Update microlp, adding integer variables (#66)

* Update microlp, adding integer variables * add integer variable tests
rust-or · Nov 6, 2024 · cc7acdb · cc7acdb
1 parent 4041609
commit cc7acdb
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Showing 4 changed files with 37 additions and 26 deletions.
diff --git a/Cargo.toml b/Cargo.toml
@@ -21,7 +21,7 @@ minilp = ["microlp"] # minilp is not maintained anymore, we use the microlp fork
 
 [dependencies]
 coin_cbc = { version = "0.1", optional = true, default-features = false }
-microlp = { version = "0.2.4", optional = true }
+microlp = { version = "0.2.5", optional = true }
 lpsolve = { version = "0.1", optional = true }
 highs = { version = "1.5.0", optional = true }
 russcip = { version = "0.4.1", optional = true }

diff --git a/README.md b/README.md
@@ -68,15 +68,15 @@ This library offers an abstraction over multiple solvers. By default, it uses [c
 you can also activate other solvers using cargo features.
 
 | solver feature name    | integer variables | no C compiler\* | no additional libs\*\* | fast | WASM    |
-| ---------------------- | ----------------- | --------------- | ---------------------- | ---- |---------|
-| [`coin_cbc`][cbc]      | ✅                | ✅              | ❌                     | ✅   | ❌       |
-| [`highs`][highs]       | ✅                | ❌              | ✅\+                   | ✅   | ❌       |
-| [`lpsolve`][lpsolve]   | ✅                | ❌              | ✅                     | ❌   | ❌       |
-| [`microlp`][microlp]     | ❌                | ✅              | ✅                     | ❌   | ✅       |
-| [`lp-solvers`][lps]    | ✅                | ✅              | ✅                     | ❌   | ❌       |
-| [`scip`][scip]         | ✅                | ✅              | ❌                     | ✅   | ❌       |
-| [`cplex-rs`][cplex]    | ✅                | ❌              | ✅\+\+                 | ✅   | ❌       |
-| [`clarabel`][clarabel] | ❌                | ✅              | ✅                     | ✅   | ✅\+\+\+ |
+| ---------------------- |-------------------| --------------- | ---------------------- | ---- |---------|
+| [`coin_cbc`][cbc]      | ✅                 | ✅              | ❌                     | ✅   | ❌       |
+| [`highs`][highs]       | ✅                 | ❌              | ✅\+                   | ✅   | ❌       |
+| [`lpsolve`][lpsolve]   | ✅                 | ❌              | ✅                     | ❌   | ❌       |
+| [`microlp`][microlp]   | ✅                 | ✅              | ✅                     | ❌   | ✅       |
+| [`lp-solvers`][lps]    | ✅                 | ✅              | ✅                     | ❌   | ❌       |
+| [`scip`][scip]         | ✅                 | ✅              | ❌                     | ✅   | ❌       |
+| [`cplex-rs`][cplex]    | ✅                 | ❌              | ✅\+\+                 | ✅   | ❌       |
+| [`clarabel`][clarabel] | ❌                 | ✅              | ✅                     | ✅   | ✅\+\+\+ |
 
 - \* no C compiler: builds with only cargo, without requiring you to install a C compiler
 - \*\* no additional libs: works without additional libraries at runtime, all the dependencies are statically linked

diff --git a/src/solvers/microlp.rs b/src/solvers/microlp.rs
@@ -1,7 +1,5 @@
 //! A solver that uses [microlp](https://docs.rs/microlp), a pure rust solver.
 
-use std::panic::catch_unwind;
-
 use microlp::Error;
 
 use crate::variable::{UnsolvedProblem, VariableDefinition};
@@ -23,7 +21,6 @@ pub fn microlp(to_solve: UnsolvedProblem) -> MicroLpProblem {
         ObjectiveDirection::Maximisation => microlp::OptimizationDirection::Maximize,
         ObjectiveDirection::Minimisation => microlp::OptimizationDirection::Minimize,
     });
-    let mut integers: Vec<microlp::Variable> = vec![];
     let variables: Vec<microlp::Variable> = variables
         .iter_variables_with_def()
         .map(
@@ -37,18 +34,17 @@ pub fn microlp(to_solve: UnsolvedProblem) -> MicroLpProblem {
                 },
             )| {
                 let coeff = *objective.linear.coefficients.get(&var).unwrap_or(&0.);
-                let var = problem.add_var(coeff, (min, max));
                 if is_integer {
-                    integers.push(var);
+                    problem.add_integer_var(coeff, (min as i32, max as i32))
+                } else {
+                    problem.add_var(coeff, (min, max))
                 }
-                var
             },
         )
         .collect();
     MicroLpProblem {
         problem,
         variables,
-        integers,
         n_constraints: 0,
     }
 }
@@ -57,7 +53,6 @@ pub fn microlp(to_solve: UnsolvedProblem) -> MicroLpProblem {
 pub struct MicroLpProblem {
     problem: microlp::Problem,
     variables: Vec<microlp::Variable>,
-    integers: Vec<microlp::Variable>,
     n_constraints: usize,
 }
 
@@ -73,12 +68,7 @@ impl SolverModel for MicroLpProblem {
     type Error = ResolutionError;
 
     fn solve(self) -> Result<Self::Solution, Self::Error> {
-        let mut solution = self.problem.solve()?;
-        for int_var in self.integers {
-            solution = catch_unwind(|| solution.add_gomory_cut(int_var)).map_err(|_| {
-                ResolutionError::Other("microlp does not support integer variables")
-            })??;
-        }
+        let solution = self.problem.solve()?;
         Ok(MicroLpSolution {
             solution,
             variables: self.variables,
@@ -154,4 +144,25 @@ mod tests {
             .unwrap();
         assert_eq!((solution.value(x), solution.value(y)), (0.5, 3.))
     }
+
+    #[test]
+    fn can_solve_milp() {
+        let mut vars = variables!();
+
+        let x = vars.add(variable().clamp(2, f64::INFINITY));
+        let y = vars.add(variable().clamp(0, 7));
+        let z = vars.add(variable().integer().clamp(0, f64::INFINITY));
+
+        let solution = vars
+            .maximise(50 * x + 40 * y + 45 * z)
+            .using(microlp)
+            .with((3 * x + 2 * y + z) << 20)
+            .with((2 * x + y + 3 * z) << 15)
+            .solve()
+            .unwrap();
+        assert_eq!(
+            (solution.value(x), solution.value(y), solution.value(z)),
+            (2.0, 6.5, 1.0)
+        )
+    }
 }
diff --git a/src/variable.rs b/src/variable.rs
@@ -143,7 +143,7 @@ impl VariableDefinition {
     /// # use good_lp::{ProblemVariables, variable, default_solver, SolverModel, Solution};
     /// let mut problem = ProblemVariables::new();
     /// let x = problem.add(variable().integer().min(0).max(2.5));
-    /// # if cfg!(not(any(feature = "microlp", feature="clarabel"))) {
+    /// # if cfg!(not(any(feature="clarabel"))) {
     /// let solution = problem.maximise(x).using(default_solver).solve().unwrap();
     /// // x is bound to [0; 2.5], but the solution is x=2 because x needs to be an integer
     /// assert_eq!(solution.value(x), 2.);
@@ -164,7 +164,7 @@ impl VariableDefinition {
     /// let mut problem = ProblemVariables::new();
     /// let x = problem.add(variable().binary());
     /// let y = problem.add(variable().binary());
-    /// if cfg!(not(any(feature = "microlp", feature="clarabel"))) {
+    /// if cfg!(not(any(feature="clarabel"))) {
     ///     let solution = problem.maximise(x + y).using(default_solver).solve().unwrap();
     ///     assert_eq!(solution.value(x), 1.);
     ///     assert_eq!(solution.value(y), 1.);