opt-rb 0.1.0 → 0.1.2

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data/CHANGELOG.md

@@ -1,3 +1,12 @@
+## 0.1.2 (2023-05-01)
+
+- Added `value` method for expressions
+- Fixed error selecting solver
+
+## 0.1.1 (2023-04-16)
+
+- Added support for semi-continuous and semi-integer variables
+
 ## 0.1.0 (2023-01-25)
 
 - First release

data/README.md

@@ -2,7 +2,7 @@
 
 :fire: Convex optimization for Ruby
 
-Supports [Cbc](https://github.com/ankane/cbc-ruby), [Clp](https://github.com/ankane/clp-ruby), [GLOP](https://github.com/ankane/or-tools-ruby), [GLPK](https://github.com/ankane/glpk-ruby), [HiGHS](https://github.com/ankane/highs-ruby), [OSQP](https://github.com/ankane/osqp-ruby), and [SCS](https://github.com/ankane/scs-ruby)
+Supports Cbc, Clp, GLOP, GLPK, HiGHS, OSQP, and SCS
 
 [![Build Status](https://github.com/ankane/opt/workflows/build/badge.svg?branch=master)](https://github.com/ankane/opt/actions)
 
@@ -14,15 +14,19 @@ Add this line to your application’s Gemfile:
 gem "opt-rb"
 ```
 
-And install a solver:
+And install one or more solvers based on your problem types:
 
-- [Cbc](https://github.com/ankane/cbc-ruby#installation)
-- [Clp](https://github.com/ankane/clp-ruby#installation)
-- [GLOP](https://github.com/ankane/or-tools-ruby#installation)
-- [GLPK](https://github.com/ankane/glpk-ruby#installation)
-- [HiGHS](https://github.com/ankane/highs-ruby#installation)
-- [OSQP](https://github.com/ankane/osqp-ruby#installation)
-- [SCS](https://github.com/ankane/scs-ruby#installation)
+Solver | LP | QP | MIP | License
+--- | --- | --- | --- | ---
+[Cbc](https://github.com/ankane/cbc-ruby) | ✓ | | ✓ | EPL-2.0
+[Clp](https://github.com/ankane/clp-ruby) | ✓ | | | EPL-2.0
+[GLOP](https://github.com/ankane/or-tools-ruby) | ✓ | | | Apache-2.0
+[GLPK](https://github.com/ankane/glpk-ruby) | ✓ | | ✓ | GPL-3.0-or-later
+[HiGHS](https://github.com/ankane/highs-ruby) | ✓ | ✓ | ✓ | MIT
+[OSQP](https://github.com/ankane/osqp-ruby) | ✓ | ✓ | | Apache-2.0
+[SCS](https://github.com/ankane/scs-ruby) | ✓ | * | | MIT
+
+\* supports, but not implemented yet
 
 ## Getting Started
 
@@ -46,29 +50,34 @@ Get the value of a variable
 x1.value
 ```
 
+QP
+
+```ruby
+prob.minimize(x1 * x1)
+```
+
 MIP
 
 ```ruby
 x1 = Opt::Integer.new(0.., "x1")
-x1 = Opt::Binary.new("x1")
+x2 = Opt::Binary.new("x2")
 ```
 
-## Problem Types
-
-Solver | LP | QP | MIP | License
---- | --- | --- | --- | ---
-Cbc | ✓ | | ✓ | EPL-2.0
-Clp | ✓ | | | EPL-2.0
-GLOP | ✓ | | | Apache-2.0
-GLPK | ✓ | | ✓ | GPL-3.0-or-later
-HiGHS | ✓ | ✓ | ✓ | MIT
-OSQP | ✓ | ✓ | | Apache-2.0
-SCS | ✓ | * | | MIT
+MIP with semi-continuous variables - *HiGHS only at the moment* [unreleased]
 
-\* supports, but not implemented yet
+```ruby
+x1 = Opt::SemiContinuous.new(2.., "x1")
+x2 = Opt::SemiInteger.new(2.., "x2")
+```
 
 ## Reference
 
+Specify the solver
+
+```ruby
+prob.solve(solver: :cbc)
+```
+
 Enable verbose logging
 
 ```ruby

data/lib/opt/expression.rb

@@ -57,6 +57,13 @@ module Opt
       end
     end
 
+    def value
+      values = parts.map(&:value)
+      return nil if values.any?(&:nil?)
+
+      values.sum
+    end
+
     def vars
       @vars ||= @parts.flat_map(&:vars)
     end

data/lib/opt/problem.rb

@@ -27,7 +27,10 @@ module Opt
 
       vars = self.vars
       raise Error, "No variables" if vars.empty?
-      type = vars.any? { |v| v.is_a?(Integer) } ? :mip : :lp
+      has_semi_continuous_var = vars.any? { |v| v.is_a?(SemiContinuous) }
+      has_semi_integer_var = vars.any? { |v| v.is_a?(SemiInteger) }
+      has_integer_var = vars.any? { |v| v.is_a?(Integer) }
+      type = has_semi_continuous_var || has_semi_integer_var || has_integer_var ? :mip : :lp
       quadratic = @indexed_objective.any? { |k, _| k.is_a?(Array) }
 
       if quadratic
@@ -37,13 +40,16 @@ module Opt
 
       raise Error, "No solvers found" if Opt.available_solvers.empty?
 
-      solver ||= (Opt.default_solvers[type] || Opt.available_solvers.find { |s| s.supports_type?(type) })
+      solver ||= (Opt.default_solvers[type] || Opt.available_solvers.find { |s| Opt.solvers[s].supports_type?(type) })
       raise Error, "No solvers found for #{type}" unless solver
 
       # TODO better error message
       solver_cls = Opt.solvers.fetch(solver)
       raise Error, "Solver does not support #{type}" unless solver_cls.supports_type?(type)
 
+      raise Error, "Solver does not support semi-continuous variables" if has_semi_continuous_var && !solver_cls.supports_semi_continuous_variables?
+      raise Error, "Solver does not support semi-integer variables" if has_semi_integer_var && !solver_cls.supports_semi_integer_variables?
+
       col_lower = []
       col_upper = []
       obj = []
@@ -54,7 +60,8 @@ module Opt
         col_lower << (var.bounds.begin || -Float::INFINITY)
         upper = var.bounds.end
         if upper && var.bounds.exclude_end?
-          if var.is_a?(Integer)
+          case var
+          when Integer, SemiInteger
             upper -= 1
           else
             upper -= Float::EPSILON
@@ -117,7 +124,7 @@ module Opt
             case a
             when Binary
               b.round != 0
-            when Integer
+            when Integer, SemiInteger
               b.round
             else
               b
@@ -149,6 +156,9 @@ module Opt
           else
             "#{var.name} #{end_op} #{bounds.end}"
           end
+        if var.is_a?(SemiContinuous) || var.is_a?(SemiInteger)
+          var_str = "#{var_str} or #{var.name} = 0"
+        end
         str << "  #{var_str}\n"
       end
       str

data/lib/opt/product.rb

@@ -11,6 +11,12 @@ module Opt
       "#{inspect_part(@left)} * #{inspect_part(@right)}"
     end
 
+    def value
+      return nil if left.value.nil? || right.value.nil?
+
+      left.value * right.value
+    end
+
     def vars
       @vars ||= (@left.vars + @right.vars).uniq
     end

data/lib/opt/semi_continuous.rb

@@ -0,0 +1,4 @@
+module Opt
+  class SemiContinuous < Variable
+  end
+end

data/lib/opt/semi_integer.rb

@@ -0,0 +1,4 @@
+module Opt
+  class SemiInteger < Variable
+  end
+end

data/lib/opt/solvers/abstract_solver.rb

@@ -4,6 +4,14 @@ module Opt
       def self.supports_type?(type)
         supported_types.include?(type)
       end
+
+      def self.supports_semi_continuous_variables?
+        false
+      end
+
+      def self.supports_semi_integer_variables?
+        false
+      end
     end
   end
 end

data/lib/opt/solvers/highs_solver.rb

@@ -19,7 +19,7 @@ module Opt
               a_index: index,
               a_value: value,
               offset: offset,
-              integrality: vars.map { |v| v.is_a?(Integer) ? 1 : 0 }
+              integrality: vars.map { |var| integrality(var) }
             )
           when :qp
             q_start = []
@@ -80,6 +80,17 @@ module Opt
         }
       end
 
+      private
+
+      def integrality(var)
+        case var
+        when SemiInteger then 3
+        when SemiContinuous then 2
+        when Integer then 1
+        else 0
+        end
+      end
+
       def self.available?
         defined?(Highs)
       end
@@ -87,6 +98,14 @@ module Opt
       def self.supported_types
         [:lp, :qp, :mip]
       end
+
+      def self.supports_semi_continuous_variables?
+        true
+      end
+
+      def self.supports_semi_integer_variables?
+        true
+      end
     end
   end
 end

data/lib/opt/version.rb

@@ -1,3 +1,3 @@
 module Opt
-  VERSION = "0.1.0"
+  VERSION = "0.1.2"
 end

data/lib/opt.rb

@@ -5,6 +5,8 @@ require_relative "opt/constant"
 require_relative "opt/variable"
 require_relative "opt/integer"
 require_relative "opt/binary"
+require_relative "opt/semi_continuous"
+require_relative "opt/semi_integer"
 require_relative "opt/problem"
 require_relative "opt/product"
 require_relative "opt/version"

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: opt-rb
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.1.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-01-26 00:00:00.000000000 Z
+date: 2023-05-02 00:00:00.000000000 Z
 dependencies: []
 description:
 email: andrew@ankane.org
@@ -28,6 +28,8 @@ files:
 - lib/opt/integer.rb
 - lib/opt/problem.rb
 - lib/opt/product.rb
+- lib/opt/semi_continuous.rb
+- lib/opt/semi_integer.rb
 - lib/opt/solvers/abstract_solver.rb
 - lib/opt/solvers/cbc_solver.rb
 - lib/opt/solvers/clp_solver.rb
@@ -57,7 +59,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.4.1
+rubygems_version: 3.4.10
 signing_key:
 specification_version: 4
 summary: Convex optimization for Ruby