def set_quadratic_constraint_sense(self, qct, arg_newsense):
new_sense = ComparisonType.parse(arg_newsense)
if new_sense != qct.sense:
self._engine.update_quadratic_constraint(qct, UpdateEvent.LinearConstraintType, new_sense)
qct._internal_set_sense(new_sense)
def read_model(self,
filename,
model_name=None,
verbose=False,
model_class=None,
**kwargs):
""" Reads a model from a CPLEX export file.
Accepts all formats exported by CPLEX: LP, SAV, MPS.
If an error occurs while reading the file, the message of the exception
is printed and the function returns None.
Args:
filename: The file to read.
model_name: An optional name for the newly created model. If None,
the model name will be the path basename.
verbose: An optional flag to print informative messages, default is False.
model_class: An optional class type; must be a subclass of Model.
The returned model is built using this model_class and the keyword arguments kwargs, if any.
By default, the model is class is `Model` (see
kwargs: A dict of keyword-based arguments that are used when creating the model
instance.
Example:
`m = read_model("c:/temp/foo.mps", model_name="docplex_foo", solver_agent="docloud", output_level=100)`
Returns:
An instance of Model, or None if an exception is raised.
See Also:
:class:`docplex.mp.model.Model`
"""
if not Cplex: # pragma: no cover
raise RuntimeError("read_prm() requires CPLEX to run")
if not os.path.exists(filename):
raise IOError("* file not found: {0}".format(filename))
# extract basename
if model_name:
name_to_use = model_name
else:
basename = os.path.basename(filename)
dotpos = basename.find(".")
if dotpos > 0:
name_to_use = basename[:dotpos]
else:
name_to_use = basename
model_class = model_class or Model
if 0 == os.stat(filename).st_size:
print("* file is empty: {0} - exiting".format(filename))
return model_class(name=name_to_use, **kwargs)
# print("-> start reading file: {0}".format(filename))
cpx = self._cplex_read(filename, verbose=verbose)
if not cpx: # pragma: no cover
return None
range_map = {}
final_output_level = kwargs.get("output_level", "info")
debug_read = kwargs.get("debug", False)
try:
# force no tck
if 'checker' in kwargs:
final_checker = kwargs['checker']
else:
final_checker = 'default'
# build the model with no checker, then restore final_checker in the end.
kwargs['checker'] = 'off'
# -------------
mdl = model_class(name=name_to_use, **kwargs)
lfactory = mdl._lfactory
qfactory = mdl._qfactory
mdl.set_quiet() # output level set to ERROR
vartype_cont = mdl.continuous_vartype
vartype_map = {
'B': mdl.binary_vartype,
'I': mdl.integer_vartype,
'C': mdl.continuous_vartype,
'S': mdl.semicontinuous_vartype
}
# 1 upload variables
cpx_nb_vars = cpx.variables.get_num()
cpx_var_names = self._safe_call_get_names(cpx.variables)
if cpx._is_MIP():
cpx_vartypes = [
vartype_map.get(cpxt, vartype_cont)
for cpxt in cpx.variables.get_types()
]
else:
cpx_vartypes = [vartype_cont] * cpx_nb_vars
cpx_var_lbs = cpx.variables.get_lower_bounds()
cpx_var_ubs = cpx.variables.get_upper_bounds()
# map from cplex variable indices to docplex's
# use to skip range vars
# cplex : [x, Rg1, y] -> {0:0, 2: 1}
var_index_map = {}
d = 0
model_varnames = []
model_lbs = []
model_ubs = []
model_types = []
for v in range(cpx_nb_vars):
varname = cpx_var_names[v] if cpx_var_names else None
if varname and varname.startswith("Rg"):
# generated var for ranges
range_map[v] = self._RangeData(var_index=v,
var_name=varname,
ub=cpx_var_ubs[v])
else:
# docplex_var = lfactory.new_var(vartype, lb, ub, varname)
var_index_map[v] = d
model_varnames.append(varname)
model_types.append(cpx_vartypes[v])
model_lbs.append(cpx_var_lbs[v])
model_ubs.append(cpx_var_ubs[v])
d += 1
# vars
model_vars = lfactory.new_multitype_var_list(
d, model_types, model_lbs, model_ubs, model_varnames)
cpx_var_index_to_docplex = {
v: model_vars[var_index_map[v]]
for v in var_index_map.keys()
}
# 2. upload linear constraints and ranges (mixed in cplex)
cpx_linearcts = cpx.linear_constraints
nb_linear_cts = cpx_linearcts.get_num()
all_rows = cpx_linearcts.get_rows()
all_rhs = cpx_linearcts.get_rhs()
all_senses = cpx_linearcts.get_senses()
all_range_values = cpx_linearcts.get_range_values()
cpx_ctnames = self._safe_call_get_names(cpx_linearcts)
has_range = range_map or any(s == "R" for s in all_senses)
deferred_cts = []
for c in range(nb_linear_cts):
row = all_rows[c]
sense = all_senses[c]
rhs = all_rhs[c]
ctname = cpx_ctnames[c] if cpx_ctnames else None
range_val = all_range_values[c]
indices = row.ind
coefs = row.val
range_data = None
if not has_range:
expr = mdl._aggregator._scal_prod(
(cpx_var_index_to_docplex[idx] for idx in indices),
coefs)
op = ComparisonType.parse(sense)
ct = lfactory._new_binary_constraint(lhs=expr,
rhs=rhs,
sense=op)
ct.name = ctname
deferred_cts.append(ct)
else:
expr = lfactory.linear_expr()
rcoef = 1
for idx, koef in izip(indices, coefs):
var = cpx_var_index_to_docplex.get(idx, None)
if var:
expr._add_term(var, koef)
elif idx in range_map:
# this is a range: coeff must be 1 or -1
abscoef = koef if koef >= 0 else -koef
rcoef = koef
assert abscoef == 1, "range var has coef different from 1: {}".format(
koef)
assert range_data is None, "range_data is not None: {0!s}".format(
range_data) # cannot use two range vars
range_data = range_map[idx]
else: # pragma: no cover
# this is an internal error.
raise ModelReaderError(
"ERROR: index not in var map or range map: {0}"
.format(idx))
if range_data:
label = ctname or 'c#%d' % (c + 1)
if sense not in "EL": # pragma: no cover
raise ModelReaderError(
"{0} range sense is not E: {1!s}".format(
label, sense))
if rcoef < 0: # -1 actually
rng_lb = rhs
rng_ub = rhs + range_data.ub
elif rcoef > 0: # koef is 1 here
rng_lb = rhs - range_data.ub
rng_ub = rhs
else: # pragma: no cover
raise ModelReaderError(
"unexpected range coef: {}".format(rcoef))
mdl.add_range(lb=rng_lb,
expr=expr,
ub=rng_ub,
rng_name=ctname)
else:
if sense == 'R':
# range min is rangeval
range_lb = rhs
range_ub = rhs + range_val
mdl.add_range(lb=range_lb,
ub=range_ub,
expr=expr,
rng_name=ctname)
else:
op = ComparisonType.cplex_ctsense_to_python_op(
sense)
ct = op(expr, rhs)
mdl.add_constraint(ct, ctname)
if deferred_cts:
# add constraint as a block
lfactory._post_constraint_block(posted_cts=deferred_cts)
# 3. upload Quadratic constraints
cpx_quadraticcts = cpx.quadratic_constraints
nb_quadratic_cts = cpx_quadraticcts.get_num()
all_rhs = cpx_quadraticcts.get_rhs()
all_linear_nb_non_zeros = cpx_quadraticcts.get_linear_num_nonzeros(
)
all_linear_components = cpx_quadraticcts.get_linear_components()
all_quadratic_nb_non_zeros = cpx_quadraticcts.get_quad_num_nonzeros(
)
all_quadratic_components = cpx_quadraticcts.get_quadratic_components(
)
all_senses = cpx_quadraticcts.get_senses()
cpx_ctnames = self._safe_call_get_names(cpx_quadraticcts)
for c in range(nb_quadratic_cts):
rhs = all_rhs[c]
linear_nb_non_zeros = all_linear_nb_non_zeros[c]
linear_component = all_linear_components[c]
quadratic_nb_non_zeros = all_quadratic_nb_non_zeros[c]
quadratic_component = all_quadratic_components[c]
sense = all_senses[c]
ctname = cpx_ctnames[c] if cpx_ctnames else None
if linear_nb_non_zeros > 0:
indices, coefs = linear_component.unpack()
linexpr = mdl._aggregator._scal_prod(
(cpx_var_index_to_docplex[idx] for idx in indices),
coefs)
else:
linexpr = None
if quadratic_nb_non_zeros > 0:
qfactory = mdl._qfactory
ind1, ind2, coefs = quadratic_component.unpack()
quads = qfactory.term_dict_type()
for idx1, idx2, coef in izip(ind1, ind2, coefs):
quads[VarPair(cpx_var_index_to_docplex[idx1],
cpx_var_index_to_docplex[idx2])] = coef
else: # pragma: no cover
# should not happen, but who knows
quads = None
quad_expr = mdl._aggregator._quad_factory.new_quad(
quads=quads, linexpr=linexpr, safe=True)
op = ComparisonType.cplex_ctsense_to_python_op(sense)
ct = op(quad_expr, rhs)
mdl.add_constraint(ct, ctname)
# 4. upload indicators
cpx_indicators = cpx.indicator_constraints
nb_indicators = cpx_indicators.get_num()
all_ind_names = self._safe_call_get_names(cpx_indicators)
all_ind_bvars = cpx_indicators.get_indicator_variables()
all_ind_rhs = cpx_indicators.get_rhs()
all_ind_linearcts = cpx_indicators.get_linear_components()
all_ind_senses = cpx_indicators.get_senses()
all_ind_complemented = cpx_indicators.get_complemented()
lfactory = mdl._lfactory
for i in range(nb_indicators):
ind_bvar = all_ind_bvars[i]
ind_name = all_ind_names[i] if all_ind_names else None
ind_rhs = all_ind_rhs[i]
ind_linear = all_ind_linearcts[i] # SparsePair(ind, val)
ind_sense = all_ind_senses[i]
ind_complemented = all_ind_complemented[i]
# 1 . check the bvar is ok
ind_bvar = cpx_var_index_to_docplex[ind_bvar]
# each var appears once
ind_linexpr = self._build_linear_expr_from_sparse_pair(
lfactory, cpx_var_index_to_docplex, ind_linear)
op = ComparisonType.cplex_ctsense_to_python_op(ind_sense)
ind_ct = op(ind_linexpr, ind_rhs)
indct = lfactory.new_indicator_constraint(ind_bvar,
ind_ct,
active_value=1 -
ind_complemented,
name=ind_name)
mdl.add(indct)
# 5. upload Piecewise linear constraints
try:
cpx_pwl = cpx.pwl_constraints
cpx_pwl_defs = cpx_pwl.get_definitions()
pwl_fallback_names = [""] * cpx_pwl.get_num()
cpx_pwl_names = self._safe_call_get_names(
cpx_pwl, pwl_fallback_names)
for (vary_idx, varx_idx, preslope, postslope, breakx,
breaky), pwl_name in izip(cpx_pwl_defs, cpx_pwl_names):
varx = cpx_var_index_to_docplex.get(varx_idx, None)
vary = cpx_var_index_to_docplex.get(vary_idx, None)
breakxy = [(brkx, brky)
for brkx, brky in zip(breakx, breaky)]
pwl_func = mdl.piecewise(preslope,
breakxy,
postslope,
name=pwl_name)
pwl_expr = mdl._lfactory.new_pwl_expr(
pwl_func,
varx,
0,
add_counter_suffix=False,
resolve=False)
pwl_expr._f_var = vary
pwl_expr._ensure_resolved()
except AttributeError: # pragma: no cover
pass # Do not check for PWLs if Cplex version does not support them
# 6. upload objective
cpx_obj = cpx.objective
cpx_sense = cpx_obj.get_sense()
cpx_all_lin_obj_coeffs = cpx_obj.get_linear()
# noinspection PyPep8
all_obj_vars = []
all_obj_coefs = []
for v in range(cpx_nb_vars):
if v in cpx_var_index_to_docplex:
obj_coeff = cpx_all_lin_obj_coeffs[v]
all_obj_coefs.append(obj_coeff)
all_obj_vars.append(cpx_var_index_to_docplex[v])
# obj_expr._add_term(idx_to_var_map[v], cpx_all_obj_coeffs[v])
obj_expr = mdl._aggregator._scal_prod(all_obj_vars, all_obj_coefs)
if cpx_obj.get_num_quadratic_variables() > 0:
cpx_all_quad_cols_coeffs = cpx_obj.get_quadratic()
quads = qfactory.term_dict_type()
for v, col_coefs in izip(cpx_var_index_to_docplex,
cpx_all_quad_cols_coeffs):
var1 = cpx_var_index_to_docplex[v]
indices, coefs = col_coefs.unpack()
for idx, coef in izip(indices, coefs):
vp = VarPair(var1, cpx_var_index_to_docplex[idx])
quads[vp] = quads.get(vp, 0) + coef / 2
obj_expr += qfactory.new_quad(quads=quads, linexpr=None)
obj_expr += cpx.objective.get_offset()
is_maximize = cpx_sense == ObjSense.maximize
if is_maximize:
mdl.maximize(obj_expr)
else:
mdl.minimize(obj_expr)
# upload sos
cpx_sos = cpx.SOS
cpx_sos_num = cpx_sos.get_num()
if cpx_sos_num > 0:
cpx_sos_types = cpx_sos.get_types()
cpx_sos_indices = cpx_sos.get_sets()
cpx_sos_names = cpx_sos.get_names()
if not cpx_sos_names:
cpx_sos_names = [None] * cpx_sos_num
for sostype, sos_sparse, sos_name in izip(
cpx_sos_types, cpx_sos_indices, cpx_sos_names):
sos_var_indices = sos_sparse.ind
isostype = int(sostype)
sos_vars = [
cpx_var_index_to_docplex[var_ix]
for var_ix in sos_var_indices
]
mdl.add_sos(dvars=sos_vars,
sos_arg=isostype,
name=sos_name)
mdl.output_level = final_output_level
if final_checker:
# need to restore checker
mdl.set_checker(final_checker)
except CplexError as cpx_e: # pragma: no cover
print("* CPLEX error: {0!s} reading file {1}".format(
cpx_e, filename))
mdl = None
if debug_read:
raise
except ModelReaderError as mre: # pragma: no cover
print("! Model reader error: {0!s} while reading file {1}".format(
mre, filename))
mdl = None
if debug_read:
raise
except DOcplexException as doe: # pragma: no cover
print("! Internal DOcplex error: {0!s} while reading file {1}".
format(doe, filename))
mdl = None
if debug_read:
raise
except Exception as any_e: # pragma: no cover
print("Internal exception raised: {0!s} while reading file {1}".
format(any_e, filename))
mdl = None
if debug_read:
raise
finally:
# clean up CPLEX instance...
del cpx
return mdl
