gurobipy 12.0.3__cp313-cp313-win_amd64.whl → 13.0.0b1__cp313-cp313-win_amd64.whl

gurobipy/_load_model.py

@@ -0,0 +1,169 @@
+from gurobipy._grb import GRB
+from gurobipy._lowlevel import _load_model_memoryview, _add_qp_terms_memoryview
+from gurobipy._util import _isscalar
+
+
+def _double_array_argument(arg, size):
+    """If arg is a single value, build a repeating array. Otherwise,
+    let numpy handle conversion from an arbitrary iterator."""
+    import numpy as np
+
+    if _isscalar(arg):
+        arg = float(arg)
+        repeat = np.empty(size, dtype="float64")
+        repeat.fill(arg)
+        return repeat
+
+    else:
+        return np.require(arg, dtype="float64", requirements=["C"])
+
+
+def _char_array_argument(arg, size):
+    """Convert str or bytearray to bytes. If a single value is given and
+    size is not None, build a repeating byte array. Otherwise, let numpy
+    handle conversion from an arbitrary iterator."""
+
+    import numpy as np
+
+    # Convert to bytes first if possible. Single character case still
+    # needs to be handled after conversion.
+    if isinstance(arg, str):
+        arg = arg.encode()
+
+    if isinstance(arg, (bytes, bytearray)):
+        if size is not None and len(arg) == 1:
+            return arg * size
+        else:
+            return arg
+    else:
+        return np.require(arg, dtype="S1", requirements=["C"]).tobytes()
+
+
+def loadModel(
+    *,
+    env,
+    numvars,
+    numconstrs,
+    modelsense=GRB.MINIMIZE,
+    objcon=0.0,
+    obj=None,
+    lb=None,
+    ub=None,
+    vtype=None,
+    constr_csc=None,
+    sense=None,
+    rhs=None,
+    qobj_coo=None,
+    name=None,
+):
+    """
+    ROUTINE:
+      loadModel(...)
+
+    PURPOSE:
+      Load an optimization model from input data. You’ll need numpy
+      installed to use this function.
+
+    ARGUMENTS:
+      env – Environment to use to create the model.
+      numvars – Number of variables in the model.
+      numconstrs – Number of constraints in the model.
+      modelsense – Objective function sense (defaults to GRB.MINIMIZE).
+      objcon – Objective function constrant (defaults to 0.0).
+      obj – (optional) List or 1-D array of linear objective coefficients.
+      lb – (optional) List or 1-D array of variable lower bounds.
+      ub – (optional) List or 1-D array of variable upper bounds.
+      vtype – (optional) List or 1-D array of variable types.
+      constr_csc – (optional) CSC format linear constraint data.
+      sense – (optional) List or 1-D array of constraint senses.
+      rhs – (optional) List or 1-D array of constraint RHS values.
+      qobj_coo – (optional) COO format Q objective data.
+      name – (optional) Model name.
+
+    RETURN VALUE:
+      A Model object.
+    """
+
+    import numpy as np
+
+    if name is None:
+        modelname = b""
+    elif isinstance(name, str):
+        modelname = name.encode()
+    else:
+        raise TypeError("'name' must be a string or None")
+
+    # Prepare variable attribute arrays, repeating scalars if needed
+    if obj is not None:
+        obj = _double_array_argument(obj, size=numvars)
+    if lb is not None:
+        lb = _double_array_argument(lb, size=numvars)
+    if ub is not None:
+        ub = _double_array_argument(ub, size=numvars)
+    if vtype is not None:
+        vtype = _char_array_argument(vtype, size=numvars)
+
+    if constr_csc is None:
+        # No linear constraint matrix was given; construct an empty one
+        rhs = np.array([], dtype="float64")
+        sense = b""
+        vbeg = np.zeros((numvars,), dtype="uint64")
+        vlen = np.zeros((numvars,), dtype="int32")
+        vind = np.array([], dtype="int32")
+        vval = np.array([], dtype="float64")
+
+    else:
+        # To avoid ambiguity, a string for 'sense' must have length numconstrs.
+        # no '<=' or '<' allowed to set the same sense for all constraints.
+        sense = _char_array_argument(sense, size=None)
+
+        rhs = np.require(rhs, dtype="float64", requirements=["C"])
+
+        data, indices, indptr = constr_csc
+        vind = np.require(indices, dtype="int32", requirements=["C"])
+        vval = np.require(data, dtype="float64", requirements=["C"])
+
+        indptr = np.require(indptr, dtype="uint64", requirements=["C"])
+        vlen = np.empty(numvars, dtype="int32")
+        np.subtract(indptr[1:], indptr[:-1], out=vlen)
+        vbeg = indptr[:-1]
+
+    model = _load_model_memoryview(
+        env=env,
+        numvars=numvars,
+        numconstrs=numconstrs,
+        modelname=modelname,
+        objsense=modelsense,
+        objcon=objcon,
+        obj=obj,
+        sense=sense,
+        rhs=rhs,
+        vbeg=vbeg,
+        vlen=vlen,
+        vind=vind,
+        vval=vval,
+        lb=lb,
+        ub=ub,
+        vtype=vtype,
+    )
+
+    # Any further operations must be followed by an update() call. The model
+    # must be cleaned up if an exception is raised after this point.
+
+    if qobj_coo is not None:
+        qval, (qrow, qcol) = qobj_coo
+        try:
+            numqnz = len(qrow)
+            _add_qp_terms_memoryview(
+                model=model,
+                numqnz=numqnz,
+                qrow=np.require(qrow, dtype="int32", requirements=["C"]),
+                qcol=np.require(qcol, dtype="int32", requirements=["C"]),
+                qval=np.require(qval, dtype="float64", requirements=["C"]),
+            )
+            model.update()
+        except Exception:
+            model.close()
+            raise
+
+    return model

gurobipy/_paramconst.py

@@ -16,7 +16,9 @@ class ParamConstClass(object):
     Cutoff: sets a target objective value
     IterationLimit: limits the number of simplex iterations performed
     MemLimit: returns an error if the total amount of memory used by Gurobi exceeds this limit (in GB)
+    NLBarIterLimit: limits the number of NL barrier iterations performed
     NodeLimit: limits the number of MIP nodes explored
+    PDHGIterLimit: limits the number of PDHG iterations performed
     SoftMemLimit: limits the total amount of memory that Gurobi can use (in GB)
     SolutionLimit: sets a target for the number of feasible solutions found
     TimeLimit: limits the total time expended (in seconds)
@@ -30,7 +32,13 @@ class ParamConstClass(object):
     MarkowitzTol: threshold pivoting tolerance
     MIPGap: target relative MIP optimality gap
     MIPGapAbs: target absolute MIP optimality gap
+    NLBarCFeasTol: NL barrier complementarity feasibility tolerance
+    NLBarDFeasTol: NL barrier dual feasibility tolerance
+    NLBarPFeasTol: NL barrier primal feasibility tolerance
     OptimalityTol: dual feasibility tolerance
+    PDHGRelTol: PDHG relative termination tolerance
+    PDHGAbsTol: PDHG absolute termination tolerance
+    PDHGConvTol: PDHG relative objective gap tolerance
     PSDTol: QP positive semidefinite tolerance
 
   Simplex: affect the simplex algorithms
@@ -63,10 +71,12 @@ class ParamConstClass(object):
     ConcurrentMIP: enables concurrent MIP optimization
     ConcurrentJobs: enables distributed concurrent optimization
     DegenMoves: limit degenerate simplex moves
+    FixVarsInIndicators: controls whether variables in indicators should be fixed in a fixed model
     Heuristics: controls the amount of time spent in MIP heuristics
     ImproveStartGap: gap at which to switch MIP search strategies
     ImproveStartNodes: node count at which to switch MIP search strategies
     ImproveStartTime: time at which to switch MIP search strategies
+    ImproveStartWork: work at which to switch MIP search strategies
     IntegralityFocus: controls integrality focus
     MinRelNodes: controls the minimum relaxation heuristic
     MIPFocus: affects the high-level MIP search strategy
@@ -76,6 +86,7 @@ class ParamConstClass(object):
     NodefileStart: memory nodes may use (in GB) before being written to disk
     NodeMethod: determines the algorithm used to solve MIP node relaxations
     NonConvex: controls how to deal with non-convex quadratic programs
+    NoRelHeurSolutions: limits the number of solutions found by the NoRel heuristic
     NoRelHeurTime: controls the time spent in the NoRel heuristic
     NoRelHeurWork: controls the work spent in the NoRel heuristic
     OBBT: controls the aggressiveness of optimality-based bound tightening
@@ -86,6 +97,8 @@ class ParamConstClass(object):
     SolutionNumber: controls access to alternate MIP solutions
     StartNodeLimit: limits nodes in MIP start sub-MIP
     StartNumber: selects the MIP start index
+    StartTimeLimit: limits time (in seconds) in MIP start sub-MIP
+    StartWorkLimit: limits work (in work units) in MIP start sub-MIP
     SubMIPNodes: limits the numbers of nodes explored in a RINS sub-MIP
     Symmetry: controls access to alternate MIP solutions
     VarBranch: controls the branch variable selection strategy
@@ -148,6 +161,7 @@ class ParamConstClass(object):
     ProjImpliedCuts: controls projected implied bound cut generation
     PSDCuts: controls PSD cut generation
     LiftProjectCuts: controls lift-and-project cut generation
+    MasterKnapsackCuts: controls master knapsack cut generation
     MixingCuts: controls mixing cut generation
     RelaxLiftCuts: controls relax-and-lift cut generation
     RLTCuts: controls RLT cut generation
@@ -155,6 +169,9 @@ class ParamConstClass(object):
     SubMIPCuts: controls sub-MIP cut generation
     ZeroHalfCuts: controls zero-half cut generation
 
+  NL barrier: affect the NL barrier algorithm
+    OptimalityTarget: selects search for global or local optimum
+
   Distributed algorithms: used for distributed optimization
     WorkerPassword: cluster client password
     WorkerPool: server URL to access the cluster
@@ -217,6 +234,7 @@ class ParamConstClass(object):
                 length, to limit error or to limit the total number of pieces
     IgnoreNames: indicates whether to ignore names provided by users
     IISMethod: method used to find an IIS
+    InheritParams: control how a supporting environment is applied
     JSONSolDetail: controls amount of information in a JSON solution string
     LazyConstraints: programs that use lazy constraints must set this to 1
     LogFile: sets the name of the Gurobi log file
@@ -231,6 +249,7 @@ class ParamConstClass(object):
     MultiObjPre: controls initial presolve level on multi-objective models
     ObjNumber: selects the objective index of multi-objectives
     OutputFlag: turn logging on or off
+    PDHGGPU: Enable GPU for PDHG
     Record: enables replay
     ResultFile: result file to write when optimization completes
     ScenarioNumber: selects the scenario index of multi-scenario models
@@ -257,6 +276,7 @@ class ParamConstClass(object):
   Cutoff         = "Cutoff"
   IterationLimit = "IterationLimit"
   MemLimit       = "MemLimit"
+  NLBarIterLimit = "NLBarIterLimit"
   NodeLimit      = "NodeLimit"
   SoftMemLimit   = "SoftMemLimit"
   SolutionLimit  = "SolutionLimit"
@@ -272,6 +292,9 @@ class ParamConstClass(object):
   MarkowitzTol   = "MarkowitzTol"
   MIPGap         = "MIPGap"
   MIPGapAbs      = "MIPGapAbs"
+  NLBarCFeasTol  = "NLBarCFeasTol"
+  NLBarDFeasTol  = "NLBarDFeasTol"
+  NLBarPFeasTol  = "NLBarPFeasTol"
   OptimalityTol  = "OptimalityTol"
   PSDTol         = "PSDTol"
 
@@ -295,36 +318,45 @@ class ParamConstClass(object):
   CrossoverBasis = "CrossoverBasis"
   QCPDual        = "QCPDual"
 
-  BranchDir          = "BranchDir"
-  DegenMoves         = "DegenMoves"
-  ConcurrentJobs     = "ConcurrentJobs"
-  ConcurrentMIP      = "ConcurrentMIP"
-  Disconnected       = "Disconnected"
-  DistributedMIPJobs = "DistributedMIPJobs"
-  Heuristics         = "Heuristics"
-  ImproveStartGap    = "ImproveStartGap"
-  ImproveStartNodes  = "ImproveStartNodes"
-  ImproveStartTime   = "ImproveStartTime"
-  MinRelNodes        = "MinRelNodes"
-  MIPFocus           = "MIPFocus"
-  MIQCPMethod        = "MIQCPMethod"
-  NLPHeur            = "NLPHeur"
-  NodefileDir        = "NodefileDir"
-  NodefileStart      = "NodefileStart"
-  NodeMethod         = "NodeMethod"
-  NonConvex          = "NonConvex"
-  NoRelHeurTime      = "NoRelHeurTime"
-  NoRelHeurWork      = "NoRelHeurWork"
-  OBBT               = "OBBT"
-  PartitionPlace     = "PartitionPlace"
-  PumpPasses         = "PumpPasses"
-  RINS               = "RINS"
-  SolFiles           = "SolFiles"
-  SolutionNumber     = "SolutionNumber"
-  SubMIPNodes        = "SubMIPNodes"
-  Symmetry           = "Symmetry"
-  VarBranch          = "VarBranch"
-  ZeroObjNodes       = "ZeroObjNodes"
+  PDHGIterLimit = "PDHGIterLimit"
+  PDHGRelTol    = "PDHGRelTol"
+  PDHGAbsTol    = "PDHGAbsTol"
+  PDHGConvTol   = "PDHGConvTol"
+  PDHGGPU       = "PDHGGPU"
+
+  BranchDir           = "BranchDir"
+  DegenMoves          = "DegenMoves"
+  ConcurrentJobs      = "ConcurrentJobs"
+  ConcurrentMIP       = "ConcurrentMIP"
+  Disconnected        = "Disconnected"
+  DistributedMIPJobs  = "DistributedMIPJobs"
+  FixVarsInIndicators = "FixVarsInIndicators"
+  Heuristics          = "Heuristics"
+  ImproveStartGap     = "ImproveStartGap"
+  ImproveStartNodes   = "ImproveStartNodes"
+  ImproveStartTime    = "ImproveStartTime"
+  ImproveStartWork    = "ImproveStartWork"
+  MinRelNodes         = "MinRelNodes"
+  MIPFocus            = "MIPFocus"
+  MIQCPMethod         = "MIQCPMethod"
+  NLPHeur             = "NLPHeur"
+  NodefileDir         = "NodefileDir"
+  NodefileStart       = "NodefileStart"
+  NodeMethod          = "NodeMethod"
+  NonConvex           = "NonConvex"
+  NoRelHeurSolutions  = "NoRelHeurSolutions"
+  NoRelHeurTime       = "NoRelHeurTime"
+  NoRelHeurWork       = "NoRelHeurWork"
+  OBBT                = "OBBT"
+  PartitionPlace      = "PartitionPlace"
+  PumpPasses          = "PumpPasses"
+  RINS                = "RINS"
+  SolFiles            = "SolFiles"
+  SolutionNumber      = "SolutionNumber"
+  SubMIPNodes         = "SubMIPNodes"
+  Symmetry            = "Symmetry"
+  VarBranch           = "VarBranch"
+  ZeroObjNodes        = "ZeroObjNodes"
 
   TuneCriterion     = "TuneCriterion"
   TuneJobs          = "TuneJobs"
@@ -360,6 +392,7 @@ class ParamConstClass(object):
   ProjImpliedCuts = "ProjImpliedCuts"
   PSDCuts         = "PSDCuts"
   LiftProjectCuts = "LiftProjectCuts"
+  MasterKnapsackCuts = "MasterKnapsackCuts"
   MixingCuts      = "MixingCuts"
   RelaxLiftCuts   = "RelaxLiftCuts"
   RLTCuts         = "RLTCuts"
@@ -370,6 +403,8 @@ class ParamConstClass(object):
   CutPasses       = "CutPasses"
   GomoryPasses    = "GomoryPasses"
 
+  OptimalityTarget = "OptimalityTarget"
+
   WorkerPassword   = "WorkerPassword"
   WorkerPool       = "WorkerPool"
   ComputeServer    = "ComputeServer"
@@ -418,6 +453,7 @@ class ParamConstClass(object):
   FuncPieces      = "FuncPieces"
   IISMethod       = "IISMethod"
   IntegralityFocus = "IntegralityFocus"
+  InheritParams   = "InheritParams"
   JSONSolDetail   = "JSONSolDetail"
   LazyConstraints = "LazyConstraints"
   LogFile         = "LogFile"
@@ -448,6 +484,8 @@ class ParamConstClass(object):
   Seed            = "Seed"
   StartNodeLimit  = "StartNodeLimit"
   StartNumber     = "StartNumber"
+  StartTimeLimit  = "StartTimeLimit"
+  StartWorkLimit  = "StartWorkLimit"
   ThreadLimit     = "ThreadLimit"
   Threads         = "Threads"
   UpdateMode      = "UpdateMode"