def test_write_to_file(self):
prog = mp.MathematicalProgram()
x = prog.NewContinuousVariables(2)
prog.AddLinearConstraint(x[0] + x[1] == 1)
prog.AddQuadraticCost(x[0] * x[0] + x[1] * x[1])
solver = GurobiSolver()
file_name = temp_directory() + "/gurobi.mps"
options = mp.SolverOptions()
options.SetOption(solver.id(), "GRBwrite", file_name)
result = solver.Solve(prog, None, options)
self.assertTrue(os.path.exists(file_name))
def test_callback(self):
prog = mp.MathematicalProgram()
b = prog.NewBinaryVariables(4)
prog.AddLinearConstraint(b[0] <= 1 - 0.5 * b[1])
prog.AddLinearConstraint(b[1] <= 1 - 0.5 * b[0])
prog.AddLinearCost(-b[0] - b[1])
prog.SetSolverOption(GurobiSolver.id(), "Presolve", 0)
prog.SetSolverOption(GurobiSolver.id(), "Heuristics", 0.)
prog.SetSolverOption(GurobiSolver.id(), "Cuts", 0)
prog.SetSolverOption(GurobiSolver.id(), "NodeMethod", 2)
b_init = np.array([0, 0., 0., 0.])
prog.SetInitialGuess(b, b_init)
solver = GurobiSolver()
explored_node_count = 0
def node_callback(prog, solver_status_info, x, x_vals):
nonlocal explored_node_count
explored_node_count = solver_status_info.explored_node_count
solver.AddMipNodeCallback(
callback=lambda prog, solver_status_info, x, x_vals: node_callback(
prog, solver_status_info, x, x_vals))
best_objectives = []
def sol_callback(prog, callback_info, objectives):
print(f"explored nodes {callback_info.explored_node_count}")
objectives.append(callback_info.best_objective)
solver.AddMipSolCallback(
callback=lambda prog, callback_info: sol_callback(
prog, callback_info, best_objectives))
result = solver.Solve(prog)
self.assertTrue(result.is_success())
self.assertGreater(explored_node_count, 0)
self.assertGreater(len(best_objectives), 0)
def test_compute_iis(self):
prog = mp.MathematicalProgram()
x = prog.NewContinuousVariables(2)
prog.AddBoundingBoxConstraint(1, np.inf, x)
prog.AddLinearConstraint(x[0] + x[1] == 1)
solver = GurobiSolver()
ilp_file_name = temp_directory() + "/gurobi.ilp"
options = mp.SolverOptions()
options.SetOption(solver.id(), "GRBwrite", ilp_file_name)
options.SetOption(solver.id(), "GRBcomputeIIS", 1)
result = solver.Solve(prog, None, options)
self.assertTrue(os.path.exists(ilp_file_name))
def test_gurobi_solver(self):
prog = mp.MathematicalProgram()
x = prog.NewContinuousVariables(2, "x")
prog.AddLinearConstraint(x[0] >= 1)
prog.AddLinearConstraint(x[1] >= 1)
prog.AddQuadraticCost(np.eye(2), np.zeros(2), x)
solver = GurobiSolver()
self.assertEqual(solver.solver_id(), GurobiSolver.id())
self.assertTrue(solver.available())
self.assertEqual(solver.solver_type(), mp.SolverType.kGurobi)
result = solver.Solve(prog, None, None)
self.assertTrue(result.is_success())
x_expected = np.array([1, 1])
self.assertTrue(np.allclose(result.GetSolution(x), x_expected))
self.assertGreater(result.get_solver_details().optimizer_time, 0.)
self.assertEqual(result.get_solver_details().error_code, 0)
self.assertEqual(result.get_solver_details().optimization_status, 2)
self.assertTrue(np.isnan(result.get_solver_details().objective_bound))