Merge pull request #4910 from rte-france/feature/mpsolver_xpr_lazy

[MPSolver] Add lazy constraints support in XPRESS interface]

Author: lperron

ortools/linear_solver/xpress_interface.cc

@@ -233,7 +233,7 @@ class XpressMPCallbackContext : public MPCallbackContext {
   };
   void AddLazyConstraint(const LinearRange& lazy_constraint) override {
     LOG(WARNING)
-        << "AddLazyConstraint is not implemented yet in XPRESS interface";
+        << "AddLazyConstraint inside Callback is not implemented yet in XPRESS interface";
   };
   double SuggestSolution(
       const absl::flat_hash_map<const MPVariable*, double>& solution) override;
@@ -1541,7 +1541,7 @@ void XpressInterface::ExtractNewConstraints() {
       unique_ptr<char[]> sense(new char[chunk]);
       unique_ptr<double[]> rhs(new double[chunk]);
       unique_ptr<double[]> rngval(new double[chunk]);
-
+      std::vector<int> delayedRows;
       // Loop over the new constraints, collecting rows for up to
       // CHUNK constraints into the arrays so that adding constraints
       // is faster.
@@ -1575,12 +1575,19 @@ void XpressInterface::ExtractNewConstraints() {
               ++nextNz;
             }
           }
+          if (ct->is_lazy()) {
+            delayedRows.push_back(offset + c);
+          }
         }
         if (nextRow > 0) {
           CHECK_STATUS(XPRSaddrows(mLp, nextRow, nextNz, sense.get(), rhs.get(),
                                    rngval.get(), rmatbeg.get(), rmatind.get(),
                                    rmatval.get()));
         }
+        if (!delayedRows.empty()) {
+          CHECK_STATUS(XPRSloaddelayedrows(
+              mLp, static_cast<int>(delayedRows.size()), delayedRows.data()));
+        }
       }
     } catch (...) {
       // Undo all changes in case of error.

ortools/third_party_solvers/xpress_environment.cc

@@ -92,6 +92,7 @@ std::function<int(XPRSprob prob, char rowtype[], int first, int last)> XPRSgetro
 std::function<int(XPRSprob prob, char coltype[], int first, int last)> XPRSgetcoltype = nullptr;
 std::function<int(XPRSprob prob, int nbounds, const int colind[], const char bndtype[], const double bndval[])> XPRSchgbounds = nullptr;
 std::function<int(XPRSprob prob, int length, const double solval[], const int colind[], const char* name)> XPRSaddmipsol = nullptr;
+std::function<int(XPRSprob prob, int nrows, const int rowind[])> XPRSloaddelayedrows = nullptr;
 std::function<int(XPRSprob prob, double x[], double slack[], double duals[], double djs[])> XPRSgetlpsol = nullptr;
 std::function<int(XPRSprob prob, double x[], double slack[])> XPRSgetmipsol = nullptr;
 std::function<int(XPRSprob prob, int ncols, const int colind[], const double objcoef[])> XPRSchgobj = nullptr;
@@ -167,6 +168,7 @@ void LoadXpressFunctions(DynamicLibrary* xpress_dynamic_library) {
   xpress_dynamic_library->GetFunction(&XPRSgetcoltype, "XPRSgetcoltype");
   xpress_dynamic_library->GetFunction(&XPRSchgbounds, "XPRSchgbounds");
   xpress_dynamic_library->GetFunction(&XPRSaddmipsol, "XPRSaddmipsol");
+  xpress_dynamic_library->GetFunction(&XPRSloaddelayedrows, "XPRSloaddelayedrows");
   xpress_dynamic_library->GetFunction(&XPRSgetlpsol, "XPRSgetlpsol");
   xpress_dynamic_library->GetFunction(&XPRSgetmipsol, "XPRSgetmipsol");
   xpress_dynamic_library->GetFunction(&XPRSchgobj, "XPRSchgobj");

ortools/third_party_solvers/xpress_environment.h

@@ -525,6 +525,7 @@ OR_DLL extern std::function<int(XPRSprob prob, char rowtype[], int first, int la
 OR_DLL extern std::function<int(XPRSprob prob, char coltype[], int first, int last)> XPRSgetcoltype;
 extern std::function<int(XPRSprob prob, int nbounds, const int colind[], const char bndtype[], const double bndval[])> XPRSchgbounds;
 extern std::function<int(XPRSprob prob, int length, const double solval[], const int colind[], const char* name)> XPRSaddmipsol;
+extern std::function<int(XPRSprob prob, int nrows, const int rowind[])> XPRSloaddelayedrows;
 extern std::function<int(XPRSprob prob, double x[], double slack[], double duals[], double djs[])> XPRSgetlpsol;
 extern std::function<int(XPRSprob prob, double x[], double slack[])> XPRSgetmipsol;
 extern std::function<int(XPRSprob prob, int ncols, const int colind[], const double objcoef[])> XPRSchgobj;