Extract solutions at the end of mathopt solve for OrtoolsMathOptMilpSolver + HiGHS #354
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…olver + HiGHS By default, we extract on the fly the solutions in a callback to feed to any potential user callback. However ortools/mathopt wrapper around HiGHS currently does not support callbacks (ignore them actually). So we extract rather the solutions from the mathopt `SolveResult` returned by `mathopt.solve()`. More precisely we add some options to `OrtoolsMathOptMilpSolver.solve()`: - `store_mathopt_res`: to store the `SolveResult` object (containing stats but also a kind of copy of the result storage), False by default - `extract_solutions_from_mathopt_res`: by default False except when using HiGHS. Will construct the final result storage from the mathopt result object (with solutions in reversed order to be consistent with what is returned usually). NB: we still extract on the fly solutions in the callback as: - it will do nothing in HiGHS as never called, - it is necessary for the user callback if it is actually called.
g-poveda
approved these changes
Dec 17, 2024
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
By default, we extract on the fly the solutions in a callback to feed to any potential user callback.
However ortools/mathopt wrapper around HiGHS currently does not support callbacks (ignore them actually).
So we extract rather the solutions from the mathopt
SolveResultreturned bymathopt.solve().More precisely we add some options to
OrtoolsMathOptMilpSolver.solve():store_mathopt_res: to store theSolveResultobject (containing stats but also a kind of copy of the result storage), False by defaultextract_solutions_from_mathopt_res: by default False except when using HiGHS. Will construct the final result storage from the mathopt result object (with solutions in reversed order to be consistent with what is returned usually). NB: we still extract on the fly solutions in the callback as: