added GurobiHelper

added load/save problem via gurobi

git-svn-id: http://www.openflipper.org/svnrepo/CoMISo/trunk@110 1355f012-dd97-4b2f-ae87-10fa9f823a57

CoMISo/NSolver/GUROBISolver.cc

@@ -21,12 +21,11 @@ namespace COMISO {
 //== IMPLEMENTATION ========================================================== 
 
 
-//// Constructor
-//GUROBISolver::
-//GUROBISolver()
-//{
-//
-//}
+
+GUROBISolver::
+GUROBISolver()
+{
+}
 
 //-----------------------------------------------------------------------------
 
@@ -140,18 +139,49 @@ solve(NProblemInterface*                  _problem,
     model.set(GRB_IntAttr_ModelSense, 1);
     model.setObjective(objective);
 
+
     //----------------------------------------------
     // 4. solve problem
     //----------------------------------------------
 
+
+    if (solution_input_path_.empty())
+    {
+      if (!problem_env_output_path_.empty())
+      {
+        std::cout << "Writing problem's environment into file \"" << problem_env_output_path_ << "\"." << std::endl;
+        model.getEnv().writeParams(problem_env_output_path_);
+      }
+      if (!problem_output_path_.empty())
+      {
+        std::cout << "Writing problem into file \"" << problem_output_path_ << "\"." << std::endl;
+        GurobiHelper::outputModelToMpsGz(model, problem_output_path_);
+      }
+
+      model.optimize();
+    }
+    else
+    {
+        std::cout << "Reading solution from file \"" << solution_input_path_ << "\"." << std::endl;
+    }
+
     model.optimize();
 
     //----------------------------------------------
     // 5. store result
     //----------------------------------------------
 
-    for(unsigned int i=0; i<vars.size(); ++i)
-      x[i] = vars[i].get(GRB_DoubleAttr_X);
+    if (solution_input_path_.empty())
+    {
+      // store computed result
+      for(unsigned int i=0; i<vars.size(); ++i)
+        x[i] = vars[i].get(GRB_DoubleAttr_X);
+    }
+    else
+    {
+      // store loaded result
+      GurobiHelper::readSolutionVectorFromSOL(x, solution_input_path_);
+    }
 
     _problem->store_result(P(x));
 
@@ -174,6 +204,39 @@ solve(NProblemInterface*                  _problem,
 }
 
 
+//-----------------------------------------------------------------------------
+
+
+void
+GUROBISolver::
+set_problem_output_path( const std::string &_problem_output_path)
+{
+  problem_output_path_ = _problem_output_path;
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+void
+GUROBISolver::
+set_problem_env_output_path( const std::string &_problem_env_output_path)
+{
+  problem_env_output_path_ = _problem_env_output_path;
+}
+
+
+//-----------------------------------------------------------------------------
+
+
+void
+GUROBISolver::
+set_solution_input_path(const std::string &_solution_input_path)
+{
+  solution_input_path_ = _solution_input_path;
+}
+
+
 //=============================================================================
 } // namespace COMISO
 //=============================================================================

CoMISo/NSolver/GUROBISolver.hh

@@ -17,9 +17,11 @@
 
 #include <CoMISo/Config/CoMISoDefines.hh>
 #include <vector>
+#include <string>
 #include "NProblemInterface.hh"
 #include "NConstraintInterface.hh"
 #include "VariableType.hh"
+#include "GurobiHelper.hh"
 
 #include <gurobi_c++.h>
 
@@ -45,8 +47,8 @@ public:
    
   typedef std::pair<unsigned int, VariableType> PairUiV;
 
-  /// Default constructor -> set up IpOptApplication
-  GUROBISolver() {}
+  /// Default constructor
+  GUROBISolver();
  
   /// Destructor
   ~GUROBISolver() {}
@@ -57,6 +59,10 @@ public:
              std::vector<PairUiV>&               _discrete_constraints,   // discrete constraints
              const double                        _time_limit = 60     ); // time limit in seconds
 
+  void set_problem_output_path    ( const std::string &_problem_output_path);
+  void set_problem_env_output_path( const std::string &_problem_env_output_path);
+  void set_solution_input_path    ( const std::string &_solution_input_path);
+
 protected:
   double* P(std::vector<double>& _v)
   {
@@ -68,6 +74,11 @@ protected:
 
 private:
 
+  // filenames for exporting/importing gurobi solutions
+  // if string is empty nothing is imported or exported
+  std::string problem_output_path_;
+  std::string problem_env_output_path_;
+  std::string solution_input_path_;
 };
 
 

CoMISo/NSolver/GurobiHelper.cc

+/*
+ * GurobiHelper.cc
+ *
+ *  Created on: Jan 4, 2012
+ *      Author: ebke
+ */
+
+#include "GurobiHelper.hh"
+
+#if COMISO_GUROBI_AVAILABLE
+
+#include <QTemporaryFile>
+#include <QFileInfo>
+#include <boost/filesystem.hpp>
+#include <boost/scoped_ptr.hpp>
+#include <boost/regex.hpp>
+#include <boost/lexical_cast.hpp>
+
+#include <iostream>
+#include <cstdio>
+#include <fstream>
+#include <string>
+
+#define OUTPUT_UNCOMPRESSED_WITH_CONSTANT_COMMENT 0
+#define OUTPUT_CONSTANT_AS_CONT 1
+
+namespace COMISO {
+
+/**
+ * Helper class that ensures exception safe deletion
+ * of a temporary file.
+ */
+class TempFileGuard {
+    public:
+        TempFileGuard(const std::string &_filePath) : filePath_(_filePath) {
+        }
+
+        ~TempFileGuard() {
+            if (boost::filesystem::exists(filePath_))
+                boost::filesystem::remove(filePath_);
+        }
+
+        const boost::filesystem::path &filePath() const { return filePath_; };
+
+    private:
+        boost::filesystem::path filePath_;
+};
+
+static void moveConstantTermIntoConstrainedVariable(GRBModel &model) {
+    const double constantTerm = model.getObjective().getLinExpr().getConstant();
+    //tmpModel.getObjective().addConstant(-constantTerm);
+    model.getObjective() -= constantTerm;
+#if OUTPUT_CONSTANT_AS_CONT
+    model.addVar(constantTerm, constantTerm, 1, GRB_CONTINUOUS, "constant");
+#else
+    model.addVar(1, 1, constantTerm, GRB_INTEGER, "constant");
+#endif
+}
+
+static void copyFile(const char *from, const char *to) {
+    FILE *inF = fopen(from, "r");
+    FILE *outF = fopen(to, "w");
+
+    const int bufsize = 4096;
+    unsigned char buffer[bufsize];
+
+    do {
+        size_t readBytes = fread(buffer, 1, bufsize, inF);
+        fwrite(buffer, 1, readBytes, outF);
+    } while(!feof(inF));
+
+    fclose(inF);
+    fclose(outF);
+}
+
+/**
+ * WARNING: Never call outputModelToMpsGz and importInitialSolutionIntoModel
+ * on the same model. Both try to move the constant term into a variable and
+ * consequently, the second attempt to do so will fail.
+ */
+void GurobiHelper::outputModelToMpsGz(GRBModel &model, const std::string &problem_output_path_) {
+#if OUTPUT_UNCOMPRESSED_WITH_CONSTANT_COMMENT
+    boost::scoped_ptr<TempFileGuard> tempFileGuard;
+    {
+        QTemporaryFile tempFile("XXXXXX.mps");
+        tempFile.setAutoRemove(false);
+        tempFile.open();
+
+        // In order to minimize the likelihood of race conditions,
+        // we initialize tempFileGuard right here.
+        tempFileGuard.reset(new TempFileGuard(QFileInfo(tempFile).absoluteFilePath().toStdString()));
+        tempFile.close();
+    }
+
+    const std::string fileName = tempFileGuard->filePath().string();
+
+    model.write(fileName);
+    const double constantTerm = model.getObjective().getLinExpr().getConstant();
+
+    FILE *inF = fopen(fileName.c_str(), "r");
+    FILE *outF = fopen(problem_output_path_.c_str(), "w");
+
+    fprintf(outF, "* Constant Term: %.16e\n", constantTerm);
+    const int bufsize = 4096;
+    unsigned char buffer[bufsize];
+    int readBytes;
+    do {
+        readBytes = fread(buffer, 1, bufsize, inF);
+        fwrite(buffer, 1, readBytes, outF);
+    } while(!feof(inF));
+    fclose(inF);
+    fclose(outF);
+#else
+    GRBModel tmpModel(model);
+
+    moveConstantTermIntoConstrainedVariable(tmpModel);
+
+    tmpModel.update();
+    tmpModel.write(problem_output_path_);
+#endif
+}
+
+/**
+ * WARNING: Never call outputModelToMpsGz and importInitialSolutionIntoModel
+ * on the same model. Both try to move the constant term into a variable and
+ * consequently, the second attempt to do so will fail.
+ */
+void GurobiHelper::importInitialSolutionIntoModel(GRBModel &model, const std::string &solution_path_) {
+    boost::scoped_ptr<TempFileGuard> tempFileGuard;
+    {
+        QTemporaryFile tempFile("XXXXXX.mst");
+        tempFile.setAutoRemove(false);
+        tempFile.open();
+
+        // In order to minimize the likelihood of race conditions,
+        // we initialize tempFileGuard right here.
+        tempFileGuard.reset(new TempFileGuard(QFileInfo(tempFile).absoluteFilePath().toStdString()));
+        tempFile.close();
+    }
+
+    const std::string fileName = tempFileGuard->filePath().string();
+
+    copyFile(solution_path_.c_str(), fileName.c_str());
+
+    //moveConstantTermIntoConstrainedVariable(model);
+    const double constantTerm = model.getObjective().getLinExpr().getConstant();
+    model.addVar(constantTerm, constantTerm, 0, GRB_CONTINUOUS, "constant");
+
+    model.update();
+    model.read(fileName);
+    model.update();
+}
+
+void GurobiHelper::readSolutionVectorFromSOL(std::vector<double> &out_solution_, const std::string &fileName_) {
+    std::ifstream solFile(fileName_.c_str());
+    //if (!solFile.good())
+    //    throw std::runtime_error("Unable to open file \"" + fileName + "\".");
+
+    static const boost::regex commentRe("\\s*#", boost::regex_constants::perl);
+    static const boost::regex variableRe("\\s*\\S+\\s+([-+]?[0-9]*\\.?[0-9]+(?:[eE][-+]?[0-9]+)?)", boost::regex_constants::perl);
+
+    std::string line;
+    while (solFile) {
+        std::getline(solFile, line);
+        if (boost::regex_search(line, commentRe, boost::match_continuous)) continue;
+        boost::smatch match;
+        if (boost::regex_search(line, match, variableRe, boost::match_continuous)) {
+            out_solution_.push_back(boost::lexical_cast<double>(match[1]));
+        }
+    }
+}
+
+} /* namespace COMISO */
+
+#endif

CoMISo/NSolver/GurobiHelper.hh

+/*
+ * GurobiHelper.hh
+ *
+ *  Created on: Jan 4, 2012
+ *      Author: ebke
+ */
+
+
+#ifndef GUROBIHELPER_HH_
+#define GUROBIHELPER_HH_
+
+//== COMPILE-TIME PACKAGE REQUIREMENTS ========================================
+#include <CoMISo/Config/config.hh>
+#if COMISO_GUROBI_AVAILABLE
+//=============================================================================
+
+#include <gurobi_c++.h>
+#include <string>
+#include <vector>
+
+namespace COMISO {
+
+class GurobiHelper {
+    public:
+
+        /**
+         * WARNING: Never call outputModelToMpsGz and importInitialSolutionIntoModel
+         * on the same model. Both try to move the constant term into a variable and
+         * consequently, the second attempt to do so will fail.
+         */
+        static void outputModelToMpsGz(GRBModel &model, const std::string &problem_output_path_);
+
+        /**
+         * WARNING: Never call outputModelToMpsGz and importInitialSolutionIntoModel
+         * on the same model. Both try to move the constant term into a variable and
+         * consequently, the second attempt to do so will fail.
+         */
+        static void importInitialSolutionIntoModel(GRBModel &model, const std::string &solution_path_);
+
+        /**
+         * Reads the solution vector from a SOL file and appends it to
+         * out_solution_.
+         */
+        static void readSolutionVectorFromSOL(std::vector<double> &out_solution_, const std::string &fileName_);
+};
+
+} /* namespace COMISO */
+#endif /* COMISO_GUROBI_AVAILABLE */
+#endif /* GUROBIHELPER_HH_ */
+
+