Merge branch 'master' into rs/conshdlr

Author: rschwarz

.appveyor.yml

@@ -18,7 +18,7 @@ notifications:
 
 install:
   - ps: iex ((new-object net.webclient).DownloadString("https://raw.githubusercontent.com/JuliaCI/Appveyor.jl/version-1/bin/install.ps1"))
-  - ps: wget http://scip.zib.de/download/release/SCIPOptSuite-6.0.1-win64-VS15.exe -outfile scipopt-installer.exe
+  - ps: wget http://scip.zib.de/download/release/SCIPOptSuite-6.0.2-win64-VS15.exe -outfile scipopt-installer.exe
   - scipopt-installer.exe /S /D=%SCIPOPTDIR%
 
 build_script:

.travis.yml

@@ -25,9 +25,10 @@ addons:
     - libstdc++6
     - zlib1g
 before_install:
-  - export VERSION=6.0.1
-  - if [ "$TRAVIS_OS_NAME" = "linux" ]; then wget http://scip.zib.de/download/release/SCIPOptSuite-$VERSION-Linux.deb; fi
-  - if [ "$TRAVIS_OS_NAME" = "linux" ]; then sudo dpkg -i SCIPOptSuite-$VERSION-Linux.deb; fi
+  - export VERSION=6.0.2
+  - export DEBFILE=SCIPOptSuite-$VERSION-Linux-Ub1604.deb
+  - if [ "$TRAVIS_OS_NAME" = "linux" ]; then wget http://scip.zib.de/download/release/$DEBFILE; fi
+  - if [ "$TRAVIS_OS_NAME" = "linux" ]; then sudo dpkg -i $DEBFILE ; fi
   - if [ "$TRAVIS_OS_NAME" = "osx" ]; then wget http://scip.zib.de/download/release/scipoptsuite-$VERSION.tgz; fi
   - if [ "$TRAVIS_OS_NAME" = "osx" ]; then tar -xf scipoptsuite-$VERSION.tgz && cd scipoptsuite-$VERSION; fi
   - if [ "$TRAVIS_OS_NAME" = "osx" ]; then mkdir build && cd build && cmake -D CMAKE_BUILD_TYPE=Release -D ZIMPL=OFF -D GCG=OFF -D BUILD_TESTING=OFF -D CMAKE_INSTALL_PREFIX=../install ..; fi
@@ -37,6 +38,8 @@ before_install:
 # script:
 #   - julia -e 'using Pkg; Pkg.clone(pwd()); Pkg.build("SCIP"); Pkg.test("SCIP"; coverage=true)'
 jobs:
+  allow_failures:
+    - stage: "MINLPTests"
   include:
     - stage: "MINLPTests"
       julia: 1.0

NEWS.md

@@ -1,5 +1,10 @@
 # News
 
+## v0.9.0
+
+- support MOI v0.9 [#126](https://github.com/SCIP-Interfaces/SCIP.jl/pull/126)
+- SCIP-specific MOI indicator constraint replaced by the new MOI definition [#121](https://github.com/SCIP-Interfaces/SCIP.jl/pull/121)
+
 ## v0.8.0
 
 - support Windows [#122](https://github.com/SCIP-Interfaces/SCIP.jl/pull/122)

Project.toml

@@ -1,6 +1,6 @@
 name = "SCIP"
 uuid = "82193955-e24f-5292-bf16-6f2c5261a85f"
-version = "0.8.0"
+version = "0.9.0"
 
 [deps]
 CEnum = "fa961155-64e5-5f13-b03f-caf6b980ea82"
@@ -9,7 +9,7 @@ MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 
 [compat]
 CEnum = "^0.1.0"
-MathOptInterface = "^0.8.4"
+MathOptInterface = "^0.9.0"
 julia = "^1.0.0"
 
 [extras]

src/MOI_wrapper.jl

@@ -103,15 +103,53 @@ MOI.get(::Optimizer, ::MOI.SolverName) = "SCIP"
 
 MOIU.supports_default_copy_to(model::Optimizer, copy_names::Bool) = !copy_names
 
-struct Param <: MOI.AbstractOptimizerAttribute
-    name::String
+# Keep SCIP-specific alias for backwards-compatibility.
+const Param = MOI.RawParameter
+
+function MOI.get(o::Optimizer, param::MOI.RawParameter)
+    return get_parameter(o.mscip, param.name)
 end
-function MOI.set(o::Optimizer, param::Param, value)
+
+function MOI.set(o::Optimizer, param::MOI.RawParameter, value)
     o.params[param.name] = value
     set_parameter(o.mscip, param.name, value)
     return nothing
 end
 
+MOI.supports(o::Optimizer, ::MOI.Silent) = true
+
+function MOI.get(o::Optimizer, ::MOI.Silent)
+    return MOI.get(o, MOI.RawParameter("display/verblevel")) == 0
+end
+
+function MOI.set(o::Optimizer, ::MOI.Silent, value)
+    param = MOI.RawParameter("display/verblevel")
+    if value
+        MOI.set(o, param, 0) # no output at all
+    else
+        MOI.set(o, param, 4) # default level
+    end
+end
+
+MOI.supports(o::Optimizer, ::MOI.TimeLimitSec) = true
+
+function MOI.get(o::Optimizer, ::MOI.TimeLimitSec)
+    raw_value = MOI.get(o, MOI.RawParameter("limits/time"))
+    if raw_value == SCIPinfinity(o)
+        return nothing
+    else
+        return raw_value
+    end
+end
+
+function MOI.set(o::Optimizer, ::MOI.TimeLimitSec, value)
+    if value == nothing
+        MOI.set(o, MOI.RawParameter("limits/time"), SCIPinfinity(o))
+    else
+        MOI.set(o, MOI.RawParameter("limits/time"), value)
+    end
+end
+
 ## model creation, query and modification
 
 function MOI.is_empty(o::Optimizer)

src/MOI_wrapper/indicator_constraints.jl

@@ -1,36 +1,26 @@
 # Indicator constraints
 
-"""
-Set of (x,y) that satisfy the indicator constraint:
+MOI.supports_constraint(::Optimizer, ::Type{<:MOI.VectorAffineFunction}, ::Type{<:MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, <:MOI.LessThan}}) = true
 
-    y ∈ 𝔹, y = 1 ==> a^T x ≤ rhs
-
-"""
-struct IndicatorSet{T <: Real} <: MOI.AbstractVectorSet
-    a::Vector{T}
-    rhs::T
-end
-
-MOI.dimension(idset::IndicatorSet) = length(idset.a) + 1
-
-MOI.supports_constraint(::Optimizer, ::Type{VECTOR}, ::Type{IS}) where {IS <: IndicatorSet{<:AbstractFloat}} = true
-
-function MOI.add_constraint(o::Optimizer, func::VECTOR, set::IndicatorSet{Float64})
-    length(func.variables) == length(set.a) + 1 || throw(DimensionMismatch("Indicator set and VectorOfVariables length mismatch"))
+function MOI.add_constraint(o::Optimizer, func::MOI.VectorAffineFunction{T}, set::MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}) where {T<:Real, LT<:MOI.LessThan}
     allow_modification(o)
-    y = VarRef(func.variables[1].value)
-    x = [VarRef(vi.value) for vi in func.variables[2:end]]
-
-    cr = add_indicator_constraint(o.mscip, y, x, set.a, set.rhs)
-    ci = CI{VECTOR, IndicatorSet{Float64}}(cr.val)
+    first_index_terms  = [v.scalar_term for v in func.terms if v.output_index == 1]
+    scalar_index_terms = [v.scalar_term for v in func.terms if v.output_index != 1]
+    length(first_index_terms) == 1 || error("There should be exactly one term in output_index 1, found $(length(first_index_terms))")
+    y = VarRef(first_index_terms[1].variable_index.value)
+    x = [VarRef(vi.variable_index.value) for vi in scalar_index_terms]
+    a = [vi.coefficient for vi in scalar_index_terms]
+
+    cr = add_indicator_constraint(o.mscip, y, x, a, MOI.constant(set.set))
+    ci = CI{MOI.VectorAffineFunction{T}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}}(cr.val)
     register!(o, ci)
     register!(o, cons(o, ci), cr)
     return ci
 end
 
-function MOI.delete(o::Optimizer, ci::CI{VECTOR, IndicatorSet{Float64}})
+function MOI.delete(o::Optimizer, ci::CI{MOI.VectorAffineFunction{T}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}}) where {T<:Real, LT<:MOI.LessThan}
     allow_modification(o)
-    delete!(o.constypes[VECTOR, IndicatorSet{Float64}], ConsRef(ci.value))
+    delete!(o.constypes[MOI.VectorAffineFunction{T}, MOI.IndicatorSet{MOI.ACTIVATE_ON_ONE, LT}], ConsRef(ci.value))
     delete!(o.reference, cons(o, ci))
     delete(o.mscip, ConsRef(ci.value))
     return nothing

src/MOI_wrapper/results.jl

@@ -35,6 +35,10 @@ function MOI.get(o::Optimizer, ::MOI.ResultCount)
     return SCIPgetNSols(o)
 end
 
+function MOI.get(o::Optimizer, ::MOI.RawStatusString)
+    return String(CEnum.enum_name(SCIPgetStatus(o)))
+end
+
 "Make sure that SCIP is currently in one of the allowed stages."
 function assert_stage(o::Optimizer, stages)
     stage = SCIPgetStage(o)
@@ -60,24 +64,28 @@ end
 "Make sure that: TRANSFORMED ≤ stage ≤ SOLVED."
 assert_after_prob(o::Optimizer) = assert_stage(o, SCIP_Stage.(3:10))
 
-function MOI.get(o::Optimizer, ::MOI.ObjectiveValue)
+function MOI.get(o::Optimizer, attr::MOI.ObjectiveValue)
     assert_solved(o)
-    return SCIPgetSolOrigObj(o, SCIPgetBestSol(o))
+    sols = unsafe_wrap(Array{Ptr{SCIP_SOL}}, SCIPgetSols(o), SCIPgetNSols(o))
+    return SCIPgetSolOrigObj(o, sols[attr.result_index])
 end
 
-function MOI.get(o::Optimizer, ::MOI.VariablePrimal, vi::VI)
+function MOI.get(o::Optimizer, attr::MOI.VariablePrimal, vi::VI)
     assert_solved(o)
-    return SCIPgetSolVal(o, SCIPgetBestSol(o), var(o, vi))
+    sols = unsafe_wrap(Array{Ptr{SCIP_SOL}}, SCIPgetSols(o), SCIPgetNSols(o))
+    return SCIPgetSolVal(o, sols[attr.N], var(o, vi))
 end
 
-function MOI.get(o::Optimizer, ::MOI.ConstraintPrimal, ci::CI{SVF,<:BOUNDS})
+function MOI.get(o::Optimizer, attr::MOI.ConstraintPrimal, ci::CI{SVF,<:BOUNDS})
     assert_solved(o)
-    return SCIPgetSolVal(o, SCIPgetBestSol(o), var(o, VI(ci.value)))
+    sols = unsafe_wrap(Array{Ptr{SCIP_SOL}}, SCIPgetSols(o), SCIPgetNSols(o))
+    return SCIPgetSolVal(o, sols[attr.N], var(o, VI(ci.value)))
 end
 
-function MOI.get(o::Optimizer, ::MOI.ConstraintPrimal, ci::CI{SAF,<:BOUNDS})
+function MOI.get(o::Optimizer, attr::MOI.ConstraintPrimal, ci::CI{SAF,<:BOUNDS})
     assert_solved(o)
-    return SCIPgetActivityLinear(o, cons(o, ci), SCIPgetBestSol(o))
+    sols = unsafe_wrap(Array{Ptr{SCIP_SOL}}, SCIPgetSols(o), SCIPgetNSols(o))
+    return SCIPgetActivityLinear(o, cons(o, ci), sols[attr.N])
 end
 
 function MOI.get(o::Optimizer, ::MOI.ObjectiveBound)

src/MOI_wrapper/variable.jl

@@ -56,21 +56,21 @@ function MOI.add_constraint(o::Optimizer, func::SVF, set::S) where {S <: VAR_TYP
         # Need to adjust bounds for SCIP, which fails with an error otherwise.
         # Check for conflicts with existing bounds first:
         lb, ub = SCIPvarGetLbOriginal(v), SCIPvarGetUbOriginal(v)
-        if lb >= 0.0 && ub <= 1.0
-            # Store old bounds for later recovery.
-            o.binbounds[vi] = MOI.Interval(lb, ub)
-        elseif lb == -SCIPinfinity(o) && ub == SCIPinfinity(o)
+        if lb == -SCIPinfinity(o) && ub == SCIPinfinity(o)
             @debug "Implicitly setting bounds [0,1] for binary variable at $(vi.value)!"
             @SC SCIPchgVarLb(o, v, 0.0)
             @SC SCIPchgVarUb(o, v, 1.0)
-        elseif lb <= 0.0 && ub >= 1.0
-            @debug "Tightening bounds [$lb,$ub] to [0,1] for binary variable at $(vi.value)!"
-            @SC SCIPchgVarLb(o, v, 0.0)
-            @SC SCIPchgVarUb(o, v, 1.0)
+        else
             # Store old bounds for later recovery.
             o.binbounds[vi] = MOI.Interval(lb, ub)
-        else
-            error("Existing bounds [$lb,$ub] conflict for binary variable at $(vi.value)!")
+            if ub > 1.0
+                @debug "Tightening upper bound $ub to 1 for binary variable at $(vi.value)!"
+                @SC SCIPchgVarUb(o, v, 1.0)
+            end
+            if lb < 0.0
+                @debug "Tightening lower bound $lb to 0 for binary variable at $(vi.value)!"
+                @SC SCIPchgVarLb(o, v, 0.0)
+            end
         end
     end
     # use var index for cons index of this type
@@ -126,13 +126,19 @@ function MOI.add_constraint(o::Optimizer, func::SVF, set::S) where S <: BOUNDS
         if SCIPvarGetType(v) == SCIP_VARTYPE_BINARY
             # Store new bounds
             o.binbounds[vi] = MOI.Interval(newlb, newub)
-            if newlb >= 0.0 && newlb <= newub && newub <= 1.0
+
+            if newlb < 0.0
+                @debug "Ignoring relaxed lower bound $newlb for binary variable at $(vi.value)!"
+                newlb = oldlb
+            end
+
+            if newub > 1.0
+                @debug "Ignoring relaxed upper bounds $newub for binary variable at $(vi.value)!"
+                newub = oldub
+            end
+
+            if newlb != oldlb || newub != oldub
                 @debug "Overwriting existing bounds [0.0,1.0] with [$newlb,$newub] for binary variable at $(vi.value)!"
-            elseif newlb <= oldlb && newub >= oldub
-                @debug "Ignoring wider bounds [$newlb,$newub] for binary variable at $(vi.value)!"
-                newlb, newub = oldlb, oldub
-            else
-                error("Invalid bounds [$newlb,$newub] for binary variable at $(vi.value)!")
             end
         else # general case (non-binary variable)
             error("Already have bounds [$oldlb,$oldub] for variable at $(vi.value)!")

src/managed_scip.jl

@@ -56,6 +56,48 @@ function free_scip(mscip::ManagedSCIP)
     @assert mscip.scip[] == C_NULL
 end
 
+"Set a parameter's current value."
+function get_parameter(mscip::ManagedSCIP, name::AbstractString)
+    param = SCIPgetParam(mscip, name)
+    if param == C_NULL
+        error("Unrecognized parameter: $name")
+    end
+    paramtype = SCIPparamGetType(param)
+    if paramtype === SCIP_PARAMTYPE_BOOL
+        value = Ref{SCIP_Bool}()
+        @SC SCIPgetBoolParam(mscip, name, value)
+        if value[] == TRUE
+            return true
+        elseif value[] == FALSE
+            return false
+        else
+            error("encountered invalid value for a boolean: $(value[])")
+        end
+    elseif paramtype === SCIP_PARAMTYPE_INT
+        value = Ref{Cint}()
+        @SC SCIPgetIntParam(mscip, name, value)
+        return value[]
+    elseif paramtype === SCIP_PARAMTYPE_LONGINT
+        value = Ref{Clonglong}()
+        @SC SCIPgetLongintParam(mscip, name, value)
+        return value[]
+    elseif paramtype === SCIP_PARAMTYPE_REAL
+        value = Ref{Cdouble}()
+        @SC SCIPgetRealParam(mscip, name, value)
+        return value[]
+    elseif paramtype === SCIP_PARAMTYPE_CHAR
+        value = Ref{Cchar}()
+        @SC SCIPgetCharParam(mscip, name, value)
+        return Char(value[])
+    elseif paramtype === SCIP_PARAMTYPE_STRING
+        value = Ref{Cstring}()
+        @SC SCIPgetStringParam(mscip, name, value)
+        return unsafe_string(value[])
+    else
+        error("Unexpected parameter type: $paramtype")
+    end
+end
+
 "Set a parameter."
 function set_parameter(mscip::ManagedSCIP, name::AbstractString, value)
     param = SCIPgetParam(mscip, name)

src/wrapper/scip_param.jl

@@ -51,7 +51,7 @@ function SCIPgetRealParam(scip, name, value)
 end
 
 function SCIPgetCharParam(scip, name, value)
-    ccall((:SCIPgetCharParam, libscip), SCIP_RETCODE, (Ptr{SCIP_}, Cstring, Cstring), scip, name, value)
+    ccall((:SCIPgetCharParam, libscip), SCIP_RETCODE, (Ptr{SCIP_}, Cstring, Ptr{Cchar}), scip, name, value)
 end
 
 function SCIPgetStringParam(scip, name, value)
@@ -123,7 +123,7 @@ function SCIPchgCharParam(scip, param, value)
 end
 
 function SCIPsetCharParam(scip, name, value)
-    ccall((:SCIPsetCharParam, libscip), SCIP_RETCODE, (Ptr{SCIP_}, Cstring, UInt8), scip, name, value)
+    ccall((:SCIPsetCharParam, libscip), SCIP_RETCODE, (Ptr{SCIP_}, Ptr{Cchar}, UInt8), scip, name, value)
 end
 
 function SCIPisCharParamValid(scip, param, value)