edu.illinois.cs.cogcomp.infer.ilp

Class GurobiHook

java.lang.Object

edu.illinois.cs.cogcomp.infer.ilp.GurobiHook

All Implemented Interfaces:

ILPSolver

public class GurobiHook
extends Object
implements ILPSolver

This is an interface to the Gurobi Optimizer. Make sure the jar file is on your CLASSPATH and that the Gurobi libraries are installed appropriately on your system before attempting to compile and use this class.

Author:

Nick Rizzolo

Field Summary

Fields

Modifier and Type	Field and Description
protected gurobi.GRBEnv	environment The model to be optimized will be associated with this environment.
protected boolean	isSolved Whether or not the model has been solved.
protected gurobi.GRBModel	model The model to be optimized.
protected boolean	needsUpdate Whether or not the GRBModel.update() method needs to be called before adding more constraints.
protected DVector	objectiveCoefficients The coefficients of the variables in the objective function.
protected OVector	SOSes Contains all of the Gurobi SOS objects created for the model.
protected OVector	variables The model's decision variables.
protected int	verbosity Verbosity level.

Fields inherited from interface edu.illinois.cs.cogcomp.infer.ilp.ILPSolver

VERBOSITY_HIGH, VERBOSITY_LOW, VERBOSITY_NONE

Constructor Summary

Constructors

Constructor and Description
GurobiHook() Create a new Gurobi hook with the default environment parameters.
GurobiHook(gurobi.GRBEnv env) Create a new Gurobi hook with the specified environment.
GurobiHook(gurobi.GRBEnv env, int v) Create a new Gurobi hook with the specified environment.
GurobiHook(int v) Create a new Gurobi hook with the default environment parameters.

Method Summary

Modifier and Type	Method and Description
int	addBooleanVariable(double c) Adds a new Boolean variable (an integer variable constrained to take either the value 0 or the value 1) with the specified coefficient in the objective function to the problem.
protected void	addConstraint(int[] i, double[] a, double b, char t) Adds a new constraint to the problem with the specified type.
int[]	addDiscreteVariable(double[] c) Adds a general, multi-valued discrete variable, which is implemented as a set of Boolean variables, one per value of the discrete variable, with exactly one of those variables set true at any given time.
void	addEqualityConstraint(int[] i, double[] a, double b) Adds a new fixed constraint to the problem.
void	addGreaterThanConstraint(int[] i, double[] a, double b) Adds a new lower bounded constraint to the problem.
int	addIntegerVariable(double c) Adds a new Integer variable with the specified coefficient in the objective function to the problem.
void	addLessThanConstraint(int[] i, double[] a, double b) Adds a new upper bounded constraint to the problem.
int	addRealVariable(double c) Adds a new Real variable with the specified coefficient in the objective function to the problem.
boolean	getBooleanValue(int index) When the problem has been solved, use this method to retrieve the value of any Boolean inference variable.
int	getIntegerValue(int index) When the problem has been solved, use this method to retrieve the value of any Integer inference variable.
double	getRealValue(int index) When the problem has been solved, use this method to retrieve the value of any Real inference variable.
OVector	getVariables()
int	getVariableSize()
protected static void	handleException(gurobi.GRBException e) Prints an error message and exits the JVM.
protected gurobi.GRBVar[]	idsToVariables(int[] ids) Given an array of variable indexes, this method returns the corresponding Gurobi variable objects in an array.
boolean	isSolved() Tests whether the problem represented by this ILPSolver instance has been solved already.
boolean	isTimedOut()
protected gurobi.GRBLinExpr	makeLinearExpression(int[] ids, double[] c) Creates a Gurobi linear expression object representing the dot product of the variables with the specified indexes and the specified coefficients.
double	objectiveCoeff(int index) The coefficient of the variable in the objective function.
double	objectiveValue() When the problem has been solved, use this method to retrieve the value of the objective function at the solution.
void	printModelStatus()
void	printSolution()
void	reset() This method clears the all constraints and variables out of the ILP solver's problem representation, bringing the ILPSolver instance back to the state it was in when first constructed.
void	setMaximize(boolean d) Sets the direction of the objective function.
void	setTimeoutLimit(int limit)
boolean	solve() Solves the ILP problem, saving the solution internally.
boolean	unsat()
void	write(StringBuffer buffer) Creates a textual representation of the ILP problem in an algebraic notation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

environment

protected gurobi.GRBEnv environment

The model to be optimized will be associated with this environment.

model

protected gurobi.GRBModel model

The model to be optimized.

variables

protected OVector variables

The model's decision variables.

SOSes

protected OVector SOSes

Contains all of the Gurobi SOS objects created for the model.

needsUpdate

protected boolean needsUpdate

Whether or not the GRBModel.update() method needs to be called before adding more constraints.

isSolved

protected boolean isSolved

Whether or not the model has been solved.

verbosity

protected int verbosity

Verbosity level. ILPSolver.VERBOSITY_NONE produces no incidental output. If set to ILPSolver.VERBOSITY_LOW, only variable and constraint counts are reported on STDOUT. If set to ILPSolver.VERBOSITY_HIGH, a textual representation of the entire optimization problem is also generated on STDOUT.

objectiveCoefficients

protected DVector objectiveCoefficients

The coefficients of the variables in the objective function. This is redundant memory, and it's only being stored in the event that someone wants to call write(StringBuffer). Once we get Gurobi 4.0, we can discard of it.

Constructor Detail

GurobiHook

public GurobiHook()

Create a new Gurobi hook with the default environment parameters.

GurobiHook

public GurobiHook(int v)

Create a new Gurobi hook with the default environment parameters.

Parameters:

v - Setting for the verbosity level.

GurobiHook

public GurobiHook(gurobi.GRBEnv env)

Create a new Gurobi hook with the specified environment.

Parameters:

env - An environment containing user-specified parameters.

GurobiHook

public GurobiHook(gurobi.GRBEnv env,
                  int v)

Create a new Gurobi hook with the specified environment.

Parameters:

env - An environment containing user-specified parameters.

v - Setting for the verbosity level.

Method Detail

handleException

protected static void handleException(gurobi.GRBException e)

Prints an error message and exits the JVM.

setTimeoutLimit

public void setTimeoutLimit(int limit)

isTimedOut

public boolean isTimedOut()

unsat

public boolean unsat()

reset

public void reset()

This method clears the all constraints and variables out of the ILP solver's problem representation, bringing the ILPSolver instance back to the state it was in when first constructed.

Specified by:

reset in interface ILPSolver

setMaximize

public void setMaximize(boolean d)

Sets the direction of the objective function.

Specified by:

setMaximize in interface ILPSolver

Parameters:

d - true if the objective function is to be maximized.

addBooleanVariable

public int addBooleanVariable(double c)

Adds a new Boolean variable (an integer variable constrained to take either the value 0 or the value 1) with the specified coefficient in the objective function to the problem.

Specified by:

addBooleanVariable in interface ILPSolver

Parameters:

c - The objective function coefficient for the new Boolean variable.

Returns:

The index of the created variable.

addIntegerVariable

public int addIntegerVariable(double c)

Description copied from interface: ILPSolver

Adds a new Integer variable with the specified coefficient in the objective function to the problem.

Specified by:

addIntegerVariable in interface ILPSolver

Parameters:

c - The objective function coefficient for the new Integer variable.

Returns:

The indexes of the created variable.

addRealVariable

public int addRealVariable(double c)

Description copied from interface: ILPSolver

Adds a new Real variable with the specified coefficient in the objective function to the problem.

Specified by:

addRealVariable in interface ILPSolver

Parameters:

c - The objective function coefficient for the new Real variable.

Returns:

The indexes of the created variable.

addDiscreteVariable

public int[] addDiscreteVariable(double[] c)

Adds a general, multi-valued discrete variable, which is implemented as a set of Boolean variables, one per value of the discrete variable, with exactly one of those variables set true at any given time.

Specified by:

addDiscreteVariable in interface ILPSolver

Parameters:

c - The objective function coefficients for the new Boolean variables.

Returns:

The indexes of the newly created variables.

addConstraint

protected void addConstraint(int[] i,
                             double[] a,
                             double b,
                             char t)

Adds a new constraint to the problem with the specified type. This method is called by all the other add*Constraint() methods.

Parameters:

i - The indexes of the variables with non-zero coefficients.

a - The coefficients of the variables with the given indexes.

b - The new constraint will enforce (in)equality with this constant.

t - The type of linear inequality constraint to add.

addEqualityConstraint

public void addEqualityConstraint(int[] i,
                                  double[] a,
                                  double b)

Adds a new fixed constraint to the problem. The two array arguments must be the same length, as their elements correspond to each other. Variables whose coefficients are zero need not be mentioned. Variables that are mentioned must have previously been added via addBooleanVariable(double) or addDiscreteVariable(double[]). The resulting constraint has the form:

xi * a = b

where xi represents the inference variables whose indexes are contained in the array i and * represents dot product.

Specified by:

addEqualityConstraint in interface ILPSolver

Parameters:

i - The indexes of the variables with non-zero coefficients.

a - The coefficients of the variables with the given indexes.

b - The new constraint will enforce equality with this constant.

addGreaterThanConstraint

public void addGreaterThanConstraint(int[] i,
                                     double[] a,
                                     double b)

Adds a new lower bounded constraint to the problem. The two array arguments must be the same length, as their elements correspond to each other. Variables whose coefficients are zero need not be mentioned. Variables that are mentioned must have previously been added via addBooleanVariable(double) or addDiscreteVariable(double[]). The resulting constraint has the form:

xi * a >= b

where xi represents the inference variables whose indexes are contained in the array i and * represents dot product.

Specified by:

addGreaterThanConstraint in interface ILPSolver

Parameters:

i - The indexes of the variables with non-zero coefficients.

a - The coefficients of the variables with the given indexes.

b - The lower bound for the new constraint.

addLessThanConstraint

public void addLessThanConstraint(int[] i,
                                  double[] a,
                                  double b)

Adds a new upper bounded constraint to the problem. The two array arguments must be the same length, as their elements correspond to each other. Variables whose coefficients are zero need not be mentioned. Variables that are mentioned must have previously been added via addBooleanVariable(double) or addDiscreteVariable(double[]). The resulting constraint has the form:

xi * a <= b

where xi represents the inference variables whose indexes are contained in the array i and * represents dot product.

Specified by:

addLessThanConstraint in interface ILPSolver

Parameters:

i - The indexes of the variables with non-zero coefficients.

a - The coefficients of the variables with the given indexes.

b - The upper bound for the new constraint.

printSolution

public void printSolution()
                   throws gurobi.GRBException

Throws:

gurobi.GRBException

solve

public boolean solve()
              throws Exception

Solves the ILP problem, saving the solution internally.

Specified by:

solve in interface ILPSolver

Returns:

true iff a solution was found successfully.

Throws:

Exception

printModelStatus

public void printModelStatus()
                      throws gurobi.GRBException

Throws:

gurobi.GRBException

isSolved

public boolean isSolved()

Tests whether the problem represented by this ILPSolver instance has been solved already.

Specified by:

isSolved in interface ILPSolver

getBooleanValue

public boolean getBooleanValue(int index)

When the problem has been solved, use this method to retrieve the value of any Boolean inference variable. The result of this method is undefined when the problem has not yet been solved.

Specified by:

getBooleanValue in interface ILPSolver

Parameters:

index - The index of the variable whose value is requested.

Returns:

The value of the variable.

getIntegerValue

public int getIntegerValue(int index)

Description copied from interface: ILPSolver

When the problem has been solved, use this method to retrieve the value of any Integer inference variable. The result of this method is undefined when the problem has not yet been solved.

Specified by:

getIntegerValue in interface ILPSolver

Parameters:

index - The index of the variable whose value is requested.

Returns:

The value of the variable.

getRealValue

public double getRealValue(int index)

Description copied from interface: ILPSolver

When the problem has been solved, use this method to retrieve the value of any Real inference variable. The result of this method is undefined when the problem has not yet been solved.

Specified by:

getRealValue in interface ILPSolver

Parameters:

index - The index of the variable whose value is requested.

Returns:

The value of the variable.

getVariableSize

public int getVariableSize()

getVariables

public OVector getVariables()

objectiveValue

public double objectiveValue()

When the problem has been solved, use this method to retrieve the value of the objective function at the solution. The result of this method is undefined when the problem has not yet been solved. If the problem had no feasible solutions, negative (positive, respectively) infinity will be returned if maximizing (minimizing).

Specified by:

objectiveValue in interface ILPSolver

Returns:

The value of the objective function at the solution.

objectiveCoeff

public double objectiveCoeff(int index)

Description copied from interface: ILPSolver

The coefficient of the variable in the objective function.

Specified by:

objectiveCoeff in interface ILPSolver

idsToVariables

protected gurobi.GRBVar[] idsToVariables(int[] ids)

Given an array of variable indexes, this method returns the corresponding Gurobi variable objects in an array.

Parameters:

ids - The array of variable indexes.

Returns:

The corresponding Gurobi variable objects.

makeLinearExpression

protected gurobi.GRBLinExpr makeLinearExpression(int[] ids,
                                                 double[] c)

Creates a Gurobi linear expression object representing the dot product of the variables with the specified indexes and the specified coefficients.

Parameters:

ids - The indexes of the variables.

c - The corresponding coefficients.

Returns:

A Gurobi linear expression representing the dot product.

write

public void write(StringBuffer buffer)

Creates a textual representation of the ILP problem in an algebraic notation.

Specified by:

write in interface ILPSolver

Parameters:

buffer - The created textual representation will be appended here.