SolverXpress.h

#pragma once
 
#include <fstream>
#include <mutex>
 
#include "antares-xpansion/multisolver_interface/SolverAbstract.h"
#include "antares-xpansion/multisolver_interface/environment.h"
 
class SolverXpress: public SolverAbstract
{
    /*************************************************************************************************
    ----------------------------------------    ATTRIBUTES
    ---------------------------------------
    *************************************************************************************************/
    static int _NumberOfProblems; 
    static std::mutex license_guard;
 
public:
    XPRSprob _xprs; 
    const std::string name_ = "XPRESS";
 
    /*************************************************************************************************
    -----------------------------------    Constructor/Desctructor
    --------------------------------
    *************************************************************************************************/
 
public:
    SolverXpress();
    SolverXpress(SolverLogManager& log_manager);
 
    explicit SolverXpress(const SolverAbstract::Ptr toCopy);
    explicit SolverXpress(const std::shared_ptr<const SolverAbstract> toCopy);
 
    /*SolverXpress ctor accept only std::shared_ptr*/
    SolverXpress(const SolverXpress& other) = delete;
    SolverXpress& operator=(const SolverXpress& other) = delete;
 
    virtual ~SolverXpress();
    virtual int get_number_of_instances() override;
 
    virtual std::string get_solver_name() const override
    {
        return name_;
    }
 
    /*************************************************************************************************
    ---------------------------------    Output and stream management
    -----------------------------
    *************************************************************************************************/
 
    /*************************************************************************************************
    ------    Destruction or creation of inner strctures and datas, closing
    environments    ----------
    *************************************************************************************************/
 
public:
    virtual void init() override;
    virtual void free() override;
 
    /*************************************************************************************************
    -------------------------------    Reading & Writing problems
    -------------------------------
    *************************************************************************************************/
 
public:
    virtual void write_prob_mps(const std::filesystem::path& filename) override;
    virtual void write_prob_lp(const std::filesystem::path& filename) override;
    void save_prob(const std::filesystem::path& filename) override;
    virtual void write_basis(const std::filesystem::path& filename) override;
 
    virtual void read_prob_mps(const std::filesystem::path& filename) override;
    virtual void read_prob_lp(const std::filesystem::path& filename) override;
    void restore_prob(const std::filesystem::path& filename) override;
    virtual void read_basis(const std::filesystem::path& filename) override;
 
    virtual void copy_prob(const SolverAbstract::Ptr fictif_solv) override;
 
private:
    virtual void read_prob(const char* prob_name, const char* flags);
 
    /*************************************************************************************************
    -----------------------    Get general informations about problem
    ----------------------------
    *************************************************************************************************/
 
public:
    virtual int get_ncols() const override;
    virtual int get_nrows() const override;
    virtual int get_nelems() const override;
    virtual int get_n_integer_vars() const override;
    virtual void get_obj(double* obj, int first, int last) const override;
    void set_obj_to_zero() override;
    void set_obj(const double* obj, int first, int last) override;
    virtual void get_rows(int* mstart,
                          int* mclind,
                          double* dmatval,
                          int size,
                          int* nels,
                          int first,
                          int last) const override;
    virtual void get_row_type(char* qrtype, int first, int last) const override;
    virtual void get_rhs(double* rhs, int first, int last) const override;
    virtual void get_rhs_range(double* range, int first, int last) const override;
    virtual void get_col_type(char* coltype, int first, int last) const override;
    virtual void get_lb(double* lb, int fisrt, int last) const override;
    virtual void get_ub(double* ub, int fisrt, int last) const override;
 
    virtual int get_row_index(const std::string& name) override;
    virtual int get_col_index(const std::string& name) override;
    virtual std::vector<std::string> get_row_names(int first, int last) override;
    virtual std::vector<std::string> get_row_names() override;
    virtual std::vector<std::string> get_col_names(int first, int last) override;
    virtual std::vector<std::string> get_col_names() override;
 
    /*************************************************************************************************
    ------------------------------    Methods to modify problem
    ----------------------------------
    *************************************************************************************************/
 
public:
    virtual void del_rows(int first, int last) override;
    virtual void add_rows(int newrows,
                          int newnz,
                          const char* qrtype,
                          const double* rhs,
                          const double* range,
                          const int* mstart,
                          const int* mclind,
                          const double* dmatval,
                          const std::vector<std::string>& row_names) override;
    virtual void add_cols(int newcol,
                          int newnz,
                          const double* objx,
                          const int* mstart,
                          const int* mrwind,
                          const double* dmatval,
                          const double* bdl,
                          const double* bdu,
                          const std::vector<std::string>& col_names) override;
    virtual void add_name(int type, const char* cnames, int indice) override;
    virtual void add_names(int type,
                           const std::vector<std::string>& cnames,
                           int first,
                           int end) override;
    virtual void chg_obj(const std::vector<int>& mindex, const std::vector<double>& obj) override;
    virtual void chg_obj_direction(const bool minimize) override;
    virtual void chg_bounds(const std::vector<int>& mindex,
                            const std::vector<char>& qbtype,
                            const std::vector<double>& bnd) override;
    virtual void chg_col_type(const std::vector<int>& mindex,
                              const std::vector<char>& qctype) override;
    virtual void chg_rhs(int id_row, double val) override;
    virtual void chg_coef(int id_row, int id_col, double val) override;
    virtual void chg_row_name(int id_row, const std::string& name) override;
    virtual void chg_col_name(int id_col, const std::string& name) override;
 
    /*************************************************************************************************
    -----------------------------    Methods to solve the problem
    ---------------------------------
    *************************************************************************************************/
 
public:
    virtual int solve_lp() override;
    virtual int solve_mip() override;
 
    /*************************************************************************************************
    -------------------------    Methods to get solutions information
    -----------------------------
    *************************************************************************************************/
 
public:
    virtual void get_basis(int* rstatus, int* cstatus) const override;
    virtual double get_mip_value() const override;
    virtual double get_lp_value() const override;
    virtual int get_splex_num_of_ite_last() const override;
    virtual void get_lp_sol(double* primals, double* duals, double* reduced_costs) const override;
    virtual void get_mip_sol(double* primals) override;
 
    /*************************************************************************************************
    ------------------------    Methods to set algorithm or logs levels
    ---------------------------
    *************************************************************************************************/
 
public:
    void set_output_log_level(int loglevel) final;
    virtual void set_algorithm(const std::string& algo) override;
    virtual void set_threads(int n_threads) override;
    virtual void set_optimality_gap(double gap) override;
    virtual void set_simplex_iter(int iter) override;
 
public:
    std::ofstream _log_stream;
 
private:
    std::vector<std::string> get_names(int type, int n_elements);
};
 
/************************************************************************************\
* Name:         optimizermsg *
* Purpose:      Display Optimizer error messages and warnings. *
* Arguments:    const char *sMsg    Message string *
*               int nLen            Message length *
*               int nMsgLvl         Message type *
* Return Value: None. *
\************************************************************************************/
void errormsg(XPRSprob& xprs, const char* sSubName, int nLineNo, int nErrCode);
 
/************************************************************************************\
* Name:         errormsg *
* Purpose:      Display error information about failed subroutines. *
* Arguments:    const char *sSubName    Subroutine name *
*               int nLineNo             Line number *
*               int nErrCode            Error code *
* Return Value: None *
\************************************************************************************/
void optimizermsg(XPRSprob prob, void* stream, const char* sMsg, int nLen, int nMsglvl);