ommx-python-mip-adapter 0.4.1__tar.gz → 1.0.0__tar.gz

{ommx_python_mip_adapter-0.4.1 → ommx_python_mip_adapter-1.0.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ommx_python_mip_adapter
-Version: 0.4.1
+Version: 1.0.0
 Summary: An adapter for the Python-MIP from/to OMMX.
 Author-email: "Jij Inc." <info@j-ij.com>
 Project-URL: Repository, https://github.com/Jij-Inc/ommx-python-mip-adapter
@@ -10,13 +10,12 @@ Classifier: Programming Language :: Python :: 3.8
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
-Classifier: Programming Language :: Python :: 3.12
 Classifier: License :: OSI Approved :: Apache Software License
 Classifier: License :: OSI Approved :: MIT License
 Requires-Python: >=3.8
 Description-Content-Type: text/markdown
-Requires-Dist: ommx<0.5.0,>=0.4.1
-Requires-Dist: mip
+Requires-Dist: ommx<2.0.0,>=1.0.0
+Requires-Dist: mip<2.0.0,>=1.15.0
 Provides-Extra: dev
 Requires-Dist: markdown-code-runner; extra == "dev"
 Requires-Dist: mypy; extra == "dev"

{ommx_python_mip_adapter-0.4.1 → ommx_python_mip_adapter-1.0.0}/ommx_python_mip_adapter/__init__.py

@@ -1,4 +1,4 @@
-from .ommx_to_python_mip import PythonMIPBuilder, instance_to_model
+from .ommx_to_python_mip import PythonMIPBuilder, instance_to_model, solve
 from .python_mip_to_ommx import (
     OMMXInstanceBuilder,
     model_to_instance,
@@ -11,4 +11,5 @@ __all__ = [
     "model_to_solution",
     "PythonMIPBuilder",
     "OMMXInstanceBuilder",
+    "solve",
 ]

ommx_python_mip_adapter-1.0.0/ommx_python_mip_adapter/ommx_to_python_mip.py

@@ -0,0 +1,328 @@
+from __future__ import annotations
+
+from typing import Optional, final
+from dataclasses import dataclass
+
+import mip
+
+from ommx.v1.function_pb2 import Function
+from ommx.v1.solution_pb2 import Optimality, Result, Infeasible, Unbounded, Relaxation
+from ommx.v1 import Instance, DecisionVariable, Constraint
+
+from .exception import OMMXPythonMIPAdapterError
+from .python_mip_to_ommx import model_to_solution
+
+
+@dataclass
+class PythonMIPBuilder:
+    """
+    Build Python-MIP Model from ommx.v1.Instance.
+    """
+
+    instance: Instance
+    model: mip.Model
+
+    def __init__(
+        self,
+        instance: Instance,
+        *,
+        solver_name: str = mip.CBC,
+        solver: Optional[mip.Solver] = None,
+        verbose: bool = False,
+    ):
+        if instance.raw.sense == Instance.MAXIMIZE:
+            sense = mip.MAXIMIZE
+        elif instance.raw.sense == Instance.MINIMIZE:
+            sense = mip.MINIMIZE
+        else:
+            raise OMMXPythonMIPAdapterError(
+                f"Not supported sense: {instance.raw.sense}"
+            )
+        self.instance = instance
+        self.model = mip.Model(
+            sense=sense,
+            solver_name=solver_name,
+            solver=solver,
+        )
+        if verbose:
+            self.model.verbose = 1
+        else:
+            self.model.verbose = 0
+
+    def set_decision_variables(self):
+        for var in self.instance.raw.decision_variables:
+            if var.kind == DecisionVariable.BINARY:
+                self.model.add_var(
+                    name=str(var.id),
+                    var_type=mip.BINARY,
+                )
+            elif var.kind == DecisionVariable.INTEGER:
+                self.model.add_var(
+                    name=str(var.id),
+                    var_type=mip.INTEGER,
+                    lb=var.bound.lower,  # type: ignore
+                    ub=var.bound.upper,  # type: ignore
+                )
+            elif var.kind == DecisionVariable.CONTINUOUS:
+                self.model.add_var(
+                    name=str(var.id),
+                    var_type=mip.CONTINUOUS,
+                    lb=var.bound.lower,  # type: ignore
+                    ub=var.bound.upper,  # type: ignore
+                )
+            else:
+                raise OMMXPythonMIPAdapterError(
+                    f"Not supported decision variable kind: "
+                    f"id: {var.id}, kind: {var.kind}"
+                )
+
+    def as_lin_expr(
+        self,
+        f: Function,
+    ) -> mip.LinExpr:
+        """
+        Translate ommx.v1.Function to `mip.LinExpr` or `float`.
+        """
+        if f.HasField("constant"):
+            return mip.LinExpr(const=f.constant)  # type: ignore
+        elif f.HasField("linear"):
+            ommx_linear = f.linear
+            return (
+                mip.xsum(
+                    term.coefficient * self.model.vars[str(term.id)]  # type: ignore
+                    for term in ommx_linear.terms
+                )
+                + ommx_linear.constant
+            )  # type: ignore
+        raise OMMXPythonMIPAdapterError(
+            "The function must be either `constant` or `linear`."
+        )
+
+    def set_objective(self):
+        self.model.objective = self.as_lin_expr(self.instance.raw.objective)  # type: ignore
+
+    def set_constraints(self):
+        for constraint in self.instance.raw.constraints:
+            lin_expr = self.as_lin_expr(constraint.function)
+            if constraint.equality == Constraint.EQUAL_TO_ZERO:
+                constr_expr = lin_expr == 0
+            elif constraint.equality == Constraint.LESS_THAN_OR_EQUAL_TO_ZERO:
+                constr_expr = lin_expr <= 0  # type: ignore
+            else:
+                raise OMMXPythonMIPAdapterError(
+                    f"Not supported constraint equality: "
+                    f"id: {constraint.id}, equality: {constraint.equality}"
+                )
+            self.model.add_constr(constr_expr, name=str(constraint.id))
+
+    @final
+    def build(self) -> mip.Model:
+        self.set_decision_variables()
+        self.set_objective()
+        self.set_constraints()
+        return self.model
+
+
+def instance_to_model(
+    instance: Instance,
+    *,
+    solver_name: str = mip.CBC,
+    solver: Optional[mip.Solver] = None,
+    verbose: bool = False,
+) -> mip.Model:
+    """
+    The function to convert ommx.v1.Instance to Python-MIP Model.
+
+    Examples
+    =========
+
+    .. doctest::
+
+        The following example of solving an unconstrained linear optimization problem with x1 as the objective function.
+
+        >>> import ommx_python_mip_adapter as adapter
+        >>> from ommx.v1 import Instance, DecisionVariable
+
+        >>> x1 = DecisionVariable.integer(1, lower=0, upper=5)
+        >>> ommx_instance = Instance.from_components(
+        ...     decision_variables=[x1],
+        ...     objective=x1,
+        ...     constraints=[],
+        ...     sense=Instance.MINIMIZE,
+        ... )
+        >>> model = adapter.instance_to_model(ommx_instance)
+        >>> model.optimize()
+        <OptimizationStatus.OPTIMAL: 0>
+
+        >>> ommx_solutions = adapter.model_to_solution(model, ommx_instance)
+        >>> ommx_solutions.entries
+        {1: 0.0}
+    """
+    builder = PythonMIPBuilder(
+        instance,
+        solver_name=solver_name,
+        solver=solver,
+        verbose=verbose,
+    )
+    return builder.build()
+
+
+def solve(
+    instance: Instance,
+    *,
+    relax: bool = False,
+    solver_name: str = mip.CBC,
+    solver: Optional[mip.Solver] = None,
+    verbose: bool = False,
+) -> Result:
+    """
+    Solve the given ommx.v1.Instance by Python-MIP, and return ommx.v1.Solution.
+
+    :param instance: The ommx.v1.Instance to solve.
+    :param relax: If True, relax all integer variables to continuous one by calling `Model.relax() <https://docs.python-mip.com/en/latest/classes.html#mip.Model.relax>`_ of Python-MIP.
+
+    Examples
+    =========
+
+    KnapSack Problem
+
+    .. doctest::
+
+        >>> from ommx.v1 import Instance, DecisionVariable
+        >>> from ommx.v1.solution_pb2 import Optimality
+        >>> from ommx_python_mip_adapter import solve
+
+        >>> p = [10, 13, 18, 31, 7, 15]
+        >>> w = [11, 15, 20, 35, 10, 33]
+        >>> x = [DecisionVariable.binary(i) for i in range(6)]
+        >>> instance = Instance.from_components(
+        ...     decision_variables=x,
+        ...     objective=sum(p[i] * x[i] for i in range(6)),
+        ...     constraints=[sum(w[i] * x[i] for i in range(6)) <= 47],
+        ...     sense=Instance.MAXIMIZE,
+        ... )
+
+        Solve it
+
+        >>> result = solve(instance)
+        >>> solution = result.solution
+
+        Check output
+
+        >>> sorted([(id, value) for id, value in solution.state.entries.items()])
+        [(0, 1.0), (1, 0.0), (2, 0.0), (3, 1.0), (4, 0.0), (5, 0.0)]
+        >>> solution.feasible
+        True
+        >>> assert solution.optimality == Optimality.OPTIMALITY_OPTIMAL
+
+        p[0] + p[3] = 41
+        w[0] + w[3] = 46 <= 47
+
+        >>> solution.objective
+        41.0
+        >>> solution.evaluated_constraints[0].evaluated_value
+        -1.0
+
+    Infeasible Problem
+
+    .. doctest::
+
+            >>> from ommx.v1 import Instance, DecisionVariable
+            >>> from ommx_python_mip_adapter import solve
+
+            >>> x = DecisionVariable.integer(0, upper=3, lower=0)
+            >>> instance = Instance.from_components(
+            ...     decision_variables=[x],
+            ...     objective=x,
+            ...     constraints=[x >= 4],
+            ...     sense=Instance.MAXIMIZE,
+            ... )
+
+            >>> result = solve(instance)
+            >>> assert result.HasField("infeasible") is True
+            >>> assert result.HasField("unbounded") is False
+            >>> assert result.HasField("solution") is False
+
+    Unbounded Problem
+
+    .. doctest::
+
+            >>> from ommx.v1 import Instance, DecisionVariable
+            >>> from ommx_python_mip_adapter import solve
+
+            >>> x = DecisionVariable.integer(0, lower=0)
+            >>> instance = Instance.from_components(
+            ...     decision_variables=[x],
+            ...     objective=x,
+            ...     constraints=[],
+            ...     sense=Instance.MAXIMIZE,
+            ... )
+
+            >>> result = solve(instance)
+            >>> assert result.HasField("unbounded") is True
+            >>> assert result.HasField("infeasible") is False
+            >>> assert result.HasField("solution") is False
+
+    Dual variable
+
+    .. doctest::
+
+            >>> from ommx.v1 import Instance, DecisionVariable
+            >>> from ommx_python_mip_adapter import solve
+
+            >>> x = DecisionVariable.continuous(0, lower=0, upper=1)
+            >>> y = DecisionVariable.continuous(1, lower=0, upper=1)
+            >>> instance = Instance.from_components(
+            ...     decision_variables=[x, y],
+            ...     objective=x + y,
+            ...     constraints=[x + y <= 1],
+            ...     sense=Instance.MAXIMIZE,
+            ... )
+
+            >>> solution = solve(instance).solution
+            >>> solution.evaluated_constraints[0].dual_variable
+            1.0
+
+    """
+    model = instance_to_model(
+        instance, solver_name=solver_name, solver=solver, verbose=verbose
+    )
+    if relax:
+        model.relax()
+    model.optimize()
+
+    if model.status == mip.OptimizationStatus.INFEASIBLE:
+        return Result(infeasible=Infeasible())
+
+    if model.status == mip.OptimizationStatus.UNBOUNDED:
+        return Result(unbounded=Unbounded())
+
+    if model.status not in [
+        mip.OptimizationStatus.OPTIMAL,
+        mip.OptimizationStatus.FEASIBLE,
+    ]:
+        return Result(error=f"Unknown status: {model.status}")
+
+    state = model_to_solution(model, instance)
+    solution = instance.evaluate(state)
+
+    assert solution.raw.feasible
+
+    if model.status == mip.OptimizationStatus.OPTIMAL:
+        solution.raw.optimality = Optimality.OPTIMALITY_OPTIMAL
+
+    if relax:
+        solution.raw.relaxation = Relaxation.RELAXATION_LP_RELAXED
+
+    dual_variables = {}
+    for constraint in model.constrs:
+        pi = constraint.pi
+        if pi is not None:
+            id = int(constraint.name)
+            dual_variables[id] = pi
+    for constraint in solution.raw.evaluated_constraints:
+        id = constraint.id
+        if id in dual_variables:
+            constraint.dual_variable = dual_variables[id]
+
+    return Result(solution=solution.raw)

{ommx_python_mip_adapter-0.4.1 → ommx_python_mip_adapter-1.0.0}/ommx_python_mip_adapter/python_mip_to_ommx.py

@@ -132,7 +132,10 @@ def model_to_instance(model: mip.Model) -> Instance:
     """
     The function to convert Python-MIP Model to ommx.v1.Instance.
 
-    Examples:
+    Examples
+    =========
+
+    .. doctest::
         >>> import mip
         >>> import ommx_python_mip_adapter as adapter
 
@@ -156,7 +159,11 @@ def model_to_solution(
     """
     The function to create ommx.v1.State from optimized Python-MIP Model.
 
-    Examples:
+    Examples
+    =========
+
+    .. doctest::
+
         The following example of solving an unconstrained linear optimization problem with x1 as the objective function.
 
         >>> import ommx_python_mip_adapter as adapter

{ommx_python_mip_adapter-0.4.1 → ommx_python_mip_adapter-1.0.0}/ommx_python_mip_adapter.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: ommx_python_mip_adapter
-Version: 0.4.1
+Version: 1.0.0
 Summary: An adapter for the Python-MIP from/to OMMX.
 Author-email: "Jij Inc." <info@j-ij.com>
 Project-URL: Repository, https://github.com/Jij-Inc/ommx-python-mip-adapter
@@ -10,13 +10,12 @@ Classifier: Programming Language :: Python :: 3.8
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
-Classifier: Programming Language :: Python :: 3.12
 Classifier: License :: OSI Approved :: Apache Software License
 Classifier: License :: OSI Approved :: MIT License
 Requires-Python: >=3.8
 Description-Content-Type: text/markdown
-Requires-Dist: ommx<0.5.0,>=0.4.1
-Requires-Dist: mip
+Requires-Dist: ommx<2.0.0,>=1.0.0
+Requires-Dist: mip<2.0.0,>=1.15.0
 Provides-Extra: dev
 Requires-Dist: markdown-code-runner; extra == "dev"
 Requires-Dist: mypy; extra == "dev"

{ommx_python_mip_adapter-0.4.1 → ommx_python_mip_adapter-1.0.0}/ommx_python_mip_adapter.egg-info/SOURCES.txt

@@ -9,6 +9,7 @@ ommx_python_mip_adapter.egg-info/SOURCES.txt
 ommx_python_mip_adapter.egg-info/dependency_links.txt
 ommx_python_mip_adapter.egg-info/requires.txt
 ommx_python_mip_adapter.egg-info/top_level.txt
+tests/test_constant_constraint.py
 tests/test_instance_to_model.py
 tests/test_integration.py
 tests/test_model_to_instance.py

{ommx_python_mip_adapter-0.4.1 → ommx_python_mip_adapter-1.0.0}/ommx_python_mip_adapter.egg-info/requires.txt

@@ -1,5 +1,5 @@
-ommx<0.5.0,>=0.4.1
-mip
+ommx<2.0.0,>=1.0.0
+mip<2.0.0,>=1.15.0
 
 [dev]
 markdown-code-runner

{ommx_python_mip_adapter-0.4.1 → ommx_python_mip_adapter-1.0.0}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "ommx_python_mip_adapter"
-version = "0.4.1"
+version = "1.0.0"
 
 description = "An adapter for the Python-MIP from/to OMMX."
 authors = [
@@ -19,13 +19,15 @@ classifiers = [
     "Programming Language :: Python :: 3.9",
     "Programming Language :: Python :: 3.10",
     "Programming Language :: Python :: 3.11",
-    "Programming Language :: Python :: 3.12",
     "License :: OSI Approved :: Apache Software License",
     "License :: OSI Approved :: MIT License",
 ]
 dependencies = [
-    "ommx >= 0.4.1, < 0.5.0",
-    "mip",
+    "ommx >= 1.0.0, < 2.0.0",
+
+    # FIXME: This project requires latest version of Python-MIP (will be 1.16.0?), which does not release yet.
+    #        https://github.com/coin-or/python-mip/issues/384
+    "mip >= 1.15.0, < 2.0.0",
 ]
 
 [project.urls]

ommx_python_mip_adapter-1.0.0/tests/test_constant_constraint.py

@@ -0,0 +1,47 @@
+import ommx_python_mip_adapter as adapter
+from ommx.v1 import Instance, DecisionVariable, Linear
+import pytest
+
+
+@pytest.mark.skip(
+    reason="This test causes a segfault due to a bug in the Python-MIP fixed in https://github.com/coin-or/python-mip/pull/237, which is not yet released."
+)
+def test_constant_constraint_feasible():
+    x = DecisionVariable.continuous(0)
+    instance = Instance.from_components(
+        decision_variables=[x],
+        objective=x,
+        constraints=[
+            # 1 >= 0 is always true
+            Linear(terms={}, constant=1) >= 0,
+            x <= 1,
+        ],
+        sense=Instance.MAXIMIZE,
+    )
+    result = adapter.solve(instance)
+    assert result.HasField("solution")
+
+    solution = result.solution
+    assert solution.state.entries == {0: 1.0}
+    assert solution.objective == 1.0
+
+    assert len(solution.evaluated_constraints) == 2
+
+
+@pytest.mark.skip(
+    reason="This test causes a segfault due to a bug in the Python-MIP fixed in https://github.com/coin-or/python-mip/pull/237, which is not yet released."
+)
+def test_constant_constraint_infeasible():
+    x = DecisionVariable.continuous(0)
+    instance = Instance.from_components(
+        decision_variables=[x],
+        objective=x,
+        constraints=[
+            # -1 >= 0 is always false
+            Linear(terms={}, constant=-1) >= 0,
+            x <= 1,
+        ],
+        sense=Instance.MAXIMIZE,
+    )
+    result = adapter.solve(instance)
+    assert result.HasField("infeasible")

ommx_python_mip_adapter-0.4.1/ommx_python_mip_adapter/ommx_to_python_mip.py

@@ -1,155 +0,0 @@
-from __future__ import annotations
-
-from typing import Optional, final
-from dataclasses import dataclass
-
-import mip
-
-from ommx.v1.function_pb2 import Function
-from ommx.v1 import Instance, DecisionVariable, Constraint
-
-from .exception import OMMXPythonMIPAdapterError
-
-
-@dataclass
-class PythonMIPBuilder:
-    """
-    Build Python-MIP Model from ommx.v1.Instance.
-    """
-
-    instance: Instance
-    model: mip.Model
-
-    def __init__(
-        self,
-        instance: Instance,
-        *,
-        solver_name: str = mip.CBC,
-        solver: Optional[mip.Solver] = None,
-    ):
-        if instance.raw.sense == Instance.MAXIMIZE:
-            sense = mip.MAXIMIZE
-        elif instance.raw.sense == Instance.MINIMIZE:
-            sense = mip.MINIMIZE
-        else:
-            raise OMMXPythonMIPAdapterError(
-                f"Not supported sense: {instance.raw.sense}"
-            )
-        self.instance = instance
-        self.model = mip.Model(
-            sense=sense,
-            solver_name=solver_name,
-            solver=solver,
-        )
-
-    def set_decision_variables(self):
-        for var in self.instance.raw.decision_variables:
-            if var.kind == DecisionVariable.BINARY:
-                self.model.add_var(
-                    name=str(var.id),
-                    var_type=mip.BINARY,
-                )
-            elif var.kind == DecisionVariable.INTEGER:
-                self.model.add_var(
-                    name=str(var.id),
-                    var_type=mip.INTEGER,
-                    lb=var.bound.lower,  # type: ignore
-                    ub=var.bound.upper,  # type: ignore
-                )
-            elif var.kind == DecisionVariable.CONTINUOUS:
-                self.model.add_var(
-                    name=str(var.id),
-                    var_type=mip.CONTINUOUS,
-                    lb=var.bound.lower,  # type: ignore
-                    ub=var.bound.upper,  # type: ignore
-                )
-            else:
-                raise OMMXPythonMIPAdapterError(
-                    f"Not supported decision variable kind: "
-                    f"id: {var.id}, kind: {var.kind}"
-                )
-
-    def as_lin_expr(
-        self,
-        f: Function,
-    ) -> mip.LinExpr:
-        """
-        Translate ommx.v1.Function to `mip.LinExpr` or `float`.
-        """
-        if f.HasField("constant"):
-            return mip.LinExpr(const=f.constant)  # type: ignore
-        elif f.HasField("linear"):
-            ommx_linear = f.linear
-            return (
-                mip.xsum(
-                    term.coefficient * self.model.vars[str(term.id)]  # type: ignore
-                    for term in ommx_linear.terms
-                )
-                + ommx_linear.constant
-            )  # type: ignore
-        raise OMMXPythonMIPAdapterError(
-            "The function must be either `constant` or `linear`."
-        )
-
-    def set_objective(self):
-        self.model.objective = self.as_lin_expr(self.instance.raw.objective)  # type: ignore
-
-    def set_constraints(self):
-        for constraint in self.instance.raw.constraints:
-            lin_expr = self.as_lin_expr(constraint.function)
-            if constraint.equality == Constraint.EQUAL_TO_ZERO:
-                constr_expr = lin_expr == 0
-            elif constraint.equality == Constraint.LESS_THAN_OR_EQUAL_TO_ZERO:
-                constr_expr = lin_expr <= 0  # type: ignore
-            else:
-                raise OMMXPythonMIPAdapterError(
-                    f"Not supported constraint equality: "
-                    f"id: {constraint.id}, equality: {constraint.equality}"
-                )
-            self.model.add_constr(constr_expr, name=str(constraint.id))
-
-    @final
-    def build(self) -> mip.Model:
-        self.set_decision_variables()
-        self.set_objective()
-        self.set_constraints()
-        return self.model
-
-
-def instance_to_model(
-    instance: Instance,
-    *,
-    solver_name: str = mip.CBC,
-    solver: Optional[mip.Solver] = None,
-) -> mip.Model:
-    """
-    The function to convert ommx.v1.Instance to Python-MIP Model.
-
-    Examples:
-
-        The following example of solving an unconstrained linear optimization problem with x1 as the objective function.
-
-        >>> import ommx_python_mip_adapter as adapter
-        >>> from ommx.v1 import Instance, DecisionVariable
-
-        >>> x1 = DecisionVariable.integer(1, lower=0, upper=5)
-        >>> ommx_instance = Instance.from_components(
-        ...     decision_variables=[x1],
-        ...     objective=x1,
-        ...     constraints=[],
-        ...     sense=Instance.MINIMIZE,
-        ... )
-        >>> model = adapter.instance_to_model(ommx_instance)
-        >>> model.optimize()
-        <OptimizationStatus.OPTIMAL: 0>
-
-        >>> ommx_solutions = adapter.model_to_solution(model, ommx_instance)
-        >>> ommx_solutions.entries
-        {1: 0.0}
-    """
-    builder = PythonMIPBuilder(
-        instance,
-        solver_name=solver_name,
-        solver=solver,
-    )
-    return builder.build()