Xpress use optimizer function

ortools/math_opt/cpp/model.h

@@ -481,6 +481,8 @@ class Model {
   // The `weights` are an implementation detail in the solver used to order the
   // `expressions`; see the Gurobi documentation for more detail:
   // https://www.gurobi.com/documentation/9.5/refman/constraints.html#subsubsection:SOSConstraints
+  // For Xpress see
+  // https://www.fico.com/fico-xpress-optimization/docs/latest/solver/optimizer/HTML/XPRSaddsets.html
   //
   // These `weights` must either be empty or the same length as `expressions`.
   // If it is empty, default weights of 1, 2, ... will be used.
@@ -540,6 +542,8 @@ class Model {
   // The `weights` are an implementation detail in the solver used to order the
   // `expressions`; see the Gurobi documentation for more detail:
   // https://www.gurobi.com/documentation/9.5/refman/constraints.html#subsubsection:SOSConstraints
+  // For Xpress see
+  // https://www.fico.com/fico-xpress-optimization/docs/latest/solver/optimizer/HTML/XPRSaddsets.html
   //
   // These `weights` must either be empty or the same length as `expressions`.
   // If it is empty, default weights of 1, 2, ... will be used.

ortools/math_opt/cpp/parameters.cc

@@ -32,6 +32,7 @@
 #include "ortools/math_opt/solvers/glpk.pb.h"
 #include "ortools/math_opt/solvers/gurobi.pb.h"
 #include "ortools/math_opt/solvers/highs.pb.h"
+#include "ortools/math_opt/solvers/xpress.pb.h"
 #include "ortools/port/proto_utils.h"
 #include "ortools/util/status_macros.h"
 
@@ -213,6 +214,25 @@ GlpkParameters GlpkParameters::FromProto(const GlpkParametersProto& proto) {
   return result;
 }
 
+XpressParametersProto XpressParameters::Proto() const {
+  XpressParametersProto result;
+  for (const auto& [key, val] : param_values) {
+    XpressParametersProto::Parameter& p = *result.add_parameters();
+    p.set_name(key);
+    p.set_value(val);
+  }
+  return result;
+}
+
+XpressParameters XpressParameters::FromProto(
+    const XpressParametersProto& proto) {
+  XpressParameters result;
+  for (const XpressParametersProto::Parameter& p : proto.parameters()) {
+    result.param_values[p.name()] = p.value();
+  }
+  return result;
+}
+
 SolveParametersProto SolveParameters::Proto() const {
   SolveParametersProto result;
   result.set_enable_output(enable_output);
@@ -265,6 +285,7 @@ SolveParametersProto SolveParameters::Proto() const {
   *result.mutable_pdlp() = pdlp;
   *result.mutable_glpk() = glpk.Proto();
   *result.mutable_highs() = highs;
+  *result.mutable_xpress() = xpress.Proto();
   return result;
 }
 
@@ -324,6 +345,7 @@ absl::StatusOr<SolveParameters> SolveParameters::FromProto(
   result.pdlp = proto.pdlp();
   result.glpk = GlpkParameters::FromProto(proto.glpk());
   result.highs = proto.highs();
+  result.xpress = XpressParameters::FromProto(proto.xpress());
   return result;
 }
 

ortools/math_opt/cpp/parameters.h

@@ -254,6 +254,27 @@ struct GlpkParameters {
   static GlpkParameters FromProto(const GlpkParametersProto& proto);
 };
 
+// Xpress specific parameters for solving. See
+//   https://www.fico.com/fico-xpress-optimization/docs/latest/solver/optimizer/HTML/chapter7.html
+// for a list of possible parameters (called "controls" in Xpress).
+//
+// Example use:
+//   XpressParameters xpress;
+//   xpress.param_values["BarIterLimit"] = "10";
+//
+// Parameters are applied in the following order:
+//  * Any parameters derived from ortools parameters (like LP algorithm).
+//  * param_values in iteration order (insertion order).
+struct XpressParameters {
+  // Parameter name-value pairs to set in insertion order.
+  gtl::linked_hash_map<std::string, std::string> param_values;
+
+  XpressParametersProto Proto() const;
+  static XpressParameters FromProto(const XpressParametersProto& proto);
+
+  bool empty() const { return param_values.empty(); }
+};
+
 // Parameters to control a single solve.
 //
 // Contains both parameters common to all solvers, e.g. time_limit, and
@@ -330,7 +351,8 @@ struct SolveParameters {
   // Solvers will typically not return more solutions than the solution limit,
   // but this is not enforced by MathOpt, see also b/214041169.
   //
-  // Currently supported for Gurobi and SCIP, and for CP-SAT only with value 1.
+  // Currently supported for Gurobi, Xpress and SCIP, and for CP-SAT only with
+  // value 1.
   std::optional<int32_t> solution_limit;
 
   // If unset, use the solver default. If set, it must be >= 1.
@@ -347,6 +369,7 @@ struct SolveParameters {
   // - Gurobi: [0:GRB_MAXINT] (which as of Gurobi 9.0 is 2x10^9).
   // - GSCIP:  [0:2147483647] (which is MAX_INT or kint32max or 2^31-1).
   // - GLOP:   [0:2147483647] (same as above)
+  // - Xpress: Any 32bit signed integer is allowed
   // In all cases, the solver will receive a value equal to:
   // MAX(0, MIN(MAX_VALID_VALUE_FOR_SOLVER, random_seed)).
   std::optional<int32_t> random_seed;
@@ -425,6 +448,7 @@ struct SolveParameters {
 
   GlpkParameters glpk;
   HighsOptionsProto highs;
+  XpressParameters xpress;
 
   SolveParametersProto Proto() const;
   static absl::StatusOr<SolveParameters> FromProto(

ortools/math_opt/parameters.proto

@@ -24,6 +24,7 @@ import "ortools/math_opt/solvers/gscip/gscip.proto";
 import "ortools/math_opt/solvers/gurobi.proto";
 import "ortools/math_opt/solvers/highs.proto";
 import "ortools/math_opt/solvers/osqp.proto";
+import "ortools/math_opt/solvers/xpress.proto";
 import "ortools/sat/sat_parameters.proto";
 
 option java_package = "com.google.ortools.mathopt";
@@ -376,5 +377,7 @@ message SolveParametersProto {
 
   HighsOptionsProto highs = 27;
 
+  XpressParametersProto xpress = 28;
+
   reserved 11;  // Deleted
 }

ortools/math_opt/solver_tests/logical_constraint_tests.cc

@@ -86,9 +86,22 @@ constexpr absl::string_view no_sos2_support_message =
 constexpr absl::string_view no_indicator_support_message =
     "This test is disabled as the solver does not support indicator "
     "constraints";
+constexpr absl::string_view no_updating_binary_variables_message =
+    "This test is disabled as the solver does not support updating "
+    "binary variables";
+constexpr absl::string_view no_deleting_indicator_variables_message =
+    "This test is disabled as the solver does not support deleting "
+    "indicator variables";
+constexpr absl::string_view no_incremental_add_and_deletes_message =
+    "This test is disabled as the solver does not support incremental "
+    "add/delete";
 
 // We test SOS1 constraints with both explicit weights and default weights.
 TEST_P(SimpleLogicalConstraintTest, CanBuildSos1Model) {
+  if (GetParam().solver_type == SolverType::kXpress) {
+    GTEST_SKIP() << "skipped since Xpress only supports SOS on variables (not "
+                    "expressions)";
+  }
   Model model;
   const Variable x = model.AddContinuousVariable(0.0, 1.0, "x");
   model.AddSos1Constraint({3.0 * x + 2.0}, {3.0});
@@ -105,6 +118,10 @@ TEST_P(SimpleLogicalConstraintTest, CanBuildSos1Model) {
 
 // We test SOS2 constraints with both explicit weights and default weights.
 TEST_P(SimpleLogicalConstraintTest, CanBuildSos2Model) {
+  if (GetParam().solver_type == SolverType::kXpress) {
+    GTEST_SKIP() << "skipped since Xpress only supports SOS on variables (not "
+                    "expressions)";
+  }
   Model model;
   const Variable x = model.AddContinuousVariable(0.0, 1.0, "x");
   model.AddSos2Constraint({3.0 * x + 2.0}, {3.0});
@@ -284,6 +301,9 @@ TEST_P(SimpleLogicalConstraintTest, Sos2VariableInMultipleTerms) {
 // The optimal solution for the modified problem is (x*, y*) = (0, 1) with
 // objective value 2.
 TEST_P(IncrementalLogicalConstraintTest, LinearToSos1Update) {
+  if (!GetParam().supports_incremental_add_and_deletes) {
+    GTEST_SKIP() << no_incremental_add_and_deletes_message;
+  }
   Model model;
   const Variable x = model.AddContinuousVariable(0.0, 1.0, "x");
   const Variable y = model.AddContinuousVariable(0.0, 1.0, "y");
@@ -335,6 +355,9 @@ TEST_P(IncrementalLogicalConstraintTest, LinearToSos1Update) {
 // The optimal solution for the modified problem is (x*, y*, z*) = (0, 1, 1)
 // with objective value 4.
 TEST_P(IncrementalLogicalConstraintTest, LinearToSos2Update) {
+  if (!GetParam().supports_incremental_add_and_deletes) {
+    GTEST_SKIP() << no_incremental_add_and_deletes_message;
+  }
   Model model;
   const Variable x = model.AddContinuousVariable(0.0, 1.0, "x");
   const Variable y = model.AddContinuousVariable(0.0, 1.0, "y");
@@ -760,6 +783,13 @@ TEST_P(SimpleLogicalConstraintTest, IndicatorsWithOddButValidBounds) {
   if (!GetParam().supports_indicator_constraints) {
     GTEST_SKIP() << no_indicator_support_message;
   }
+  if (GetParam().solver_type == SolverType::kXpress) {
+    // This test does not work with Xpress because the Xpress library will
+    // refuse to create an indicator constraint if the indicator variable is
+    // not a binary variable (it will raise error 1029);
+    GTEST_SKIP() << "This test is disabled as Xpress does not support "
+                    "indicator constraints on non-binary variables";
+  }
   Model model;
   const Variable x = model.AddIntegerVariable(0.0, 0.0, "x");
   const Variable y = model.AddIntegerVariable(1.0, 1.0, "y");
@@ -855,6 +885,9 @@ TEST_P(IncrementalLogicalConstraintTest, UpdateDeletesIndicatorConstraint) {
   if (!GetParam().supports_indicator_constraints) {
     GTEST_SKIP() << no_indicator_support_message;
   }
+  if (!GetParam().supports_incremental_add_and_deletes) {
+    GTEST_SKIP() << no_incremental_add_and_deletes_message;
+  }
   Model model;
   const Variable x = model.AddBinaryVariable("x");
   const Variable y = model.AddContinuousVariable(0.0, 1.0, "y");
@@ -898,6 +931,9 @@ TEST_P(IncrementalLogicalConstraintTest,
   if (!GetParam().supports_indicator_constraints) {
     GTEST_SKIP() << no_indicator_support_message;
   }
+  if (!GetParam().supports_incremental_add_and_deletes) {
+    GTEST_SKIP() << no_incremental_add_and_deletes_message;
+  }
   Model model;
   const Variable x = model.AddContinuousVariable(0.0, 1.0, "x");
   const Variable indicator = model.AddBinaryVariable("indicator");
@@ -942,6 +978,9 @@ TEST_P(IncrementalLogicalConstraintTest, UpdateDeletesIndicatorVariable) {
   if (!GetParam().supports_indicator_constraints) {
     GTEST_SKIP() << no_indicator_support_message;
   }
+  if (!GetParam().supports_deleting_indicator_variables) {
+    GTEST_SKIP() << no_deleting_indicator_variables_message;
+  }
   Model model;
   const Variable x = model.AddBinaryVariable("x");
   const Variable y = model.AddContinuousVariable(0.0, 1.0, "y");
@@ -1022,6 +1061,9 @@ TEST_P(IncrementalLogicalConstraintTest,
   if (!GetParam().supports_indicator_constraints) {
     GTEST_SKIP() << no_indicator_support_message;
   }
+  if (!GetParam().supports_updating_binary_variables) {
+    GTEST_SKIP() << no_updating_binary_variables_message;
+  }
   Model model;
   const Variable x = model.AddBinaryVariable("x");
   const Variable y = model.AddContinuousVariable(0.0, 1.0, "y");
@@ -1069,6 +1111,9 @@ TEST_P(IncrementalLogicalConstraintTest, UpdateChangesIndicatorVariableBound) {
   if (!GetParam().supports_indicator_constraints) {
     GTEST_SKIP() << no_indicator_support_message;
   }
+  if (!GetParam().supports_updating_binary_variables) {
+    GTEST_SKIP() << no_updating_binary_variables_message;
+  }
   Model model;
   const Variable x = model.AddIntegerVariable(0.0, 1.0, "x");
   const Variable y = model.AddIntegerVariable(0.0, 1.0, "y");
@@ -1133,6 +1178,9 @@ TEST_P(IncrementalLogicalConstraintTest,
   if (!GetParam().supports_indicator_constraints) {
     GTEST_SKIP() << no_indicator_support_message;
   }
+  if (!GetParam().supports_updating_binary_variables) {
+    GTEST_SKIP() << no_updating_binary_variables_message;
+  }
   Model model;
   const Variable x = model.AddIntegerVariable(0.0, 1.0, "x");
   const Variable y = model.AddContinuousVariable(0.0, 1.0, "y");

ortools/math_opt/solver_tests/multi_objective_tests.cc

@@ -371,6 +371,10 @@ TEST_P(SimpleMultiObjectiveTest,
   if (!GetParam().supports_integer_variables) {
     GTEST_SKIP() << kNoIntegerVariableSupportMessage;
   }
+  if (GetParam().solver_type == SolverType::kXpress) {
+    GTEST_SKIP() << "Ignoring this test because Xpress does not support per "
+                    "objective time limits at the moment";
+  }
   ASSERT_OK_AND_ASSIGN(const std::unique_ptr<Model> model,
                        Load23588MiplibInstance());
   const Objective aux_obj = model->AddMaximizationObjective(
@@ -402,6 +406,10 @@ TEST_P(SimpleMultiObjectiveTest,
   if (!GetParam().supports_integer_variables) {
     GTEST_SKIP() << kNoIntegerVariableSupportMessage;
   }
+  if (GetParam().solver_type == SolverType::kXpress) {
+    GTEST_SKIP() << "Ignoring this test because Xpress does not support per "
+                    "objective time limits at the moment";
+  }
   ASSERT_OK_AND_ASSIGN(const std::unique_ptr<Model> model,
                        Load23588MiplibInstance());
   model->AddMaximizationObjective(0, /*priority=*/1);
@@ -463,6 +471,10 @@ TEST_P(SimpleMultiObjectiveTest,
   if (!GetParam().supports_integer_variables) {
     GTEST_SKIP() << kNoIntegerVariableSupportMessage;
   }
+  if (GetParam().solver_type == SolverType::kXpress) {
+    GTEST_SKIP() << "Ignoring this test because Xpress does not support per "
+                    "objective time limits at the moment";
+  }
   ASSERT_OK_AND_ASSIGN(const std::unique_ptr<Model> model,
                        Load23588MiplibInstance());
   SolveArguments args = {
@@ -583,6 +595,10 @@ TEST_P(IncrementalMultiObjectiveTest, AddObjectiveToMultiObjectiveModel) {
   if (!GetParam().supports_auxiliary_objectives) {
     GTEST_SKIP() << kNoMultiObjectiveSupportMessage;
   }
+  if (!GetParam().supports_incremental_objective_add_and_delete) {
+    GTEST_SKIP()
+        << "Ignoring this test as it requires support for incremental solve";
+  }
   Model model;
   const Variable x = model.AddContinuousVariable(0.0, 1.0, "x");
   const Variable y = model.AddContinuousVariable(0.0, 1.0, "y");
@@ -636,6 +652,10 @@ TEST_P(IncrementalMultiObjectiveTest, DeleteObjectiveFromMultiObjectiveModel) {
   if (!GetParam().supports_auxiliary_objectives) {
     GTEST_SKIP() << kNoMultiObjectiveSupportMessage;
   }
+  if (!GetParam().supports_incremental_objective_add_and_delete) {
+    GTEST_SKIP()
+        << "Ignoring this test as it requires support for incremental solve";
+  }
   Model model;
   const Variable x = model.AddContinuousVariable(0.0, 1.0, "x");
   const Variable y = model.AddContinuousVariable(0.0, 1.0, "y");