solve problem with multi-threads (#918)

* 1. model optimize without gil
2. solveFirstInterruptOthers
3. add copy model method
4. add copy model solution
5. add some Solution methods

* 1.  model optimize without gil
2.  model addOrigVarsConssObjectiveFrom
3.  add some Solution methods

* Update src/pyscipopt/scip.pxi

Co-authored-by: João Dionísio <[email protected]>

* remove addOrigVarsConssObjectiveFrom

* rename getSolOrigin to getOrigin

---------

Co-authored-by: Light1_Lee <[email protected]>
Co-authored-by: João Dionísio <[email protected]>

Author: 3 people

CHANGELOG.md

@@ -25,6 +25,10 @@
 - Added additional tests to test_nodesel, test_heur, and test_strong_branching
 - Migrated documentation to Readthedocs
 - `attachEventHandlerCallback` method to Model for a more ergonomic way to attach event handlers
+- Added Model method: optimizeNogil
+- Added Solution method: getOrigin, retransform, translate
+- Added SCIP.pxd: SCIP_SOLORIGIN, SCIPcopyOrigVars, SCIPcopyOrigConss, SCIPsolve nogil, SCIPretransformSol, SCIPtranslateSubSol, SCIPsolGetOrigin, SCIPhashmapCreate, SCIPhashmapFree
+- Added additional tests to test_multi_threads, test_solution, and test_copy
 ### Fixed
 - Fixed too strict getObjVal, getVal check
 ### Changed

src/pyscipopt/__init__.py

@@ -46,3 +46,4 @@
 from pyscipopt.scip      import PY_SCIP_BRANCHDIR    as SCIP_BRANCHDIR
 from pyscipopt.scip      import PY_SCIP_BENDERSENFOTYPE as SCIP_BENDERSENFOTYPE
 from pyscipopt.scip      import PY_SCIP_ROWORIGINTYPE as SCIP_ROWORIGINTYPE
+from pyscipopt.scip      import PY_SCIP_SOLORIGIN as SCIP_SOLORIGIN

src/pyscipopt/scip.pxd

@@ -320,6 +320,17 @@ cdef extern from "scip/scip.h":
         SCIP_ROWORIGINTYPE SCIP_ROWORIGINTYPE_SEPA   
         SCIP_ROWORIGINTYPE SCIP_ROWORIGINTYPE_REOPT  
 
+    ctypedef int SCIP_SOLORIGIN
+    cdef extern from "scip/type_sol.h":
+        SCIP_SOLORIGIN SCIP_SOLORIGIN_ORIGINAL
+        SCIP_SOLORIGIN SCIP_SOLORIGIN_ZERO
+        SCIP_SOLORIGIN SCIP_SOLORIGIN_LPSOL
+        SCIP_SOLORIGIN SCIP_SOLORIGIN_NLPSOL
+        SCIP_SOLORIGIN SCIP_SOLORIGIN_RELAXSOL
+        SCIP_SOLORIGIN SCIP_SOLORIGIN_PSEUDOSOL
+        SCIP_SOLORIGIN SCIP_SOLORIGIN_PARTIAL
+        SCIP_SOLORIGIN SCIP_SOLORIGIN_UNKNOWN
+
     ctypedef bint SCIP_Bool
 
     ctypedef long long SCIP_Longint
@@ -532,6 +543,8 @@ cdef extern from "scip/scip.h":
                               SCIP_Bool             threadsafe,
                               SCIP_Bool             passmessagehdlr,
                               SCIP_Bool*            valid)
+    SCIP_RETCODE SCIPcopyOrigVars(SCIP* sourcescip, SCIP* targetscip, SCIP_HASHMAP* varmap, SCIP_HASHMAP* consmap, SCIP_VAR** fixedvars, SCIP_Real* fixedvals, int nfixedvars )
+    SCIP_RETCODE SCIPcopyOrigConss(SCIP* sourcescip, SCIP* targetscip, SCIP_HASHMAP* varmap, SCIP_HASHMAP* consmap, SCIP_Bool enablepricing, SCIP_Bool* valid)
     SCIP_RETCODE SCIPmessagehdlrCreate(SCIP_MESSAGEHDLR **messagehdlr,
                                        SCIP_Bool bufferedoutput,
                                        const char *filename,
@@ -669,6 +682,7 @@ cdef extern from "scip/scip.h":
 
     # Solve Methods
     SCIP_RETCODE SCIPsolve(SCIP* scip)
+    SCIP_RETCODE SCIPsolve(SCIP* scip) noexcept nogil
     SCIP_RETCODE SCIPsolveConcurrent(SCIP* scip)
     SCIP_RETCODE SCIPfreeTransform(SCIP* scip)
     SCIP_RETCODE SCIPpresolve(SCIP* scip)
@@ -871,7 +885,9 @@ cdef extern from "scip/scip.h":
     SCIP_RETCODE SCIPreadSolFile(SCIP* scip, const char* filename, SCIP_SOL* sol, SCIP_Bool xml, SCIP_Bool*	partial, SCIP_Bool*	error)
     SCIP_RETCODE SCIPcheckSol(SCIP* scip, SCIP_SOL* sol, SCIP_Bool printreason, SCIP_Bool completely, SCIP_Bool checkbounds, SCIP_Bool checkintegrality, SCIP_Bool checklprows, SCIP_Bool* feasible)
     SCIP_RETCODE SCIPcheckSolOrig(SCIP* scip, SCIP_SOL* sol, SCIP_Bool* feasible, SCIP_Bool printreason, SCIP_Bool completely)
-
+    SCIP_RETCODE SCIPretransformSol(SCIP* scip, SCIP_SOL* sol)
+    SCIP_RETCODE SCIPtranslateSubSol(SCIP* scip, SCIP* subscip, SCIP_SOL* subsol, SCIP_HEUR* heur, SCIP_VAR** subvars, SCIP_SOL** newsol)
+    SCIP_SOLORIGIN SCIPsolGetOrigin(SCIP_SOL* sol)
     SCIP_Real SCIPgetSolTime(SCIP* scip, SCIP_SOL* sol)
 
     SCIP_RETCODE SCIPsetRelaxSolVal(SCIP* scip, SCIP_RELAX* relax, SCIP_VAR* var, SCIP_Real val)
@@ -1367,6 +1383,11 @@ cdef extern from "scip/scip.h":
 
     BMS_BLKMEM* SCIPblkmem(SCIP* scip)
 
+    # pub_misc.h
+    SCIP_RETCODE SCIPhashmapCreate(SCIP_HASHMAP** hashmap, BMS_BLKMEM* blkmem, int mapsize)
+    void SCIPhashmapFree(SCIP_HASHMAP** hashmap)
+
+
 cdef extern from "scip/tree.h":
     int SCIPnodeGetNAddedConss(SCIP_NODE* node)
 

src/pyscipopt/scip.pxi

@@ -258,6 +258,16 @@ cdef class PY_SCIP_ROWORIGINTYPE:
     SEPA   = SCIP_ROWORIGINTYPE_SEPA
     REOPT  = SCIP_ROWORIGINTYPE_REOPT
 
+cdef class PY_SCIP_SOLORIGIN:
+    ORIGINAL  = SCIP_SOLORIGIN_ORIGINAL
+    ZERO      = SCIP_SOLORIGIN_ZERO
+    LPSOL     = SCIP_SOLORIGIN_LPSOL
+    NLPSOL    = SCIP_SOLORIGIN_NLPSOL
+    RELAXSOL  = SCIP_SOLORIGIN_RELAXSOL
+    PSEUDOSOL = SCIP_SOLORIGIN_PSEUDOSOL
+    PARTIAL   = SCIP_SOLORIGIN_PARTIAL
+    UNKNOWN   = SCIP_SOLORIGIN_UNKNOWN
+
 def PY_SCIP_CALL(SCIP_RETCODE rc):
     if rc == SCIP_OKAY:
         pass
@@ -1009,6 +1019,40 @@ cdef class Solution:
             if not stage_check or self.sol == NULL and SCIPgetStage(self.scip) != SCIP_STAGE_SOLVING:
                 raise Warning(f"{method} can only be called with a valid solution or in stage SOLVING (current stage: {SCIPgetStage(self.scip)})")
 
+    def getOrigin(self):
+        """
+        Returns origin of solution: where to retrieve uncached elements.
+
+        Returns
+        -------
+        PY_SCIP_SOLORIGIN
+        """
+        return SCIPsolGetOrigin(self.sol)
+
+    def retransform(self):
+        """ retransforms solution to original problem space """
+        PY_SCIP_CALL(SCIPretransformSol(self.scip, self.sol))
+
+    def translate(self, Model target):
+        """
+        translate solution to a target model solution
+
+        Parameters
+        ----------
+        target : Model
+
+        Returns
+        -------
+        targetSol: Solution
+        """
+        if self.getOrigin() != SCIP_SOLORIGIN_ORIGINAL:
+            PY_SCIP_CALL(SCIPretransformSol(self.scip, self.sol))
+        cdef Solution targetSol = Solution.create(target._scip, NULL)
+        cdef SCIP_VAR** source_vars = SCIPgetOrigVars(self.scip)
+        
+        PY_SCIP_CALL(SCIPtranslateSubSol(target._scip, self.scip, self.sol, NULL, source_vars, &(targetSol.sol)))
+        return targetSol
+
 
 cdef class BoundChange:
     """Bound change."""
@@ -6170,6 +6214,14 @@ cdef class Model:
         """Optimize the problem."""
         PY_SCIP_CALL(SCIPsolve(self._scip))
         self._bestSol = Solution.create(self._scip, SCIPgetBestSol(self._scip))
+    
+    def optimizeNogil(self):
+        """Optimize the problem without GIL."""
+        cdef SCIP_RETCODE rc;
+        with nogil:
+            rc = SCIPsolve(self._scip)
+        PY_SCIP_CALL(rc)
+        self._bestSol = Solution.create(self._scip, SCIPgetBestSol(self._scip))
 
     def solveConcurrent(self):
         """Transforms, presolves, and solves problem using additional solvers which emphasize on

tests/test_copy.py

@@ -1,4 +1,5 @@
 from pyscipopt import Model
+from helpers.utils import random_mip_1
 
 def test_copy():
     # create solver instance
@@ -18,3 +19,4 @@ def test_copy():
     s2.optimize()
 
     assert s.getObjVal() == s2.getObjVal()
+

tests/test_nogil.py

@@ -0,0 +1,23 @@
+from concurrent.futures import ThreadPoolExecutor, as_completed
+from pyscipopt import Model
+from helpers.utils import random_mip_1
+
+N_Threads = 4
+
+
+def test_optimalNogil():
+    ori_model = random_mip_1(disable_sepa=False, disable_huer=False, disable_presolve=False, node_lim=2000, small=True) 
+    models = [Model(sourceModel=ori_model) for _ in range(N_Threads)]
+    for i in range(N_Threads):
+        models[i].setParam("randomization/permutationseed", i)
+
+    ori_model.optimize()
+
+    with ThreadPoolExecutor(max_workers=N_Threads) as executor:
+        futures = [executor.submit(Model.optimizeNogil, model) for model in models]
+        for future in as_completed(futures):
+            pass
+        for model in models:
+            assert model.getStatus() == "optimal"    
+            assert abs(ori_model.getObjVal() - model.getObjVal()) < 1e-6
+

tests/test_solution.py

@@ -1,6 +1,7 @@
 import re
 import pytest
-from pyscipopt import Model, scip, SCIP_PARAMSETTING, quicksum, quickprod
+from pyscipopt import Model, scip, SCIP_PARAMSETTING, quicksum, quickprod, SCIP_SOLORIGIN
+from helpers.utils import random_mip_1
 
 
 def test_solution_getbest():
@@ -193,3 +194,28 @@ def test_getSols():
 
     assert len(m.getSols()) >= 1
     assert any(m.isEQ(sol[x], 0.0) for sol in m.getSols())
+
+
+def test_getOrigin_retrasform():
+    m = random_mip_1(disable_sepa=False, disable_huer=False, disable_presolve=False, small=True)
+    m.optimize()
+
+    sol = m.getBestSol()
+    assert sol.getOrigin() == SCIP_SOLORIGIN.ZERO
+
+    sol.retransform()
+    assert sol.getOrigin() == SCIP_SOLORIGIN.ORIGINAL
+
+
+def test_translate():
+    m = random_mip_1(disable_sepa=False, disable_huer=False, disable_presolve=False, small=True)
+    m.optimize()
+    sol = m.getBestSol()
+
+    m1 = random_mip_1(disable_sepa=False, disable_huer=False, disable_presolve=False, small=True)
+    sol1 = sol.translate(m1)
+    assert m1.addSol(sol1) == True
+    assert m1.getNSols() == 1
+    m1.optimize()
+    assert m.getObjVal() == m1.getObjVal()
+