From 974662411a075a97e0424d98dd23a8eab9404470 Mon Sep 17 00:00:00 2001 From: Henrique Becker Date: Wed, 3 Mar 2021 19:29:59 -0300 Subject: [PATCH] Support MOI.MEMORY_LIMIT and other returns codes from GRBoptimize (#398) --- src/MOI_wrapper.jl | 41 +++++++++++++++++++++++++++++++++++++++-- 1 file changed, 39 insertions(+), 2 deletions(-) diff --git a/src/MOI_wrapper.jl b/src/MOI_wrapper.jl index bebbe8f8..a85400e3 100644 --- a/src/MOI_wrapper.jl +++ b/src/MOI_wrapper.jl @@ -187,6 +187,20 @@ mutable struct Optimizer <: MOI.AbstractOptimizer name_to_constraint_index::Union{Nothing, Dict{String, Union{Nothing, MOI.ConstraintIndex}}} + + # Gurobi does not have a configurable memory limit (different of time), + # but it does detect when it needs more memory than it is available, + # and it stops the optimization returning a specific error code. + # This is a different mechanism than Gurobi "Status" (that is used for + # reporting why an optimization finished) and, in fact, may be triggered in + # other cases than optimization (for example, when assembling the model). + # For convenience, and homogeinity with other solvers, we save the code + # returned by `GRBoptimize` in `ret_GRBoptimize`, and do not throw + # an exception case it should be interpreted as a termination status. + # Then, when/if the termination status is queried, we may override the + # result taking into account the `ret_GRBoptimize` field. + ret_GRBoptimize::Cint + # These two flags allow us to distinguish between FEASIBLE_POINT and # INFEASIBILITY_CERTIFICATE when querying VariablePrimal and ConstraintDual. has_unbounded_ray::Bool @@ -248,6 +262,7 @@ mutable struct Optimizer <: MOI.AbstractOptimizer model.quadratic_constraint_info = Dict{Int, _ConstraintInfo}() model.sos_constraint_info = Dict{Int, _ConstraintInfo}() model.indicator_constraint_info = Dict{Int, _ConstraintInfo}() + model.callback_variable_primal = Float64[] MOI.empty!(model) finalizer(model) do m @@ -279,6 +294,23 @@ function _check_ret(model::Optimizer, ret::Cint) return end +# If you add a new error code that, when returned by GRBoptimize, +# should be treated as a TerminationStatus by MOI, to the global `Dict` +# below, then the rest of the code should pick up on this seamlessly. +const _ERROR_TO_STATUS = Dict{Cint, Tuple{MOI.TerminationStatusCode, String}}([ + # Code => (TerminationStatus, RawStatusString) + GRB_ERROR_OUT_OF_MEMORY => + (MOI.MEMORY_LIMIT, "Available memory was exhausted."), +]) + +# Same as _check_ret, but deals with the `model.ret_GRBoptimize` machinery. +function _check_ret_GRBoptimize(model) + if !haskey(_ERROR_TO_STATUS, model.ret_GRBoptimize) + _check_ret(model, model.ret_GRBoptimize) + end + return +end + function _check_ret(env, ret::Cint) if ret != 0 msg = unsafe_string(GRBgeterrormsg(env)) @@ -346,6 +378,7 @@ function MOI.empty!(model::Optimizer) empty!(model.indicator_constraint_info) model.name_to_variable = nothing model.name_to_constraint_index = nothing + model.ret_GRBoptimize = Cint(0) model.has_unbounded_ray = false model.has_infeasibility_cert = false empty!(model.callback_variable_primal) @@ -371,6 +404,7 @@ function MOI.is_empty(model::Optimizer) !isempty(model.sos_constraint_info) && return false model.name_to_variable !== nothing && return false model.name_to_constraint_index !== nothing && return false + !iszero(model.ret_GRBoptimize) && return false model.has_unbounded_ray && return false model.has_infeasibility_cert && return false !isempty(model.callback_variable_primal) && return false @@ -2408,8 +2442,8 @@ function MOI.optimize!(model::Optimizer) # # TODO(odow): Julia 1.5 exposes `Base.exit_on_sigint(::Bool)`. ccall(:jl_exit_on_sigint, Cvoid, (Cint,), false) - ret = GRBoptimize(model) - _check_ret(model, ret) + model.ret_GRBoptimize = GRBoptimize(model) + _check_ret_GRBoptimize(model) if !isinteractive() ccall(:jl_exit_on_sigint, Cvoid, (Cint,), true) end @@ -2453,6 +2487,9 @@ const _RAW_STATUS_STRINGS = [ ] function _raw_status(model::Optimizer) + if haskey(_ERROR_TO_STATUS, model.ret_GRBoptimize) + return _ERROR_TO_STATUS[model.ret_GRBoptimize] + end valueP = Ref{Cint}() ret = GRBgetintattr(model, "Status", valueP) _check_ret(model, ret)