Improve the Xpress interface and add dynamic loading of the Xpress library #3966

sgatto · 2023-10-27T08:16:17Z

We have been working on several improvements of the Xpress interface at RTE.
These include

the possibility to lazily load the Xpress library (like Gurobi) without the need of the header files during the compilation of Ortools
a first implementation to make use of callbacks in C++
implementation of OR-Tool's SetHint method into the XPRESS interface to suggest a feasible solution to Xpress
update to Xpress 9.0
allow for a better control on the log level of Xpress
implement the Write method, a specific exception is raised in case of failure
Xpress now looks for the standard environment variables that are set during the Xpress installation
Add new extraction and set method for LP basis for Xpress:
- MPSolver::GetFinalLpBasisInt,
- MPSolver::SetStartingLpBasisInt
add xpress specific tests that can be activated using the CMake flag BUILD_XPRESS_TEST_AND_EXAMPLES
- these tests can be run using the community licence of Xpress (bundled with the python installation)

…e/xpress_only

…gLpBasis

examples/python/linear_programming.py

…axim (#114) * use XPRSmipoptimize and XPRSlpoptimize instead of XPRSminim and XPRSmaxim * clean xpress/environment files * accept changes: empty char* parameter for XPRS*optimize

…gLpBasis

examples/java/LinearProgramming.java

@flomnes

* remove python script * remove RTE actions * fix test_xpress_interface.cc * remove callback_xpress.py * revert writing colnames and rownames * accept suggestion from Mizux * clean * change cmake/README.md * try fix build bazel * try fix build bazel add MPSWriteError.h * xpress tests gracefully exit if Xpress not found * add integer and linear programming test for dotnet python and java * remove MPSWriteError * try fix Window build * remove useless line from CMakeLists.txt * try fix test under windows * reformat * use XPRESS_LP instead of XPRESS for linear programming examples * tools: add --platform arg when possible make script more resilient/cross-platform * [CP-SAT] convert to PEP8 convention * use XPRSmipoptimize and XPRSlpoptimize instead of XPRSminim and XPRSmaxim (#114) * use XPRSmipoptimize and XPRSlpoptimize instead of XPRSminim and XPRSmaxim * clean xpress/environment files * accept changes: empty char* parameter for XPRS*optimize * Add test on number iterations with LP basis * fix gtests flags * refactor * suggestions by @flomnes * remove unwanted files --------- Co-authored-by: Andrea Sgattoni <[email protected]> Co-authored-by: Laurent Perron <[email protected]> Co-authored-by: Corentin Le Molgat <[email protected]> Co-authored-by: Andrea Sgattoni <[email protected]>

…-squash Co-authored-by: Peter MITRI <[email protected]>

lperron · 2023-11-21T10:44:59Z

I know the basis status is not optimal.
I would still push for merging now.

sgatto · 2023-11-21T12:29:35Z

I know the basis status is not optimal. I would still push for merging now.

Thanks @lperron ,
After checking the differences we realized that we changed the dynamic_library.h file in order to have a graceful exit if some Xpress functions are not found. This change would not be compatible with your implementation of the Gurobi interface and we are unable to propose a different solution for Gurobi (we have no way to test it).
We are checking internally (at RTE) for a different solution or in case mimic what you have done for Gurobi (having a fatal_error if any function is not_found).
We will correct this issue and push a final commit to remove the draft tag this week.
Would it be ok for you ?

lperron · 2023-11-21T12:34:53Z

perfect. Laurent Perron | Operations Research | ***@***.*** | (33) 1 42 68 53 00 Le mar. 21 nov. 2023 à 13:29, Andrea Sgattoni ***@***.***> a écrit :

…

I know the basis status is not optimal. I would still push for merging now. Thanks @lperron <https://github.com/lperron> , After checking the differences we realized that we changed the dynamic_library.h file in order to have a graceful exit if some Xpress functions are not found. This change would not be compatible with your implementation of the Gurobi interface and we are unable to propose a different solution for Gurobi (we have no way to test it). We are checking internally (at RTE) for a different solution or in case mimic what you have done for Gurobi (having a fatal_error if any function is not_found). We will correct this issue and push a final commit to remove the draft tag this week. Would it be ok for you ? — Reply to this email directly, view it on GitHub <#3966 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ACUPL3N7MARHIULO2REI3DLYFSNDVAVCNFSM6AAAAAA6SNT5GOVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQMRQHAZTINRRGM> . You are receiving this because you were mentioned.Message ID: ***@***.***>

sgatto · 2023-11-22T15:53:04Z

@lperron I consider this work finalized. We are ready for a merge/further review.

flomnes

@sgatto Could you please remove all references to names ? This is not fully integrated yet because of performance issues

ortools/linear_solver/xpress_interface.cc

lperron · 2023-12-11T10:15:44Z

Should I merge ?

sgatto · 2023-12-11T10:46:01Z

Should I merge ?

It's good for me

sgatto and others added 30 commits October 17, 2023 09:56

add rte_actions

b02e612

remove USE_XPRESS variable

d0397eb

update xpress interface with dynamic load

52ee2c9

move google_actions

4273c9e

fix actions

2374542

integrate sonar suggestions

f80dcb4

cleaning

530d109

fix example xpress_use.cc

d11d0f7

minor change

7e47007

remove xpress from CS and Java LinearProgramming tests

92ea3da

Merge branch 'google/main' into feature/xpress_only

23bacb2

add toto

2b81142

add unittest

be07240

Merge branch 'google/main' into feature/xpress_only

6ebcbaa

minor improvement to unittests

779d2d4

add temporary log

f787532

fix XPRSinterrupt

db0e870

Merge remote-tracking branch 'origin/feature/xpress_only' into featur…

3a67a30

…e/xpress_only

remove temporary log

e2612c7

Merge branch 'google/main' into feature/xpress_only

399afca

reformat

99f8d27

reformat

9e968ff

reformat

128aa4e

fix

e9ecf26

isolate xpress tests

76834ea

add xpress tests dir

7204c06

update actions

f551fc4

update actions to run xpress tests

fa788ea

Merge branch 'google/main' into feature/xpress_only

325b8dd

less verbose tests

dec7d58

sgatto added 5 commits November 14, 2023 17:57

Merge branch 'google/main' into feature/change_SetStartingLpBasis

fa2475f

Merge branch 'google/main' into feature/xpress_only_RTE

7ea0e72

try fix test under windows

d75106a

Merge branch 'feature/xpress_only_RTE' into feature/change_SetStartin…

6fabeec

…gLpBasis

fix error

474ece4

lperron reviewed Nov 16, 2023

View reviewed changes

examples/python/linear_programming.py Outdated Show resolved Hide resolved

lperron reviewed Nov 16, 2023

View reviewed changes

examples/python/linear_programming.py Outdated Show resolved Hide resolved

sgatto and others added 3 commits November 16, 2023 14:17

accept suggestions from flomnes

8475339

use XPRSmipoptimize and XPRSlpoptimize instead of XPRSminim and XPRSm…

0a08de7

…axim (#114) * use XPRSmipoptimize and XPRSlpoptimize instead of XPRSminim and XPRSmaxim * clean xpress/environment files * accept changes: empty char* parameter for XPRS*optimize

Merge branch 'feature/xpress_only_RTE' into feature/change_SetStartin…

46379e6

…gLpBasis

lperron reviewed Nov 16, 2023

View reviewed changes

examples/java/LinearProgramming.java Outdated Show resolved Hide resolved

flomnes and others added 2 commits November 20, 2023 12:43

Merge remote-tracking branch 'google/main' into feature/temporary-for…

2f543db

…-squash Co-authored-by: Peter MITRI <[email protected]>

flomnes force-pushed the feature/xpress_only branch from e663e05 to 2f543db Compare November 20, 2023 11:50

lperron marked this pull request as ready for review November 21, 2023 10:43

sgatto and others added 3 commits November 21, 2023 17:16

hard crash if one Xpress function not found (#116)

696317a

log exception instead of throwing them

2ff8f3b

MPSolverToXpressBasisStatus should consider 5 enum values

19bf3d3

flomnes suggested changes Dec 8, 2023

View reviewed changes

accept suggestion by @flomnes

890757b

flomnes approved these changes Dec 11, 2023

View reviewed changes

lperron merged commit 0bb7d0c into google:main Dec 11, 2023
81 of 120 checks passed

BrewTestBot mentioned this pull request Mar 7, 2024

or-tools 9.9 Homebrew/homebrew-core#165383

Closed

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

Improve the Xpress interface and add dynamic loading of the Xpress library #3966

Improve the Xpress interface and add dynamic loading of the Xpress library #3966

sgatto commented Oct 27, 2023

lperron commented Nov 21, 2023

sgatto commented Nov 21, 2023

lperron commented Nov 21, 2023 via email

sgatto commented Nov 22, 2023 •

edited

Loading

flomnes left a comment

lperron commented Dec 11, 2023

sgatto commented Dec 11, 2023

Improve the Xpress interface and add dynamic loading of the Xpress library #3966

Improve the Xpress interface and add dynamic loading of the Xpress library #3966

Conversation

sgatto commented Oct 27, 2023

lperron commented Nov 21, 2023

sgatto commented Nov 21, 2023

lperron commented Nov 21, 2023 via email

sgatto commented Nov 22, 2023 • edited Loading

flomnes left a comment

Choose a reason for hiding this comment

lperron commented Dec 11, 2023

sgatto commented Dec 11, 2023

sgatto commented Nov 22, 2023 •

edited

Loading