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Use XPRS_OPTIMIZETYPEUSED instead of is_mip #256

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Use XPRS_OPTIMIZETYPEUSED instead of is_mip #256

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1 change: 1 addition & 0 deletions src/Lib/common.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -454,6 +454,7 @@ const XPRS_CPUSDETECTED = 1259
const XPRS_CORESDETECTED = 1260
const XPRS_PHYSICALCORESDETECTED = 1261
const XPRS_PHYSICALCORESPERCPUDETECTED = 1262
const XPRS_OPTIMIZETYPEUSED = 1268
const XPRS_BARSING = 1281
const XPRS_BARSINGR = 1282
const XPRS_PRESOLVEINDEX = 1284
Expand Down
85 changes: 50 additions & 35 deletions src/MOI/MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -976,15 +976,17 @@
::ForwardSensitivityOutputVariable,
vi::MOI.VariableIndex,
)
if is_mip(model) && model.moi_warnings
@warn "The problem is a MIP, it might fail to get correct sensitivities."
end
if MOI.get(model, MOI.TerminationStatus()) != MOI.OPTIMAL
error("Model not optimized. Cannot get sensitivities.")
end
if model.forward_sensitivity_cache === nothing
elseif model.forward_sensitivity_cache === nothing
error("Forward sensitivity cache not initiliazed correctly.")
end
optimize_type = @_invoke(
Lib.XPRSgetintattrib(model.inner, Lib.XPRS_OPTIMIZETYPEUSED, _)::Int
)
if optimize_type == Lib.XPRS_OPTIMIZETYPE_MIP && model.moi_warnings
@warn "The problem is a MIP, it might fail to get correct sensitivities."

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end
if model.forward_sensitivity_cache.is_updated != true
forward(model)
model.forward_sensitivity_cache.is_updated = true
Expand Down Expand Up @@ -1016,15 +1018,17 @@
::BackwardSensitivityOutputConstraint,
ci::MOI.ConstraintIndex,
)
if is_mip(model) && model.moi_warnings
@warn "The problem is a MIP, it might fail to get correct sensitivities."
end
if MOI.get(model, MOI.TerminationStatus()) != MOI.OPTIMAL
error("Model not optimized. Cannot get sensitivities.")
end
if model.backward_sensitivity_cache === nothing
elseif model.backward_sensitivity_cache === nothing
error("Backward sensitivity cache not initiliazed correctly.")
end
optimize_type = @_invoke(
Lib.XPRSgetintattrib(model.inner, Lib.XPRS_OPTIMIZETYPEUSED, _)::Int
)
if optimize_type == Lib.XPRS_OPTIMIZETYPE_MIP && model.moi_warnings
@warn "The problem is a MIP, it might fail to get correct sensitivities."

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end
if model.backward_sensitivity_cache.is_updated != true
backward(model)
model.backward_sensitivity_cache.is_updated = true
Expand Down Expand Up @@ -2824,16 +2828,6 @@
return
end

function is_mip(model::Optimizer)
n = @_invoke(
Lib.XPRSgetintattrib(model.inner, Lib.XPRS_ORIGINALMIPENTS, _)::Int,
)
nsos = @_invoke(
Lib.XPRSgetintattrib(model.inner, Lib.XPRS_ORIGINALSETS, _)::Int,
)
return !model.solve_relaxation && n + nsos > 0
end

function _set_MIP_start(model)
colind, solval = Cint[], Cdouble[]
for info in values(model.variable_info)
Expand Down Expand Up @@ -2871,15 +2865,17 @@
)::Int
rhs = Vector{Float64}(undef, ncons)
@checked Lib.XPRSgetrhs(model.inner, rhs, Cint(0), Cint(ncons - 1))
if !model.ignore_start && is_mip(model)
if !model.ignore_start
_set_MIP_start(model)
end
start_time = time()
if is_mip(model)
@checked Lib.XPRSmipoptimize(model.inner, model.solve_method)
else
@checked Lib.XPRSlpoptimize(model.inner, model.solve_method)
end
solvestatus, solstatus = Ref{Cint}(), Ref{Cint}()
@checked Lib.XPRSoptimize(
model.inner,
model.solve_method,
solvestatus,
solstatus,
)
model.cached_solution.solve_time = time() - start_time
check_cb_exception(model)
# Should be almost a no-op if not needed. Might have minor overhead due to
Expand All @@ -2890,9 +2886,10 @@
model.termination_status = _cache_termination_status(model)
model.primal_status = _cache_primal_status(model)
model.dual_status = _cache_dual_status(model)
# TODO: add @checked here - must review statuses
if is_mip(model)
# TODO @checked (only works if not in [MOI.NO_SOLUTION, MOI.INFEASIBILITY_CERTIFICATE, MOI.INFEASIBLE_POINT])
optimize_type = @_invoke(
Lib.XPRSgetintattrib(model.inner, Lib.XPRS_OPTIMIZETYPEUSED, _)::Int
)
if optimize_type == Lib.XPRS_OPTIMIZETYPE_MIP
Lib.XPRSgetmipsol(
model.inner,
model.cached_solution.variable_primal,
Expand All @@ -2901,6 +2898,7 @@
fill!(model.cached_solution.linear_dual, NaN)
fill!(model.cached_solution.variable_dual, NaN)
else
@assert optimize_type == Lib.XPRS_OPTIMIZETYPE_LP
Lib.XPRSgetlpsol(
model.inner,
model.cached_solution.variable_primal,
Expand Down Expand Up @@ -3020,14 +3018,18 @@
_throw_if_optimize_in_progress(model, attr)
stop =
@_invoke Lib.XPRSgetintattrib(model.inner, Lib.XPRS_STOPSTATUS, _)::Int
if is_mip(model)
optimize_type = @_invoke(
Lib.XPRSgetintattrib(model.inner, Lib.XPRS_OPTIMIZETYPEUSED, _)::Int
)
if optimize_type == Lib.XPRS_OPTIMIZETYPE_MIP
stat = @_invoke Lib.XPRSgetintattrib(
model.inner,
Lib.XPRS_MIPSTATUS,
_,
)::Int
return _MIPSTATUS[stat][1] * " - " * _STOPSTATUS[stop][1]
else
@assert optimize_type == Lib.XPRS_OPTIMIZETYPE_LP
stat = @_invoke Lib.XPRSgetintattrib(
model.inner,
Lib.XPRS_LPSTATUS,
Expand All @@ -3042,11 +3044,16 @@
@_invoke Lib.XPRSgetintattrib(model.inner, Lib.XPRS_STOPSTATUS, _)::Int
if stop != Lib.XPRS_STOP_NONE && stop != Lib.XPRS_STOP_MIPGAP
return _STOPSTATUS[stop][2]
elseif is_mip(model)
end
optimize_type = @_invoke(
Lib.XPRSgetintattrib(model.inner, Lib.XPRS_OPTIMIZETYPEUSED, _)::Int
)
if optimize_type == Lib.XPRS_OPTIMIZETYPE_MIP
mipstatus = Lib.XPRS_MIPSTATUS
stat = @_invoke Lib.XPRSgetintattrib(model.inner, mipstatus, _)::Int
return _MIPSTATUS[stat][2]
else
@assert optimize_type == Lib.XPRS_OPTIMIZETYPE_LP
lpstatus = Lib.XPRS_LPSTATUS
stat = @_invoke Lib.XPRSgetintattrib(model.inner, lpstatus, _)::Int
return _LPSTATUS[stat][2]
Expand Down Expand Up @@ -3099,7 +3106,10 @@
end

function _cache_dual_status(model)
if is_mip(model)
optimize_type = @_invoke(
Lib.XPRSgetintattrib(model.inner, Lib.XPRS_OPTIMIZETYPEUSED, _)::Int
)
if optimize_type != Lib.XPRS_OPTIMIZETYPE_LP
return MOI.NO_SOLUTION
end
term_stat = MOI.get(model, MOI.TerminationStatus())
Expand Down Expand Up @@ -3352,8 +3362,9 @@
function MOI.get(model::Optimizer, attr::MOI.ObjectiveValue)
_throw_if_optimize_in_progress(model, attr)
MOI.check_result_index_bounds(model, attr)
attr = is_mip(model) ? Lib.XPRS_MIPOBJVAL : Lib.XPRS_LPOBJVAL
return @_invoke Lib.XPRSgetdblattrib(model.inner, attr, _)::Float64
return @_invoke(
Lib.XPRSgetdblattrib(model.inner, Lib.XPRS_OBJVAL, _)::Float64
)
end

#=
Expand All @@ -3362,7 +3373,11 @@

function MOI.get(model::Optimizer, attr::MOI.ObjectiveBound)
_throw_if_optimize_in_progress(model, attr)
attr = is_mip(model) ? Lib.XPRS_BESTBOUND : Lib.XPRS_LPOBJVAL
optimize_type = @_invoke(
Lib.XPRSgetintattrib(model.inner, Lib.XPRS_OPTIMIZETYPEUSED, _)::Int
)
is_mip = optimize_type == Lib.XPRS_OPTIMIZETYPE_MIP
attr = ifelse(is_mip, Lib.XPRS_BESTBOUND, Lib.XPRS_OBJVAL)
return @_invoke Lib.XPRSgetdblattrib(model.inner, attr, _)::Float64
end

Expand Down
8 changes: 4 additions & 4 deletions test/test_MOI_wrapper.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1799,11 +1799,11 @@ function test_BackwardSensitivityOutputConstraint_error()
c = MOI.add_constraint(model, 0.5 * x, MOI.EqualTo(0.0))
attr = Xpress.BackwardSensitivityOutputConstraint()
err = ErrorException("Model not optimized. Cannot get sensitivities.")
@test_logs (:warn,) @test_throws(err, MOI.get(model, attr, c))
@test_throws err MOI.get(model, attr, c)
MOI.optimize!(model)
err =
ErrorException("Backward sensitivity cache not initiliazed correctly.")
@test_logs (:warn,) @test_throws(err, MOI.get(model, attr, c))
@test_throws err MOI.get(model, attr, c)
return
end

Expand All @@ -1814,10 +1814,10 @@ function test_ForwardSensitivityOutputVariable_error()
MOI.add_constraint(model, x, MOI.ZeroOne())
attr = Xpress.ForwardSensitivityOutputVariable()
err = ErrorException("Model not optimized. Cannot get sensitivities.")
@test_logs (:warn,) @test_throws(err, MOI.get(model, attr, x))
@test_throws err MOI.get(model, attr, x)
MOI.optimize!(model)
err = ErrorException("Forward sensitivity cache not initiliazed correctly.")
@test_logs (:warn,) @test_throws(err, MOI.get(model, attr, x))
@test_throws err MOI.get(model, attr, x)
return
end

Expand Down
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