Accessing solver from BestBoundCallback

[upsilon-patrik]

Hi,

I am trying to do a more advanced monitoring of relative gap in the solver, to terminate when the gap is small and we have a slow evolution of the gap.
Reason for this is that my convergence typically looks like:

Doing so in a CpSolverSolutionCallback works just fine, since we have full access to the solver parameters.

However, since I have more frequent updates of bound, i wish to implement the same logic on the bound callback, registered by:

OrBoundCallback boundCallback = new OrBoundCallback(solver, 0.1, 0.0025, 5.);
solver.setBestBoundCallback(boundCallback);

Where my callback class is:

import java.util.LinkedHashMap;
import java.util.Map;
import java.util.function.Consumer;

import com.google.ortools.sat.CpSolver;

public class OrBoundCallback implements Consumer<Double>{
    private final CpSolver solver;
    private final double gapThreshold; // e.g., 0.02 for 2%
    private final double gapSlope; // e.g., 0.0001 for 0.01% per second
    private final double filterTimeConstant;
    private final Map<Double, Double> gapHistory = new LinkedHashMap<>();
    
    public OrBoundCallback(CpSolver solver, double gapThreshold, double gapSlope, double filterTimeConstant) {
        this.solver = solver;
        this.gapThreshold = gapThreshold;
        this.gapSlope = gapSlope;
        this.filterTimeConstant = filterTimeConstant;
    }

    @Override
    public void accept(Double bound) {       
        double solution = solver.objectiveValue();
        double secSolver = solver.wallTime() / 1000.0;
        double gap = Math.abs((solution - bound) / solution); 
        gapHistory.put(secSolver, gap);       

        // Stop search if gap is below threshold
        if (gap < gapThreshold) {
            double slope = calculateGapSlope();
            if (slope >= -gapSlope) {
                System.out.println("Stopping search on new bound: gap " + gap + " below threshold " + gapThreshold +
                                " with slope " + slope + " above limit " + (-gapSlope));
                solver.stopSearch();
            }
        }        
    }

    private double calculateGapSlope() {
        if (gapHistory.size() < 2) return 0.0;
        
        double[] times = gapHistory.keySet().stream().mapToDouble(Double::doubleValue).toArray();
        double[] gaps = gapHistory.values().stream().mapToDouble(Double::doubleValue).toArray();
        
        // Apply exponential filter
        double[] filteredGaps = new double[gaps.length];
        filteredGaps[0] = gaps[0];
        
        for (int i = 1; i < gaps.length; i++) {
            double dt = times[i] - times[i-1];
            double alpha = 1.0 - Math.exp(-dt / filterTimeConstant);
            filteredGaps[i] = alpha * gaps[i] + (1.0 - alpha) * filteredGaps[i-1];
        }
        
        // Calculate slope using linear regression on filtered data
        int n = filteredGaps.length;
        double sumT = 0, sumG = 0, sumTG = 0, sumT2 = 0;
        
        for (int i = 0; i < n; i++) {
            sumT += times[i];
            sumG += filteredGaps[i];
            sumTG += times[i] * filteredGaps[i];
            sumT2 += times[i] * times[i];
        }
        
        return (n * sumTG - sumT * sumG) / (n * sumT2 - sumT * sumT);
    }
}

Here I get in trouble, trying to access the solver.objectiveValue().
Obviously the solver object is 'valid' since it is set in the constructor, but I get an error of type
Cannot invoke "com.google.ortools.sat.CpSolverResponse.getObjectiveValue()" because "this.solveResponse" is null.

I am sure the solution is obvious to many of you, but I have had some frustrating days trying to progress this - any hints are highly appreciated.

[upsilon-patrik]

Answered in Accessing solver from BestBoundCallback in CP-SAT

[Mizux]

@vitor1001 friendly ping ;)