An ability to get relative MIP GAP and expose linear solver callbacks API to the .Net

cmake/dependencies/CMakeLists.txt

@@ -50,7 +50,7 @@ if(BUILD_ZLIB)
     zlib
     GIT_REPOSITORY "https://github.com/madler/ZLIB.git"
     GIT_TAG "v1.2.11"
-    PATCH_COMMAND git apply "${CMAKE_CURRENT_LIST_DIR}/../../patches/ZLIB.patch")
+    PATCH_COMMAND git apply --ignore-whitespace "${CMAKE_CURRENT_LIST_DIR}/../../patches/ZLIB.patch")
   FetchContent_MakeAvailable(zlib)
   list(POP_BACK CMAKE_MESSAGE_INDENT)
   message(CHECK_PASS "fetched")
@@ -67,7 +67,7 @@ if(BUILD_absl)
     absl
     GIT_REPOSITORY "https://github.com/abseil/abseil-cpp.git"
     GIT_TAG "20210324.2"
-    PATCH_COMMAND git apply "${CMAKE_CURRENT_LIST_DIR}/../../patches/abseil-cpp-20210324.2.patch")
+    PATCH_COMMAND git apply --ignore-whitespace "${CMAKE_CURRENT_LIST_DIR}/../../patches/abseil-cpp-20210324.2.patch")
   FetchContent_MakeAvailable(absl)
   list(POP_BACK CMAKE_MESSAGE_INDENT)
   message(CHECK_PASS "fetched")
@@ -116,15 +116,15 @@ if(BUILD_Protobuf)
       GIT_REPOSITORY "https://github.com/protocolbuffers/protobuf.git"
       GIT_TAG "v3.17.3"
       GIT_SUBMODULES ""
-      PATCH_COMMAND git apply "${CMAKE_CURRENT_LIST_DIR}/../../patches/protobuf-v3.17.3.patch"
+      PATCH_COMMAND git apply --ignore-whitespace "${CMAKE_CURRENT_LIST_DIR}/../../patches/protobuf-v3.17.3.patch"
       SOURCE_SUBDIR cmake)
     FetchContent_MakeAvailable(protobuf)
   else()
     fetch_git_dependency(
       NAME Protobuf
       REPOSITORY "https://github.com/protocolbuffers/protobuf.git"
       TAG "v3.17.3"
-      PATCH_COMMAND "git apply \"${CMAKE_CURRENT_LIST_DIR}/../../patches/protobuf-v3.17.3.patch\""
+      PATCH_COMMAND "git apply --ignore-whitespace \"${CMAKE_CURRENT_LIST_DIR}/../../patches/protobuf-v3.17.3.patch\""
       SOURCE_SUBDIR cmake
       )
   endif()

makefiles/Makefile.dotnet.mk

@@ -148,6 +148,7 @@ $(GEN_DIR)/ortools/linear_solver/linear_solver_csharp_wrap.cc: \
  $(SRC_DIR)/ortools/linear_solver/csharp/linear_solver.i \
  $(SRC_DIR)/ortools/base/base.i \
  $(SRC_DIR)/ortools/util/csharp/proto.i \
+ $(SRC_DIR)/ortools/linear_solver/linear_solver_swig_helper.h \
  $(GLOP_DEPS) \
  $(LP_DEPS) \
  | $(GEN_DIR)/ortools/linear_solver

makefiles/Makefile.gen.mk

@@ -3625,6 +3625,7 @@ LP_DEPS = \
  $(SRC_DIR)/ortools/linear_solver/glop_utils.h \
  $(SRC_DIR)/ortools/linear_solver/gurobi_proto_solver.h \
  $(SRC_DIR)/ortools/linear_solver/linear_expr.h \
+ $(SRC_DIR)/ortools/linear_solver/linear_solver_swig_helper.h \
  $(SRC_DIR)/ortools/linear_solver/linear_solver_callback.h \
  $(SRC_DIR)/ortools/linear_solver/linear_solver.h \
  $(SRC_DIR)/ortools/linear_solver/model_exporter.h \
@@ -3863,6 +3864,7 @@ objs/linear_solver/linear_solver.$O: \
  ortools/gen/ortools/linear_solver/linear_solver.pb.h \
  ortools/gen/ortools/util/optional_boolean.pb.h \
  ortools/linear_solver/linear_solver_callback.h \
+ ortools/linear_solver/linear_solver_swig_helper.h \
  ortools/port/proto_utils.h ortools/base/accurate_sum.h \
  ortools/base/map_util.h ortools/base/status_macros.h \
  ortools/base/status_builder.h ortools/base/stl_util.h \

ortools/linear_solver/csharp/SolverHelper.cs

@@ -224,6 +224,11 @@ public void Maximize(Variable var)
             Objective().SetMaximization();
             Objective().SetCoefficient(var, 1.0);
         }
+
+		public void SetCallback(LinearSolutionCallback callback)
+		{
+			SetCallback((MPCallback)callback);
+		}
     }
 
 } // namespace Google.OrTools.LinearSolver

ortools/linear_solver/csharp/linear_solver.i

@@ -38,9 +38,12 @@
 %{
 #include "ortools/linear_solver/linear_solver.h"
 #include "ortools/linear_solver/linear_solver.pb.h"
+#include "ortools/linear_solver/linear_solver_callback.h"
+#include "ortools/linear_solver/linear_solver_swig_helper.h"
 #include "ortools/linear_solver/model_exporter.h"
 %}
 
+%module(directors="1") operations_research_linear
 
 // We need to forward-declare the proto here, so that the PROTO_* macros
 // involving them work correctly. The order matters very much: this declaration
@@ -49,6 +52,7 @@ namespace operations_research {
 class MPModelProto;
 class MPModelRequest;
 class MPSolutionResponse;
+class MPCallback;
 }  // namespace operations_research
 
 // Allow partial C# classes. That way, we can put our C# code extension in C#
@@ -82,6 +86,8 @@ CONVERT_VECTOR(operations_research::MPVariable, MPVariable)
 %rename (Constraint) operations_research::MPConstraint;
 %rename (Objective) operations_research::MPObjective;
 %rename (SolverParameters) operations_research::MPSolverParameters;
+%rename (SolverCallbackContext) operations_research::MPCallbackContext;
+%rename (SolverSolutionCallbackEvent) operations_research::MPCallbackEvent;
 
 // Expose the MPSolver::OptimizationProblemType enum.
 %unignore operations_research::MPSolver::OptimizationProblemType;
@@ -132,6 +138,7 @@ CONVERT_VECTOR(operations_research::MPVariable, MPVariable)
 %unignore operations_research::MPSolver::Solve;
 %unignore operations_research::MPSolver::VerifySolution;
 %unignore operations_research::MPSolver::Reset;
+%unignore operations_research::MPSolver::SupportsCallbacks;
 %rename (SetTimeLimit) operations_research::MPSolver::set_time_limit;
 
 // Expose some of the more advanced MPSolver API.
@@ -170,6 +177,8 @@ CONVERT_VECTOR(operations_research::MPVariable, MPVariable)
     const std::vector<operations_research::MPVariable*>&,
     const std::vector<double>&);
 %unignore operations_research::MPSolver::SetNumThreads;
+%unignore operations_research::MPSolver::SetCallback;
+%csmethodmodifiers operations_research::MPSolver::SetCallback "internal";
 %extend operations_research::MPSolver {
   std::string ExportModelAsLpFormat(bool obfuscated) {
     operations_research::MPModelExportOptions options;
@@ -302,7 +311,64 @@ CONVERT_VECTOR(operations_research::MPVariable, MPVariable)
 %unignore operations_research::MPSolverParameters::SCALING_OFF;  // no test
 %unignore operations_research::MPSolverParameters::SCALING_ON;  // no test
 
+// Callback API
+
+// Expose callback event type enum
+%unignore operations_research::MPCallbackEvent::kUnknown;
+%rename (Unknown) operations_research::MPCallbackEvent::kUnknown;
+%unignore operations_research::MPCallbackEvent::kPolling;
+%rename (Polling) operations_research::MPCallbackEvent::kPolling;
+%unignore operations_research::MPCallbackEvent::kPresolve;
+%rename (Presolve) operations_research::MPCallbackEvent::kPresolve;
+%unignore operations_research::MPCallbackEvent::kSimplex;
+%rename (Simplex) operations_research::MPCallbackEvent::kSimplex;
+%unignore operations_research::MPCallbackEvent::kMip;
+%rename (Mip) operations_research::MPCallbackEvent::kMip;
+%unignore operations_research::MPCallbackEvent::kMipSolution;
+%rename (MipSolution) operations_research::MPCallbackEvent::kMipSolution;
+%unignore operations_research::MPCallbackEvent::kMipNode;
+%rename (MipNode) operations_research::MPCallbackEvent::kMipNode;
+%unignore operations_research::MPCallbackEvent::kBarrier;
+%rename (Barrier) operations_research::MPCallbackEvent::kBarrier;
+%unignore operations_research::MPCallbackEvent::kMessage;
+%rename (Message) operations_research::MPCallbackEvent::kMessage;
+%unignore operations_research::MPCallbackEvent::kMultiObj;
+%rename (MultiObj) operations_research::MPCallbackEvent::kMultiObj;
+
+// MPCallbackContext
+%unignore operations_research::MPCallbackContext::MPCallbackContext;
+%unignore operations_research::MPCallbackContext::~MPCallbackContext;
+%rename (GetEventType) operations_research::MPCallbackContext::Event;
+%unignore operations_research::MPCallbackContext::CanQueryVariableValues;
+%unignore operations_research::MPCallbackContext::VariableValue;
+%unignore operations_research::MPCallbackContext::NumExploredNodes;
+
+%unignore operations_research::MPCallback;
+
+%feature("director") operations_research::LinearSolutionCallback;
+%unignore operations_research::LinearSolutionCallback;
+%unignore operations_research::LinearSolutionCallback::LinearSolutionCallback;
+%unignore operations_research::LinearSolutionCallback::~LinearSolutionCallback;
+%unignore operations_research::LinearSolutionCallback::VariableValue;
+%feature("nodirector") operations_research::LinearSolutionCallback::VariableValue;
+%unignore operations_research::LinearSolutionCallback::CanQueryVariableValues;
+%feature("nodirector") operations_research::LinearSolutionCallback::CanQueryVariableValues;
+%unignore operations_research::LinearSolutionCallback::Event;
+%feature("nodirector") operations_research::LinearSolutionCallback::Event;
+%rename (GetEventType) operations_research::LinearSolutionCallback::Event;
+%unignore operations_research::LinearSolutionCallback::NumExploredNodes;
+%feature("nodirector") operations_research::LinearSolutionCallback::NumExploredNodes;
+%unignore operations_research::LinearSolutionCallback::GetRelativeMipGap;
+%feature("nodirector") operations_research::LinearSolutionCallback::GetRelativeMipGap;
+%unignore operations_research::LinearSolutionCallback::HasValidMipSolution;
+%feature("nodirector") operations_research::LinearSolutionCallback::HasValidMipSolution;
+%unignore operations_research::LinearSolutionCallback::IsNewSolution;
+%feature("nodirector") operations_research::LinearSolutionCallback::IsNewSolution;
+%unignore operations_research::LinearSolutionCallback::OnSolutionCallback;
+
 %include "ortools/linear_solver/linear_solver.h"
+%include "ortools/linear_solver/linear_solver_callback.h"
+%include "ortools/linear_solver/linear_solver_swig_helper.h"
 %include "ortools/linear_solver/model_exporter.h"
 
 %unignoreall

ortools/linear_solver/linear_solver_callback.h

@@ -133,6 +133,12 @@ class MPCallbackContext {
   //
   // Call only when the event is kMipSolution or kMipNode.
   virtual int64_t NumExploredNodes() = 0;
+
+  virtual double GetRelativeMipGap() { return 0; }
+
+  virtual bool HasValidMipSolution() { return false; }
+
+  virtual bool IsNewSolution() { return false; }
 };
 
 // Extend this class with model specific logic, and register through

ortools/linear_solver/linear_solver_swig_helper.h

@@ -0,0 +1,58 @@
+// Copyright 2010-2021 Google LLC
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+//
+//     http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+
+// See go/mpsolver-callbacks for documentation on how to use this file.
+
+#ifndef OR_TOOLS_LINEAR_SOLVER_SWIG_HELPER_H_
+#define OR_TOOLS_LINEAR_SOLVER_SWIG_HELPER_H_
+
+#include "ortools/linear_solver/linear_solver.h"
+#include "ortools/linear_solver/linear_solver_callback.h"
+
+namespace operations_research {
+class LinearSolutionCallback : public MPCallback {
+ public:
+  LinearSolutionCallback() : MPCallback(false, false) {
+      context_ = NULL;
+  }
+
+  virtual ~LinearSolutionCallback() {}
+
+  virtual void OnSolutionCallback() {}
+
+  double VariableValue(const MPVariable* variable) { return context_->VariableValue(variable); }
+
+  bool CanQueryVariableValues(){ return context_->CanQueryVariableValues(); }
+
+  MPCallbackEvent Event() { return context_->Event(); }
+
+  int64_t NumExploredNodes() { return context_->NumExploredNodes(); }
+
+  double GetRelativeMipGap() { return context_->GetRelativeMipGap(); }
+
+  bool HasValidMipSolution() { return context_->HasValidMipSolution(); }
+
+  bool IsNewSolution() { return context_->IsNewSolution(); }
+
+  void RunCallback(MPCallbackContext* callback_context) override{
+      context_ = callback_context;
+
+      OnSolutionCallback();
+  }
+
+ private:
+  MPCallbackContext* context_;
+};
+}  // namespace operations_research
+
+#endif  // OR_TOOLS_LINEAR_SOLVER_LINEAR_SOLVER_CALLBACK_H_

ortools/linear_solver/scip_callback.h

@@ -101,6 +101,8 @@ class ScipConstraintHandlerContext {
   // TODO(user): maybe this can be abstracted away.
   bool is_pseudo_solution() const { return is_pseudo_solution_; }
 
+  bool IsNewSolution() const { return solution_ != SCIPgetBestSol(scip_); }
+
  private:
   SCIP* scip_;
   SCIP_SOL* solution_;

ortools/linear_solver/scip_interface.cc

@@ -1088,6 +1088,22 @@ class ScipMPCallbackContext : public MPCallbackContext {
     LOG(FATAL) << "SuggestSolution() not currently supported for SCIP.";
   }
 
+  double GetRelativeMipGap() override {
+      SCIP* scip = scip_context_->scip();
+      SCIP_SET* set = scip->set;
+
+      return SCIPcomputeGap(set->num_epsilon, set->num_infinity, SCIPgetPrimalbound(scip), SCIPgetDualbound(scip));
+  }
+
+  bool HasValidMipSolution() override {
+      SCIP* scip = scip_context_->scip();
+      return SCIPgetBestSol(scip) != 0;
+  }
+
+  bool IsNewSolution() {
+      return HasValidMipSolution() && scip_context_->IsNewSolution();
+  }
+
   int64_t NumExploredNodes() override {
     // scip_context_->NumNodesProcessed() returns:
     //   0 before the root node is solved, e.g. if a heuristic finds a solution.