Add ReducedCost variable attribute

metab0t · metab0t · commit 98a903dabd81 · 2025-12-22T22:57:27.000+08:00
diff --git a/.gitignore b/.gitignore
@@ -6,6 +6,7 @@ __pycache__/
 build/
 .pytest_cache/
 .mypy_cache/
+dist/
 
 .idea/
 .vscode/
diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -245,7 +245,7 @@ target_sources(xpress_model PRIVATE
     include/pyoptinterface/xpress_model.hpp
     lib/xpress_model.cpp
 )
-target_link_libraries(xpress_model PUBLIC core nlexpr nleval)
+target_link_libraries(xpress_model PUBLIC core nlexpr)
 
 nanobind_add_module(
     xpress_model_ext
@@ -336,7 +336,7 @@ nanobind_add_stub(
 )
 
 nanobind_add_stub(
-  xpress_model_ext_stub 
+  xpress_model_ext_stub
   INSTALL_TIME
   MODULE pyoptinterface._src.xpress_model_ext
   OUTPUT ${POI_INSTALL_DIR}/xpress_model_ext.pyi
diff --git a/docs/source/attribute/copt.md b/docs/source/attribute/copt.md
@@ -97,6 +97,9 @@
 *   - IISUpperBound
     - ✅
     - ❌
+*   - ReducedCost
+    - ✅
+    - ❌
 :::
 
 ### Supported [constraint attribute](#pyoptinterface.ConstraintAttribute)
diff --git a/docs/source/attribute/gurobi.md b/docs/source/attribute/gurobi.md
@@ -97,6 +97,9 @@
 *   - IISUpperBound
     - ✅
     - ❌
+*   - ReducedCost
+    - ✅
+    - ❌
 :::
 
 ### Supported [constraint attribute](#pyoptinterface.ConstraintAttribute)
diff --git a/docs/source/attribute/highs.md b/docs/source/attribute/highs.md
@@ -97,6 +97,9 @@
 *   - IISUpperBound
     - ❌
     - ❌
+*   - ReducedCost
+    - ✅
+    - ❌
 :::
 
 ### Supported [constraint attribute](#pyoptinterface.ConstraintAttribute)
diff --git a/docs/source/attribute/ipopt.md b/docs/source/attribute/ipopt.md
@@ -97,6 +97,9 @@
 *   - IISUpperBound
     - ❌
     - ❌
+*   - ReducedCost
+    - ❌
+    - ❌
 :::
 
 ### Supported [constraint attribute](#pyoptinterface.ConstraintAttribute)
diff --git a/docs/source/attribute/mosek.md b/docs/source/attribute/mosek.md
@@ -97,6 +97,9 @@
 *   - IISUpperBound
     - ❌
     - ❌
+*   - ReducedCost
+    - ✅
+    - ❌
 :::
 
 ### Supported [constraint attribute](#pyoptinterface.ConstraintAttribute)
diff --git a/docs/source/variable.md b/docs/source/variable.md
@@ -36,6 +36,8 @@ After a variable is created, we can query or modify its attributes. The followin
     - bool
 *   - IISUpperBound
     - bool
+*   - ReducedCost
+    - float
 :::
 
 ```python
diff --git a/include/pyoptinterface/highs_model.hpp b/include/pyoptinterface/highs_model.hpp
@@ -193,6 +193,9 @@ class POIHighsModel : public OnesideLinearConstraintMixin<POIHighsModel>,
 	double get_constraint_primal(const ConstraintIndex &constraint);
 	double get_constraint_dual(const ConstraintIndex &constraint);
 
+	// dual of variable as reduced cost
+	double get_variable_dual(const VariableIndex &variable);
+
 	ObjectiveSense get_obj_sense();
 	void set_obj_sense(ObjectiveSense sense);
 	double get_obj_value();
diff --git a/include/pyoptinterface/mosek_model.hpp b/include/pyoptinterface/mosek_model.hpp
@@ -70,6 +70,8 @@
 	B(MSK_putxxslice);                 \
 	B(MSK_getxcslice);                 \
 	B(MSK_getyslice);                  \
+	B(MSK_getslxslice);                \
+	B(MSK_getsuxslice);                \
 	B(MSK_getconnamelen);              \
 	B(MSK_getconname);                 \
 	B(MSK_getobjsense);                \
@@ -226,6 +228,9 @@ class MOSEKModel : public OnesideLinearConstraintMixin<MOSEKModel>,
 	void set_variable_upper_bound(const VariableIndex &variable, double ub);
 	void set_variable_primal(const VariableIndex &variable, double primal);
 
+	// reduced cost of variable
+	double get_variable_dual(const VariableIndex &variable);
+
 	double get_constraint_primal(const ConstraintIndex &constraint);
 	double get_constraint_dual(const ConstraintIndex &constraint);
 	std::string get_constraint_name(const ConstraintIndex &constraint);
diff --git a/lib/highs_model.cpp b/lib/highs_model.cpp
@@ -778,6 +778,16 @@ double POIHighsModel::get_constraint_dual(const ConstraintIndex &constraint)
 	throw std::runtime_error("No solution available");
 }
 
+double POIHighsModel::get_variable_dual(const VariableIndex &variable)
+{
+	auto col = _checked_variable_index(variable);
+	if (m_solution.primal_solution_status != kHighsSolutionStatusNone)
+	{
+		return m_solution.coldual[col];
+	}
+	throw std::runtime_error("No solution available");
+}
+
 ObjectiveSense POIHighsModel::get_obj_sense()
 {
 	HighsInt obj_sense;
diff --git a/lib/highs_model_ext.cpp b/lib/highs_model_ext.cpp
@@ -149,6 +149,8 @@ NB_MODULE(highs_model_ext, m)
 		BIND_F(get_variable_lower_bound)
 	    BIND_F(get_variable_upper_bound)
 
+		BIND_F(get_variable_dual)
+
 	    BIND_F(get_constraint_primal)
 	    BIND_F(get_constraint_dual)
 	    BIND_F(get_constraint_name)
diff --git a/lib/mosek_model.cpp b/lib/mosek_model.cpp
@@ -1116,6 +1116,20 @@ void MOSEKModel::set_variable_primal(const VariableIndex &variable, double prima
 	check_error(error);
 }
 
+double MOSEKModel::get_variable_dual(const VariableIndex &variable)
+{
+	MSKrealt slx, sux;
+	auto column = _checked_variable_index(variable);
+	auto error =
+	    mosek::MSK_getslxslice(m_model.get(), get_current_solution(), column, column + 1, &slx);
+	check_error(error);
+	error = mosek::MSK_getsuxslice(m_model.get(), get_current_solution(), column, column + 1, &sux);
+	check_error(error);
+
+	double retval = slx - sux;
+	return retval;
+}
+
 double MOSEKModel::get_constraint_primal(const ConstraintIndex &constraint)
 {
 	int row = _checked_constraint_index(constraint);
diff --git a/lib/mosek_model_ext.cpp b/lib/mosek_model_ext.cpp
@@ -149,6 +149,8 @@ NB_MODULE(mosek_model_ext, m)
 	    BIND_F(get_variable_upper_bound)
 	    BIND_F(set_variable_primal)
 
+		BIND_F(get_variable_dual)
+
 	    BIND_F(get_constraint_primal)
 	    BIND_F(get_constraint_dual)
 	    BIND_F(get_constraint_name)
diff --git a/src/pyoptinterface/_src/attributes.py b/src/pyoptinterface/_src/attributes.py
@@ -11,6 +11,7 @@ class VariableAttribute(Enum):
     Name = auto()
     IISLowerBound = auto()
     IISUpperBound = auto()
+    ReducedCost = auto()
 
 
 var_attr_type_map = {
@@ -22,6 +23,7 @@ class VariableAttribute(Enum):
     VariableAttribute.Name: str,
     VariableAttribute.IISLowerBound: bool,
     VariableAttribute.IISUpperBound: bool,
+    VariableAttribute.ReducedCost: float,
 }
 
 
diff --git a/src/pyoptinterface/_src/copt.py b/src/pyoptinterface/_src/copt.py
@@ -100,6 +100,9 @@ def init_default_env():
         v
     )
     > 0,
+    VariableAttribute.ReducedCost: lambda model, v: model.get_variable_info(
+        v, "RedCost"
+    ),
 }
 
 
diff --git a/src/pyoptinterface/_src/gurobi.py b/src/pyoptinterface/_src/gurobi.py
@@ -146,6 +146,9 @@ def init_default_env():
         v, "IISUB"
     )
     > 0,
+    VariableAttribute.ReducedCost: lambda model, v: model.get_variable_raw_attribute_double(
+        v, "RC"
+    ),
 }
 
 variable_attribute_get_translate_func_map = {
diff --git a/src/pyoptinterface/_src/highs.py b/src/pyoptinterface/_src/highs.py
@@ -96,6 +96,7 @@ def autoload_library():
     VariableAttribute.PrimalStart: lambda model, v: model.mip_start_values.get(v, None),
     VariableAttribute.Domain: lambda model, v: model.get_variable_type(v),
     VariableAttribute.Name: lambda model, v: model.get_variable_name(v),
+    VariableAttribute.ReducedCost: lambda model, v: model.get_variable_dual(v),
 }
 
 variable_attribute_set_func_map = {
diff --git a/src/pyoptinterface/_src/mosek.py b/src/pyoptinterface/_src/mosek.py
@@ -121,6 +121,7 @@ def init_default_env():
     # VariableAttribute.PrimalStart: lambda model, v: model.mip_start_values.get(v, None),
     VariableAttribute.Domain: lambda model, v: model.get_variable_type(v),
     VariableAttribute.Name: lambda model, v: model.get_variable_name(v),
+    VariableAttribute.ReducedCost: lambda model, v: model.get_variable_dual(v),
 }
 
 variable_attribute_set_func_map = {
diff --git a/tests/test_reducedcost.py b/tests/test_reducedcost.py
@@ -0,0 +1,26 @@
+import pyoptinterface as poi
+import pytest
+from pytest import approx
+
+
+def test_simple_redcost(model_interface):
+    model = model_interface
+
+    if not model.supports_variable_attribute(poi.VariableAttribute.ReducedCost):
+        pytest.skip("Model interface does not support ReducedCost attribute")
+
+    x = model.add_variable(lb=0.0, ub=2.0)
+    y = model.add_variable(lb=0.0, ub=2.5)
+    model.add_linear_constraint(x + 2 * y >= 6.0)
+
+    model.set_objective(x + y)
+
+    model.optimize()
+    status = model.get_model_attribute(poi.ModelAttribute.TerminationStatus)
+    assert status == poi.TerminationStatusCode.OPTIMAL
+
+    x_redcost = model.get_variable_attribute(x, poi.VariableAttribute.ReducedCost)
+    y_redcost = model.get_variable_attribute(y, poi.VariableAttribute.ReducedCost)
+
+    assert x_redcost == approx(0.0, abs=1e-5)
+    assert y_redcost == approx(-1.0, abs=1e-5)
