Update MILP models

Author: fontanf

CMakeLists.txt

@@ -2,14 +2,18 @@ cmake_minimum_required(VERSION 3.28)
 
 project(StableSolver LANGUAGES CXX)
 
-option(STABLESOLVER_USE_CBC "Use CPLEX" ON)
-option(STABLESOLVER_USE_CPLEX "Use CPLEX" OFF)
+option(STABLESOLVER_BUILD_MAIN "Build main" ON)
+option(STABLESOLVER_BUILD_TEST "Build the unit tests" ON)
+
+option(STABLESOLVER_USE_CBC "Use Cbc" OFF)
+option(STABLESOLVER_USE_HIGHS "Use HiGHS" ON)
+option(STABLESOLVER_USE_XPRESS "Use FICO Xpress" OFF)
 
 # Avoid FetchContent warning.
 cmake_policy(SET CMP0135 NEW)
 
-# Require C++11.
-set(CMAKE_CXX_STANDARD 11)
+# Require C++14.
+set(CMAKE_CXX_STANDARD 14)
 
 # Enable output of compile commands during generation.
 set(CMAKE_EXPORT_COMPILE_COMMANDS ON)

README.md

@@ -21,9 +21,9 @@ The stable solver can also be used to solve the Minimum (Weight) Vertex Cover Pr
   - `-a greedy-strong`
 
 - Mixed-Integer Linear Programs
-  - Model 1, `|E|` constraints  `-a milp-1-cbc` (Cbc) `-a milp-1-cplex` (CPLEX)
-  - Model 2, `|V|` constraints, see "A multi-KP modeling for the maximum-clique problem" (Della Croce et Tadei, 1994) [DOI](https://doi.org/10.1016/0377-2217(94)90252-6) `-a milp-2-cplex` (CPLEX)
-  - Model 3, clique constraints, see "A Branch-and-Bound Algorithm for the Knapsack Problem with Conflict Graph" (Bettinelli et al., 2017) [DOI](https://doi.org/10.1287/ijoc.2016.0742) (seems useless since solvers already detect and merge clique constraints) `-a milp-3-cplex` (CPLEX)
+  - Model 1, `|E|` constraints  `-a milp-1`
+  - Model 2, `|V|` constraints, see "A multi-KP modeling for the maximum-clique problem" (Della Croce et Tadei, 1994) [DOI](https://doi.org/10.1016/0377-2217(94)90252-6) `-a milp-2`
+  - Model 3, clique constraints, see "A Branch-and-Bound Algorithm for the Knapsack Problem with Conflict Graph" (Bettinelli et al., 2017) [DOI](https://doi.org/10.1287/ijoc.2016.0742) (seems useless since solvers already detect and merge clique constraints) `-a milp-3`
 
 - Local search algorithm implemented with [fontanf/localsearchsolver](https://github.com/fontanf/localsearchsolver) `-a "local-search --threads 3"`
 
@@ -39,7 +39,7 @@ The stable solver can also be used to solve the Minimum (Weight) Vertex Cover Pr
   - `-a greedy-gwmin`, adapted from the stable version, same complexity
   - `-a greedy-strong`
 
-- Mixed-Integer Linear Program (implemented with CPLEX), see "Worst-case analysis of clique MIPs" (Naderi et al., 2021) [DOI](https://doi.org/10.1007/s10107-021-01706-2) `-a milp-cplex`
+- Mixed-Integer Linear Program from "Worst-case analysis of clique MIPs" (Naderi et al., 2021) [DOI](https://doi.org/10.1007/s10107-021-01706-2) `-a milp`
 
 - Local search algorithm implemented with [fontanf/localsearchsolver](https://github.com/fontanf/localsearchsolver) `-a "local-search"`
 
@@ -55,9 +55,11 @@ cmake --build build --config Release --parallel
 cmake --install build --config Release --prefix install
 ```
 
-To enable algorithms using CPLEX, replace the first step by:
-```
-cmake -S . -B build -DCMAKE_BUILD_TYPE=Release -DSTABLESOLVER_USE_CBC=OFF -DSTABLESOLVER_USE_CPLEX=ON
+Setup Python environment to use the Python scripts:
+```shell
+python3 -m venv .venv
+source .venv/bin/activate
+pip install -r requirements.txt
 ```
 
 Download data:

extern/CMakeLists.txt

@@ -11,35 +11,48 @@ FetchContent_Declare(
     EXCLUDE_FROM_ALL)
 FetchContent_MakeAvailable(Boost)
 
+# Fetch googletest.
+if(STABLESOLVER_BUILD_TEST)
+    FetchContent_Declare(
+            googletest
+            URL https://github.com/google/googletest/archive/03597a01ee50ed33e9dfd640b249b4be3799d395.zip)
+    # For Windows: Prevent overriding the parent project's compiler/linker settings
+    set(gtest_force_shared_crt ON CACHE BOOL "" FORCE)
+    set(INSTALL_GTEST OFF)
+    FetchContent_MakeAvailable(googletest)
+endif()
+
 # Fetch fontanf/optimizationtools.
+set(OPTIMIZATIONTOOLS_BUILD_TEST OFF)
 FetchContent_Declare(
     optimizationtools
     GIT_REPOSITORY https://github.com/fontanf/optimizationtools.git
-    GIT_TAG 65c8e11224aac1cf6e6e33c040b6b895341ad156
-    #SOURCE_DIR "${PROJECT_SOURCE_DIR}/../optimizationtools/"
-    EXCLUDE_FROM_ALL)
+    GIT_TAG e086ec4cfcc9a885cd63f579a99ea5e8f4737005)
+    #SOURCE_DIR "${PROJECT_SOURCE_DIR}/../optimizationtools/")
 FetchContent_MakeAvailable(optimizationtools)
 
-# Fetch fontanf/localsearchsolver.
-FetchContent_Declare(
-    localsearchsolver
-    GIT_REPOSITORY https://github.com/fontanf/localsearchsolver.git
-    GIT_TAG f7110fdd15fa1b9001006bfbf7a8ab53f925016d
-    #SOURCE_DIR "${PROJECT_SOURCE_DIR}/../localsearchsolver/"
-    EXCLUDE_FROM_ALL)
-FetchContent_MakeAvailable(localsearchsolver)
-
 # Fetch fontanf/mathoptsolverscmake.
-if(STABLESOLVER_USE_CBC)
-    set(MATHOPTSOLVERSCMAKE_USE_CBC ON)
+set(MATHOPTSOLVERSCMAKE_USE_CLP ON)
+set(MATHOPTSOLVERSCMAKE_USE_CBC ON)
+if(STABLESOLVER_USE_HIGHS)
+    set(MATHOPTSOLVERSCMAKE_USE_HIGHS ON)
 endif()
-if(STABLESOLVER_USE_CPLEX)
-    set(MATHOPTSOLVERSCMAKE_USE_CPLEX ON)
+if(STABLESOLVER_USE_XPRESS)
+    set(MATHOPTSOLVERSCMAKE_USE_XPRESS ON)
 endif()
 FetchContent_Declare(
     mathoptsolverscmake
     GIT_REPOSITORY https://github.com/fontanf/mathoptsolverscmake.git
-    GIT_TAG 4472814a28a40f4d861ccd757e140835c3a31bd0
+    GIT_TAG 59fd908038906df649e121f42652a0e8f99cbc67
     #SOURCE_DIR "${PROJECT_SOURCE_DIR}/../mathoptsolverscmake/"
     EXCLUDE_FROM_ALL)
 FetchContent_MakeAvailable(mathoptsolverscmake)
+
+# Fetch fontanf/localsearchsolver.
+FetchContent_Declare(
+    localsearchsolver
+    GIT_REPOSITORY https://github.com/fontanf/localsearchsolver.git
+    GIT_TAG f7110fdd15fa1b9001006bfbf7a8ab53f925016d
+    #SOURCE_DIR "${PROJECT_SOURCE_DIR}/../localsearchsolver/"
+    EXCLUDE_FROM_ALL)
+FetchContent_MakeAvailable(localsearchsolver)

include/stablesolver/clique/algorithms/milp.hpp

@@ -0,0 +1,43 @@
+#pragma once
+
+#include "stablesolver/clique/solution.hpp"
+
+#include "mathoptsolverscmake/milp.hpp"
+
+namespace stablesolver
+{
+namespace clique
+{
+
+struct MilpParameters: Parameters
+{
+    mathoptsolverscmake::SolverName solver = mathoptsolverscmake::SolverName::Highs;
+
+
+    virtual int format_width() const override { return 37; }
+
+    virtual void format(std::ostream& os) const override
+    {
+        Parameters::format(os);
+        int width = format_width();
+        os
+            << std::setw(width) << std::left << "Solver: " << solver << std::endl
+            ;
+    }
+
+    virtual nlohmann::json to_json() const override
+    {
+        nlohmann::json json = Parameters::to_json();
+        json.merge_patch({
+                //{"Solver", solver},
+                });
+        return json;
+    }
+};
+
+const Output milp(
+        const Instance& instance,
+        const MilpParameters& parameters = {});
+
+}
+}

include/stablesolver/clique/algorithms/milp_cplex.hpp

@@ -0,0 +1,51 @@
+#pragma once
+
+#include "stablesolver/stable/algorithm.hpp"
+
+#include "mathoptsolverscmake/milp.hpp"
+
+namespace stablesolver
+{
+namespace stable
+{
+
+struct MilpParameters: Parameters
+{
+    mathoptsolverscmake::SolverName solver = mathoptsolverscmake::SolverName::Highs;
+
+
+    virtual int format_width() const override { return 37; }
+
+    virtual void format(std::ostream& os) const override
+    {
+        Parameters::format(os);
+        int width = format_width();
+        os
+            << std::setw(width) << std::left << "Solver: " << solver << std::endl
+            ;
+    }
+
+    virtual nlohmann::json to_json() const override
+    {
+        nlohmann::json json = Parameters::to_json();
+        json.merge_patch({
+                //{"Solver", solver},
+                });
+        return json;
+    }
+};
+
+const Output milp_1(
+        const Instance& instance,
+        const MilpParameters& parameters = {});
+
+const Output milp_2(
+        const Instance& instance,
+        const MilpParameters& parameters = {});
+
+const Output milp_3(
+        const Instance& instance,
+        const MilpParameters& parameters = {});
+
+}
+}

include/stablesolver/stable/algorithms/milp.hpp

@@ -0,0 +1,6 @@
+gdown
+py7zr
+numpy
+plotly
+matplotlib
+streamlit

include/stablesolver/stable/algorithms/milp_cbc.hpp

@@ -18,13 +18,8 @@ target_sources(StableSolver_clique_main PRIVATE
     main.cpp)
 target_link_libraries(StableSolver_clique_main PUBLIC
     StableSolver_clique_greedy
+    StableSolver_clique_milp
     StableSolver_clique_local_search
     Boost::program_options)
-if(STABLESOLVER_USE_CPLEX)
-    target_compile_definitions(StableSolver_clique_main PUBLIC
-        CPLEX_FOUND=1)
-    target_link_libraries(StableSolver_clique_main PUBLIC
-        StableSolver_clique_milp_cplex)
-endif()
 set_target_properties(StableSolver_clique_main PROPERTIES OUTPUT_NAME "stablesolver_clique")
 install(TARGETS StableSolver_clique_main)