xpress integration in or-tools

CMakeLists.txt

@@ -7,6 +7,14 @@ if(POLICY CMP0068)
   cmake_policy(SET CMP0068 NEW)
 endif()
 
+if(POLICY CMP0078)
+  cmake_policy(SET CMP0078 OLD)
+endif()
+
+if(POLICY CMP0086)
+  cmake_policy(SET CMP0086 NEW)
+endif()
+
 include(utils)
 set_version(VERSION)
 
@@ -32,10 +40,14 @@ option(BUILD_CXX "Build C++ library" ON)
 option(BUILD_PYTHON "Build Python Library" OFF)
 option(BUILD_JAVA "Build Java Library" OFF)
 option(BUILD_DOTNET "Build .NET Library" OFF)
+option(USE_XPRESS "Build and use XPRESS interface" OFF)
+option(USE_CPLEX "Build and use CPLEX interface" OFF)
 message(STATUS "Build C++ library: ${BUILD_CXX}")
 message(STATUS "Build Python: ${BUILD_PYTHON}")
 message(STATUS "Build Java: ${BUILD_JAVA}")
 message(STATUS "Build .Net: ${BUILD_DOTNET}")
+message(STATUS "USE_XPRESS: ${USE_XPRESS}")
+message(STATUS "USE_CPLEX: ${USE_CPLEX}")
 
 #option(BUILD_DOC "Build doxygen" OFF)
 #message(STATUS "Build doxygen: ${BUILD_DOC}")
@@ -79,6 +91,49 @@ message(STATUS "Build Clp: ${BUILD_Clp}")
 message(STATUS "Build Cgl: ${BUILD_Cgl}")
 message(STATUS "Build Cbc: ${BUILD_Cbc}")
 
+if (USE_XPRESS)
+
+	if (APPLE)
+		message(FATAL_ERROR "XPRESS not yet supported on MACOS")
+	endif()
+
+	message(STATUS "XPRESS: configuring makefiles")
+	if (NOT XPRESSDIR)
+		set(XPRESSDIR $ENV{XPRESSDIR})
+	endif(NOT XPRESSDIR)
+
+	message(STATUS "XPRESSDIR: ${XPRESSDIR}")
+
+	if (NOT XPRESSDIR)
+		message(FATAL_ERROR "XPRESSDIR: not found")
+	endif()
+
+	add_compile_definitions(USE_XPRESS)
+endif(USE_XPRESS)
+
+
+if (USE_CPLEX)
+
+	if (APPLE)
+		message(FATAL_ERROR "CPLEX not yet supported on MACOS")
+	elseif(UNIX)
+		message(FATAL_ERROR "CPLEX not yet supported on LINUX")
+	endif()
+
+	message(STATUS "CPLEX: configuring makefiles")
+	if (NOT CPLEXDIR)
+		set(CPLEXDIR $ENV{CPLEXDIR})
+	endif(NOT CPLEXDIR)
+
+	message(STATUS "CPLEXDIR: ${CPLEXDIR}")
+
+	if (NOT CPLEXDIR)
+		message(FATAL_ERROR "CPLEXDIR: not found")
+	endif()
+
+	add_compile_definitions(USE_CPLEX)
+endif(USE_CPLEX)
+
 # Build Needed dependencies
 add_subdirectory(cmake/dependencies dependencies)
 list(APPEND CMAKE_PREFIX_PATH ${CMAKE_BINARY_DIR}/dependencies/install)
@@ -90,3 +145,27 @@ include(cpp)
 include(python)
 include(java)
 include(dotnet)
+
+if (USE_XPRESS)
+	if (APPLE)
+		message(FATAL_ERROR "XPRESS not yet supported on MACOS")
+		#target_link_libraries(ortools PUBLIC ${XPRESSDIR}/lib/libxprs.dylib)
+	elseif(UNIX)
+		target_link_libraries(ortools PUBLIC ${XPRESSDIR}/lib/libxprs.so)
+	elseif(MSVC)
+		target_link_libraries(ortools PUBLIC ${XPRESSDIR}/lib/xprs.lib)
+	endif()
+endif(USE_XPRESS)
+
+
+if (USE_CPLEX)
+	if (APPLE)
+		message(FATAL_ERROR "CPLEX not yet supported on MACOS")
+		#target_link_libraries(ortools PUBLIC ${CPLEXDIR}/lib/x64_windows_vs2015/stat_mda/cplex1270.dylib)
+	elseif(UNIX)
+		message(FATAL_ERROR "CPLEX not yet supported on LINUX")
+		#target_link_libraries(ortools PUBLIC ${CPLEXDIR}/lib/x64_windows_vs2015/stat_mda/cplex1270.so)
+	elseif(MSVC)
+		target_link_libraries(ortools PUBLIC ${CPLEXDIR}/lib/x64_windows_vs2015/stat_mda/cplex1270.lib)
+	endif()
+endif(USE_CPLEX)

cmake/dependencies/CMakeLists.txt

@@ -104,6 +104,7 @@ if(BUILD_Protobuf)
     TAG
       "v3.8.0"
     CMAKE_ARGS
+	  -Dprotobuf_MSVC_STATIC_RUNTIME:BOOL=OFF
       "SOURCE_SUBDIR cmake"
   )
 endif()

examples/cpp/strawberry_fields_with_column_generation.cc

@@ -618,11 +618,26 @@ int main(int argc, char** argv) {
     found = true;
   }
 #endif  // USE_GLOP
+#if defined(USE_XPRESS)
+  if (FLAGS_colgen_solver == "xpress") {
+	  solver_type = operations_research::MPSolver::XPRESS_LINEAR_PROGRAMMING;
+	  //solver_type = operations_research::MPSolver::CPLEX_LINEAR_PROGRAMMING;
+	  found = true;
+  }
+#endif
+#if defined(USE_CPLEX)
+  if (FLAGS_colgen_solver == "cplex") {
+	  solver_type = operations_research::MPSolver::CPLEX_LINEAR_PROGRAMMING;
+	  found = true;
+  }
+#endif
   if (!found) {
     LOG(ERROR) << "Unknown solver " << FLAGS_colgen_solver;
     return 1;
   }
 
+  LOG(INFO) << "Chosen solver: " << FLAGS_colgen_solver << std::endl;
+
   if (FLAGS_colgen_instance == -1) {
     for (int i = 0; i < operations_research::kInstanceCount; ++i) {
       const operations_research::Instance& instance =

ortools/algorithms/knapsack_solver.cc

@@ -1153,6 +1153,18 @@ KnapsackSolver::KnapsackSolver(SolverType solver_type,
           MPSolver::SCIP_MIXED_INTEGER_PROGRAMMING, solver_name);
       break;
 #endif  // USE_SCIP
+#if defined(USE_XPRESS)
+	case KNAPSACK_MULTIDIMENSION_XPRESS_MIP_SOLVER:
+		solver_ = absl::make_unique<KnapsackMIPSolver>(
+			MPSolver::XPRESS_MIXED_INTEGER_PROGRAMMING, solver_name);
+		break;
+#endif
+#if defined(USE_CPLEX)
+	case KNAPSACK_MULTIDIMENSION_CPLEX_MIP_SOLVER:
+		solver_ = absl::make_unique<KnapsackMIPSolver>(
+			MPSolver::CPLEX_MIXED_INTEGER_PROGRAMMING, solver_name);
+		break;
+#endif
     default:
       LOG(FATAL) << "Unknown knapsack solver type.";
   }

ortools/algorithms/knapsack_solver.h

@@ -157,7 +157,6 @@ class KnapsackSolver {
      */
     KNAPSACK_MULTIDIMENSION_CBC_MIP_SOLVER = 3,
 #endif  // USE_CBC
-
     /** Generic Solver.
      *
      * This solver can deal with both large number of items and several
@@ -173,6 +172,12 @@ class KnapsackSolver {
      */
     KNAPSACK_MULTIDIMENSION_SCIP_MIP_SOLVER = 6,
 #endif  // USE_SCIP
+#if defined(USE_XPRESS)
+	KNAPSACK_MULTIDIMENSION_XPRESS_MIP_SOLVER = 7,
+#endif
+#if defined(USE_CPLEX)
+	KNAPSACK_MULTIDIMENSION_CPLEX_MIP_SOLVER = 8,
+#endif
   };
 
   explicit KnapsackSolver(const std::string& solver_name);

ortools/linear_solver/CMakeLists.txt

@@ -58,3 +58,23 @@ add_dependencies(${NAME}
   Coin::Cbc
   ${PROJECT_NAME}::proto)
 add_library(${PROJECT_NAME}::linear_solver ALIAS ${NAME})
+
+if (USE_XPRESS)
+	target_include_directories(${NAME} PUBLIC ${XPRESSDIR}/include)
+	if(UNIX)
+		target_link_libraries(${NAME} PUBLIC ${XPRESSDIR}/lib/libxprs.so)
+	elseif(MSVC)
+		target_link_libraries(${NAME} PUBLIC ${XPRESSDIR}/lib/xprs.lib)
+	endif()
+endif(USE_XPRESS)
+
+if (USE_CPLEX)
+	target_include_directories(${NAME} PUBLIC
+		${CPLEXDIR}/include
+	)
+	if(UNIX)
+		target_link_libraries(${NAME} PUBLIC ${CPLEXDIR}/lib/x64_windows_vs2015/stat_mda/cplex1270.a)
+	elseif(MSVC)
+		target_link_libraries(${NAME} PUBLIC ${CPLEXDIR}/lib/x64_windows_vs2015/stat_mda/cplex1270.lib)
+	endif()
+endif(USE_CPLEX)

ortools/linear_solver/linear_solver.cc

@@ -349,6 +349,9 @@ extern MPSolverInterface* BuildCplexInterface(bool mip, MPSolver* const solver);
 
 extern MPSolverInterface* BuildGLOPInterface(MPSolver* const solver);
 #endif
+#if defined(USE_XPRESS)
+extern MPSolverInterface* BuildXpressInterface(bool mip, MPSolver* const solver);
+#endif
 
 namespace {
 MPSolverInterface* BuildSolverInterface(MPSolver* const solver) {
@@ -391,6 +394,12 @@ MPSolverInterface* BuildSolverInterface(MPSolver* const solver) {
       return BuildCplexInterface(false, solver);
     case MPSolver::CPLEX_MIXED_INTEGER_PROGRAMMING:
       return BuildCplexInterface(true, solver);
+#endif
+#if defined(USE_XPRESS)
+	case MPSolver::XPRESS_MIXED_INTEGER_PROGRAMMING:
+		return BuildXpressInterface(true, solver);
+	case MPSolver::XPRESS_LINEAR_PROGRAMMING:
+		return BuildXpressInterface(false, solver);
 #endif
     default:
       // TODO(user): Revert to the best *available* interface.
@@ -455,6 +464,14 @@ bool MPSolver::SupportsProblemType(OptimizationProblemType problem_type) {
 #endif
 #ifdef USE_CBC
   if (problem_type == CBC_MIXED_INTEGER_PROGRAMMING) return true;
+#endif
+#ifdef USE_XPRESS
+  if (problem_type == XPRESS_MIXED_INTEGER_PROGRAMMING) return true;
+  if (problem_type == XPRESS_LINEAR_PROGRAMMING) return true;
+#endif
+#ifdef USE_CPLEX
+  if (problem_type == CPLEX_LINEAR_PROGRAMMING) return true;
+  if (problem_type == CPLEX_MIXED_INTEGER_PROGRAMMING) return true;
 #endif
   return false;
 }
@@ -1458,7 +1475,9 @@ void MPSolver::GenerateConstraintNameIndex() const {
   }
 }
 
+#if defined(USE_GUROBI)
 bool MPSolver::NextSolution() { return interface_->NextSolution(); }
+#endif
 
 // ---------- MPSolverInterface ----------
 

ortools/linear_solver/linear_solver.h

@@ -224,6 +224,10 @@ class MPSolver {
 #if defined(USE_BOP)
     /// Linear Boolean Programming Solver.
     BOP_INTEGER_PROGRAMMING = 12,
+#endif
+#if defined(USE_XPRESS)
+	XPRESS_LINEAR_PROGRAMMING = 101,
+	XPRESS_MIXED_INTEGER_PROGRAMMING = 102,
 #endif
   };
 
@@ -726,8 +730,10 @@ class MPSolver {
    * As of 2018-08-09, only Gurobi supports NextSolution(), see
    * linear_solver_underlying_gurobi_test for an example of how to configure
    * Gurobi for this purpose. The other solvers return false unconditionally.
+#if defined(USE_GUROBI)
    */
   ABSL_MUST_USE_RESULT bool NextSolution();
+#endif
 
   // DEPRECATED: Use TimeLimit() and SetTimeLimit(absl::Duration) instead.
   // NOTE: These deprecated functions used the convention time_limit = 0 to mean
@@ -757,6 +763,7 @@ class MPSolver {
   friend class SCIPInterface;
   friend class GurobiInterface;
   friend class CplexInterface;
+  friend class XpressInterface;
   friend class SLMInterface;
   friend class MPSolverInterface;
   friend class GLOPInterface;
@@ -967,6 +974,7 @@ class MPObjective {
   friend class SLMInterface;
   friend class GurobiInterface;
   friend class CplexInterface;
+  friend class XpressInterface;
   friend class GLOPInterface;
   friend class BopInterface;
   friend class SatInterface;
@@ -1074,6 +1082,7 @@ class MPVariable {
   friend class SLMInterface;
   friend class GurobiInterface;
   friend class CplexInterface;
+  friend class XpressInterface;
   friend class GLOPInterface;
   friend class MPVariableSolutionValueTest;
   friend class BopInterface;
@@ -1215,6 +1224,7 @@ class MPConstraint {
   friend class SLMInterface;
   friend class GurobiInterface;
   friend class CplexInterface;
+  friend class XpressInterface;
   friend class GLOPInterface;
   friend class BopInterface;
   friend class SatInterface;