GLPK and Gurobi improvements

setup.pysetup.py#
cnapy-org · Aug 30, 2021 · d06ff30 · d06ff30
1 parent d8fea05
commit d06ff30
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Showing 4 changed files with 13 additions and 12 deletions.
diff --git a/conda-recipe/meta.yaml b/conda-recipe/meta.yaml
@@ -1,4 +1,4 @@
-{% set version = '0.0.5' %}
+{% set version = '0.0.6' %}
 
 package:
   name: optlang_enumerator

diff --git a/optlang_enumerator/cMCS_enumerator.py b/optlang_enumerator/cMCS_enumerator.py
@@ -373,20 +373,18 @@ def call_back_func(model, where): # encapsulating with functools.partial not acc
                     global_optimum = enum_method == 1 or \
                                      (self._optlang_interface is optlang.cplex_interface and 
                                       self.model.problem.solution.MIP.get_mip_relative_gap() < self.model.configuration.tolerances.optimality) or \
-                                     (self._optlang_interface is optlang.glpk_interface and self.model.status == 'optimal') # geht das sicher?
+                                     (self._optlang_interface is optlang.gurobi_interface and
+                                      self.model.problem.getAttr(GRB.attr.MIPGap) < self.model.configuration.tolerances.optimality) or \
+                                     (self._optlang_interface is optlang.glpk_interface and self.model.status == 'optimal')
                     if global_optimum: #enum_method == 1: # only for this method optlang 'optimal' is a guaranteed global optimum
                         ov = round(self.model.objective.value)
                         if ov >  self.evs_sz_lb:
                             self.evs_sz_lb = ov
-                        #if ov > e.evs_sz.lb: # increase lower bound of evs_sz constraint, but is this really always helpful?
-                        #    e.evs_sz.lb = ov
+                        #if ov > self.evs_sz.lb: # increase lower bound of evs_sz constraint, but is this really always helpful?
+                        #    self.evs_sz.lb = ov
                         #    print(ov)
-
-                        # not necessary when self.evs_sz.ub = max_mcs_size
-                        # if round(self.model.objective.value) > max_mcs_size:
-                        #     print('MCS size limit exceeded, stopping enumeration.')
-                        #     break
                     else: # enum_method == 3: # and self.model.status == 'feasible':
+                        # query best bound and use it to update self.evs_sz_lb
                         print("CS", mcs, end="")
                         mcs = mcs_computation.make_minimal_cut_set(model, mcs, target_constraints)
                         print(" -> MCS", mcs)
@@ -395,7 +393,7 @@ def call_back_func(model, where): # encapsulating with functools.partial not acc
                     all_mcs.append(mcs)
                 else:
                     print('Stopping enumeration with status', self.model.status)
-                    if self.model.status != 'infeasible':
+                    if self.model.status != 'infeasible' and self.model.status != 'time_limit':
                         err_val = 1
                     continue_loop = False
             elif enum_method == 2: # populate by cardinality

diff --git a/optlang_enumerator/mcs_computation.py b/optlang_enumerator/mcs_computation.py
@@ -383,7 +383,10 @@ def compute_mcs(model, targets, desired=None, cuts=None, enum_method=1, max_mcs_
     #    e.model.problem.threads = -1 # activate multithreading
 
     e.evs_sz_lb = 1 # feasibility of all targets has been checked
-    e.model.configuration.tolerances.optimality = mip_opt_tol
+    if optlang_interface.__name__ == 'optlang.glpk_interface':
+        e.model.configuration._smcp.tol_dj = mip_opt_tol
+    else:
+        e.model.configuration.tolerances.optimality = mip_opt_tol # nicht bei GLPK
     e.model.configuration.tolerances.feasibility = mip_feas_tol
     e.model.configuration.tolerances.integrality = mip_int_tol
     if set_mip_parameters_callback != None:

diff --git a/setup.py b/setup.py
@@ -1,7 +1,7 @@
 from setuptools import setup
 
 setup(name='optlang_enumerator',
-    version='0.0.1',
+    version='0.0.6',
     description='Enumeration of multiple solutions to a MILP with optlang.',
     url='https://github.com/cnapy-org/optlang_enumerator.git',
     author='Axel von Kamp',