primal()
sol = np.concatenate((s.primalVariableSolution['x'],
s.primalVariableSolution['y']))
self.assertTrue((abs(sol -
np.array([0.1, 1.45, 1.1, 0, 0]) ) <= 10**-6).all())
s.removeConstraint('res1')
s.primal()
sol = np.concatenate((s.primalVariableSolution['x'],
s.primalVariableSolution['y']))
self.assertTrue((abs(sol -
np.array([0.1, 2, 1.1, 0, 0]) ) <= 10**-6).all())
def test_removeConst(self):
m = self.model
x = self.x
A = self.A
b = self.b
m.addConstraint(x >= 0)
m.addConstraint(A * x == b)
m.addConstraint(x[1:3].sum() >= 1, 'rr')
m.objective = x.sum()
s = CyClpSimplex(m)
s.primal()
self.assertAlmostEqual(s.primalVariableSolution['x'][1], 1, 7)
s.removeConstraint('rr')
s.primal()
self.assertAlmostEqual(s.primalVariableSolution['x'][1], 0, 7)
def test_removeConst(self):
m = self.model
x = self.x
A = self.A
b = self.b
m.addConstraint(x >= 0)
m.addConstraint(A * x == b)
m.addConstraint(x[1:3].sum() >= 1, 'rr')
m.objective = x.sum()
s = CyClpSimplex(m)
s.primal()
self.assertAlmostEqual(s.primalVariableSolution['x'][1], 1, 7)
s.removeConstraint('rr')
s.primal()
self.assertAlmostEqual(s.primalVariableSolution['x'][1], 0, 7)
class ClpSolver(AbstractSolver):
"""
Implements the IConcreteSolver class and wraps CyLP. Note that the ClpSolver may require
special attention when it comes to removing variables because the implementation of CyLP is not particularly stable.
See open GitHub issues: https://github.com/coin-or/CyLP/issues.
"""
def __init__(self):
super().__init__()
self.status = LPStatus.UNKNOWN
self.constraint_counter = 0
self.model = CyClpSimplex()
# Maps a variable to a Clp variable
self.var_to_clp_var = {}
# Maps a HIPS constraint to a Clp constraint
self.constr_to_clp_constr = {}
# Maps a CLP constraint to a name
self.clp_constr_to_name = {}
# Maps vars to the number of constraints it is contained in
self.var_to_nconstr = {}
# Maps constr to variables
self.constr_to_vars = {}
# Map vars to lower/upper bound constraint
self.var_to_lower = {}
self.var_to_upper = {}
def _to_clp_lin_expr(self, lin_expr):
"""
Converts a HIPS linear expression to a CLP linear expression
"""
return sum(
CyLPArray(lin_expr.coefficients[var].to_numpy()) *
self.var_to_clp_var[var.id] for var in lin_expr.vars)
def _to_clp_constr(self, constraint):
"""
Converts a constraint to a CLP constraint
"""
if constraint.comparator == Comparator.GREATER_EQUALS:
return self._to_clp_lin_expr(constraint.lhs) >= CyLPArray(
constraint.rhs.array)
elif constraint.comparator == Comparator.EQUALS:
return self._to_clp_lin_expr(constraint.lhs) == CyLPArray(
constraint.rhs.array)
else:
return self._to_clp_lin_expr(constraint.lhs) <= CyLPArray(
constraint.rhs.array)
def add_variable(self, var):
self.var_to_clp_var[var.id] = self.model.addVariable(
"var{}".format(var.id), var.dim)
self.var_to_nconstr[var.id] = 0
if var.lb is not None:
self.var_to_lower[var.id] = var >= var.lb
self.add_constraint(self.var_to_lower[var.id])
if var.ub is not None:
self.var_to_upper[var.id] = var <= var.ub
self.add_constraint(self.var_to_upper[var.id])
def add_constraint(self, constraint, name=None):
# Compute clp constraint
constr = self._to_clp_constr(constraint)
# Map LP constraint to corresponding clp constraint
self.constr_to_clp_constr[constraint] = constr
# Generate name for constraint
self.clp_constr_to_name[constr] = (
"c" + str(self.constraint_counter)) if name is None else name
# Memorize which variables are present in the given constraint
self.constr_to_vars[self.clp_constr_to_name[constr]] = constraint.vars
for var in constraint.vars:
self.var_to_nconstr[var.id] += 1
# Add constraint to CLP model
self.model.addConstraint(constr, name=self.clp_constr_to_name[constr])
self.constraint_counter += 1
def variable_solution(self, var):
clp_var = self.var_to_clp_var[var.id]
return HIPSArray(self.model.primalVariableSolution[clp_var.name])
def optimize(self):
# Set objective function with corresponding sense
self.model.objective = self.lp_sense.value * self._to_clp_lin_expr(
self.objective)
self.model.primal()
clp_status = self.model.getStatusCode()
if clp_status == -1:
self.status = LPStatus.UNKNOWN
elif clp_status == 0:
self.status = LPStatus.OPTIMAL
elif clp_status == 1:
self.status = LPStatus.INFEASIBLE
elif clp_status == 2:
self.status = LPStatus.UNBOUNDED
else:
self.status = LPStatus.ERROR
def remove_constraint(self, name=None, constraint=None):
try:
name = name if name else self.clp_constr_to_name[
self._to_clp_constr(constraint)]
variables = self.constr_to_vars[name]
if not variables.intersection(set(self.var_to_clp_var.keys())):
for var in variables:
self.var_to_nconstr[var.id] -= 1
self.model.removeConstraint(name)
except:
warnings.warn("Constraint {} could not be removed".format(name))
def get_status(self):
return self.status
def get_objective_value(self):
return self.model.objectiveValue * self.lp_sense.value
def remove_variable(self, var):
if var.id not in self.var_to_clp_var:
return
if self.var_to_nconstr[var.id] == 0:
del self.var_to_clp_var[var.id]
del self.var_to_nconstr[var.id]
return
clp_var = self.var_to_clp_var[var.id]
self.model.removeVariable(clp_var.name)
del self.var_to_clp_var[var.id]
def set_variable_bound(self, var: Variable, bound: VariableBound,
value: HIPSArray):
if bound == VariableBound.LB:
if var.id in self.var_to_lower:
self.remove_constraint(self.var_to_lower[var.id])
self.var_to_lower[var.id] = var >= value
self.add_constraint(self.var_to_lower[var.id])
if bound == VariableBound.UB:
if var.id in self.var_to_upper:
self.remove_constraint(self.var_to_upper[var.id])
self.var_to_upper[var.id] = var <= value
self.add_constraint(self.var_to_upper[var.id])