gurobi_interface.hpp

/*
 *    This file is part of CasADi.
 *
 *    CasADi -- A symbolic framework for dynamic optimization.
 *    Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl,
 *                            KU Leuven. All rights reserved.
 *    Copyright (C) 2011-2014 Greg Horn
 *
 *    CasADi is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    CasADi is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with CasADi; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */
 
 
#ifndef CASADI_GUROBI_INTERFACE_HPP
#define CASADI_GUROBI_INTERFACE_HPP
 
#include "casadi/core/conic_impl.hpp"
#include <casadi/interfaces/gurobi/casadi_conic_gurobi_export.h>
 
// GUROBI header
extern "C" {
#include "gurobi_c.h" // NOLINT(build/include)
}
 
namespace casadi {
 
  struct LazyCallbackMemory {
  // sizes
  casadi_int nx;
  casadi_int sz_arg, sz_res, sz_iw, sz_w;
 
  // solution and inputs
  std::vector<double> x_vals;
  double obj_val;
  double obj_best;
  double obj_bound;
  double sol_count;
  std::vector<double> input_data;
 
  // outputs
  double flag;
  std::vector<double> a_vec;
  double b_val;
 
  // casadi workspaces
  std::vector<casadi_int> iw;
  std::vector<double> w;
  std::vector<const double*> arg;
  std::vector<double*> res;
  };
 
  class GurobiInterface;
 
  struct  GurobiMemory : public ConicMemory {
    // Gurobi environment
    GRBenv *env;
 
    const GurobiInterface* interface;
 
    int return_status;
 
    int pool_sol_nr;
    std::vector<double> pool_obj_vals;
    std::vector<std::vector<double>> pool_solutions;
 
    // SOS structure
    std::vector<double> sos_weights;
    std::vector<int> sos_beg;
    std::vector<int> sos_ind;
    std::vector<int> sos_types;
 
    LazyCallbackMemory lazy_cb_mem;
 
    GurobiMemory();
 
    ~GurobiMemory();
  };
 
  class  GurobiInterface : public Conic {
  public:
    explicit GurobiInterface(const std::string& name,
                             const std::map<std::string, Sparsity>& st);
 
    static Conic* creator(const std::string& name,
                                     const std::map<std::string, Sparsity>& st) {
      return new GurobiInterface(name, st);
    }
 
    ~GurobiInterface() override;
 
    // Get name of the plugin
    const char* plugin_name() const override { return "gurobi";}
 
    // Get name of the class
    std::string class_name() const override { return "GurobiInterface";}
 
 
    static const Options options_;
    const Options& get_options() const override { return options_;}
 
    void init(const Dict& opts) override;
 
    void* alloc_mem() const override { return new GurobiMemory();}
 
    int init_mem(void* mem) const override;
 
    void free_mem(void *mem) const override { delete static_cast<GurobiMemory*>(mem);}
 
    int solve(const double** arg, double** res,
      casadi_int* iw, double* w, void* mem) const override;
 
    bool integer_support() const override { return true;}
 
    bool psd_support() const override { return true;}
 
    static const std::string meta_doc;
 
    Dict get_stats(void* mem) const override;
 
    // Variable types
    std::vector<char> vtype_;
 
    // SOS structure
    std::vector<double> sos_weights_;
    std::vector<int> sos_beg_;
    std::vector<int> sos_ind_;
    std::vector<int> sos_types_;
 
    Dict opts_;
 
    SDPToSOCPMem sdp_to_socp_mem_;
 
    void serialize_body(SerializingStream &s) const override;
 
    static ProtoFunction* deserialize(DeserializingStream& s) { return new GurobiInterface(s); }
 
    Function lazy_constraints_callback_;
 
    void handle_lazy_constraints_callback(GurobiMemory* mem, GRBmodel *model,
                                          void *cbdata, int where) const;
 
    void process_lazy_constraints(GRBmodel *model, void *cbdata,
                                   std::vector<double>* a_vec,
                                   double* b_val) const;
 
  protected:
    explicit GurobiInterface(DeserializingStream& s);
  };
 
} // namespace casadi
 
#endif // CASADI_GUROBI_INTERFACE_HPP