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Experiments with Highs callback
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andreaslundell committed Oct 10, 2023
1 parent 023cb12 commit 226c884
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Showing 3 changed files with 88 additions and 13 deletions.
2 changes: 1 addition & 1 deletion ThirdParty/HiGHS
Submodule HiGHS updated 390 files
97 changes: 85 additions & 12 deletions src/MIPSolver/MIPSolverHighs.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -39,6 +39,41 @@ static void highsLogCallback(HighsLogType type, const char* message, void* envPt
env->output->outputInfo(fmt::format(" | {} ", line));
}

static void userInterruptCallback(const int callback_type, const char* message, const HighsCallbackDataOut* data_out,
HighsCallbackDataIn* data_in, void* user_callback_data)
{
auto env = *reinterpret_cast<std::shared_ptr<Environment>*>(user_callback_data);
auto MIPSolver = std::dynamic_pointer_cast<MIPSolverHighs>(env->dualSolver->MIPSolver);

if(callback_type == kCallBackMipFeasibleSolution)
{
std::vector<double> solution(
data_out->mip_solution, data_out->mip_solution + MIPSolver->getNumberOfVariables());

MIPSolver->currentSolutions.push_back(std::make_pair(data_out->objective_function_value, solution));

std::cout << "Sol limit " << MIPSolver->getSolutionLimit() << " number sols "
<< MIPSolver->currentSolutions.size() << std::endl;

data_in->user_interrupt = false;
}
else if(callback_type == kCallbackMipInterrupt)
{
// std::cout << "Sol limit " << MIPSolver->getSolutionLimit() << " number sols "
// << MIPSolver->currentSolutions.size() << std::endl;

if(MIPSolver->currentSolutions.size() >= MIPSolver->getSolutionLimit())
{
std::cout << "sol limit reached\n";
data_in->user_interrupt = false;
}
else
{
data_in->user_interrupt = false;
}
}
}

MIPSolverHighs::MIPSolverHighs(EnvironmentPtr envPtr) { env = envPtr; }

MIPSolverHighs::~MIPSolverHighs() = default;
Expand Down Expand Up @@ -239,7 +274,7 @@ void MIPSolverHighs::initializeSolverSettings()
"mip_abs_gap", env->settings->getSetting<double>("ObjectiveGap.Absolute", "Termination"));
highsInstance.setOptionValue(
"mip_feasibility_tolerance", env->settings->getSetting<double>("Tolerance.Integer", "Primal"));
highsInstance.setOptionValue("mip_heuristic_effort", 1.0);
// highsInstance.setOptionValue("mip_heuristic_effort", 1.0);

// Adds a user-provided node limit
if(auto nodeLimit = env->settings->getSetting<double>("MIP.NodeLimit", "Dual"); nodeLimit > 0)
Expand All @@ -256,6 +291,14 @@ void MIPSolverHighs::initializeSolverSettings()
highsInstance.setOptionValue("threads", env->settings->getSetting<int>("MIP.NumberOfThreads", "Dual"));

highsInstance.setLogCallback(highsLogCallback, (void*)env.get());

// void* p_user_callback_data = (void*)(env.get());

auto ptr1 = reinterpret_cast<void*>(&env); /* shared_ptr > void ptr */

highsInstance.setCallback(userInterruptCallback, ptr1);
highsInstance.startCallback(kCallbackMipInterrupt);
highsInstance.startCallback(kCallBackMipFeasibleSolution);
}

int MIPSolverHighs::addLinearConstraint(
Expand Down Expand Up @@ -388,6 +431,11 @@ E_ProblemSolutionStatus MIPSolverHighs::getSolutionStatus()
{
MIPSolutionStatus = E_ProblemSolutionStatus::SolutionLimit;
}
else if(modelStatus == HighsModelStatus::kInterrupt)
{
// Since we interrup in the callback
MIPSolutionStatus = E_ProblemSolutionStatus::SolutionLimit;
}
else
{
MIPSolutionStatus = E_ProblemSolutionStatus::Error;
Expand All @@ -402,6 +450,7 @@ E_ProblemSolutionStatus MIPSolverHighs::solveProblem()
{
E_ProblemSolutionStatus MIPSolutionStatus;
cachedSolutionHasChanged = true;
currentSolutions.clear();

highsReturnStatus = highsInstance.run();
MIPSolutionStatus = getSolutionStatus();
Expand Down Expand Up @@ -437,7 +486,6 @@ void MIPSolverHighs::setSolutionLimit(long int limit)
else
{
highsInstance.setOptionValue("mip_max_improving_sols", (int)limit);
this->solLimit = limit;
}
}

Expand Down Expand Up @@ -546,17 +594,17 @@ void MIPSolverHighs::writeProblemToFile(std::string filename)

double MIPSolverHighs::getObjectiveValue(int solIdx)
{
double objectiveValue;
bool isMIP = getDiscreteVariableStatus();

if(!isMIP && solIdx > 0) // LP problems only have one solution!
if(isProblemDiscrete && isMIP)
{
env->output->outputError(" Cannot obtain solution with index " + std::to_string(solIdx)
+ " in HiGHS since the problem is LP/QP!");

return (NAN);
objectiveValue = currentSolutions.at(currentSolutions.size() - solIdx - 1).first;
}
else
{
objectiveValue = highsInstance.getInfo().objective_function_value;
}

double objectiveValue = highsInstance.getInfo().objective_function_value;

return (objectiveValue);
}
Expand All @@ -575,14 +623,39 @@ bool MIPSolverHighs::createIntegerCut(IntegerCut& integerCut)

VectorDouble MIPSolverHighs::getVariableSolution(int solIdx)
{
auto solution = highsInstance.getSolution().col_value;
// auto solution = highsInstance.getSolution().col_value;
// return (solution);
VectorDouble solution;
bool isMIP = getDiscreteVariableStatus();

if(isProblemDiscrete && isMIP)
{
solution = currentSolutions.at(currentSolutions.size() - solIdx - 1).second;
}
else
{
solution = highsInstance.getSolution().col_value;
}

return (solution);
}

int MIPSolverHighs::getNumberOfSolutions()
{
// TODO: fix when solution pool functionality is available in HiGHS
int numSols = 1;
int numSols = 0;
bool isMIP = getDiscreteVariableStatus();

if(isProblemDiscrete && isMIP)
{
numSols = currentSolutions.size();
}
else
{
// LP problem
numSols = 1;
// TODO better way?
}

return (numSols);
}

Expand Down
2 changes: 2 additions & 0 deletions src/MIPSolver/MIPSolverHighs.h
Original file line number Diff line number Diff line change
Expand Up @@ -157,6 +157,8 @@ class MIPSolverHighs : public IMIPSolver, MIPSolverBase

std::string getSolverVersion() override;

std::vector<std::pair<double, VectorDouble>> currentSolutions;

private:
HighsModel highsModel;
Highs highsInstance;
Expand Down

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