Add Osi version, objective offset

Revert to supporting QP but not MIQP

.coin-or/Dependencies

@@ -4,8 +4,8 @@
 ../pthreads  https://github.com/GerHobbelt/pthread-win32 master
 Data/Sample  https://github.com/coin-or-tools/Data-Sample stable/1.2
 Data/miplib3  https://github.com/coin-or-tools/Data-miplib3 stable/1.2
-CoinUtils  https://github.com/coin-or/CoinUtils stable/2.11
-Osi  https://github.com/coin-or/Osi stable/0.108
-Clp  https://github.com/coin-or/Clp stable/1.17
-Cgl  https://github.com/coin-or/Cgl stable/0.60
-Cbc  https://github.com/coin-or/Cbc releases/2.10.11
+CoinUtils  https://github.com/coin-or/CoinUtils releases/2.11.12
+Osi  https://github.com/coin-or/Osi releases/0.108.11
+Clp  https://github.com/coin-or/Clp releases/1.17.10
+Cgl  https://github.com/coin-or/Cgl releases/0.60.9
+Cbc  https://github.com/coin-or/Cbc releases/2.10.12

MSVisualStudio/v17/Sonnet.sln

@@ -53,7 +53,7 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Sonnet - NET4", "Sonnet - N
 EndProject
 Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libOsiCommonTest", "..\..\..\Osi\Osi\MSVisualStudio\v17\libOsiCommonTest\libOsiCommonTest.vcxproj", "{109D6E6F-6D91-460F-86AE-DF27400E09A9}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "cbc", "..\..\..\Cbc\Cbc\MSVisualStudio\v17\cbc\cbc.vcxproj", "{EAF01AC1-8D19-4E37-9852-736DCFF67865}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "cbc", "..\..\..\cbc\Cbc\MSVisualStudio\v17\cbc\cbc.vcxproj", "{EAF01AC1-8D19-4E37-9852-736DCFF67865}"
 	ProjectSection(ProjectDependencies) = postProject
 		{79433425-EC16-410F-9B91-8D31D2109C90} = {79433425-EC16-410F-9B91-8D31D2109C90}
 		{6D2EF92A-D693-47E3-A325-A686E78C5FFD} = {6D2EF92A-D693-47E3-A325-A686E78C5FFD}
@@ -86,6 +86,12 @@ Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = ".coin-or", ".coin-or", "{DF
 		..\..\.coin-or\projDesc.xml = ..\..\.coin-or\projDesc.xml
 	EndProjectSection
 EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Clp", "..\..\..\clp\Clp\MSVisualStudio\v17\Clp\Clp.vcxproj", "{E62F88EE-DC76-489A-99A8-8070099D9D4F}"
+EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "osiUnitTest", "..\..\..\clp\Clp\MSVisualStudio\v17\osiUnitTest\osiUnitTest.vcxproj", "{75367352-81A3-4707-8560-3005EDC37BBA}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "Clp", "Clp", "{00148231-272C-403B-A3B8-1379293531AA}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|x64 = Debug|x64
@@ -286,6 +292,30 @@ Global
 		{EAF01AC1-8D19-4E37-9852-736DCFF67865}.Release|x86.Build.0 = Release|Win32
 		{EAF01AC1-8D19-4E37-9852-736DCFF67865}.ReleaseParallel|x64.ActiveCfg = ReleaseParallel|x64
 		{EAF01AC1-8D19-4E37-9852-736DCFF67865}.ReleaseParallel|x86.ActiveCfg = ReleaseParallel|Win32
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.Debug|x64.ActiveCfg = Debug|x64
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.Debug|x64.Build.0 = Debug|x64
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.Debug|x86.ActiveCfg = Debug|Win32
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.Debug|x86.Build.0 = Debug|Win32
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.Release|x64.ActiveCfg = Release|x64
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.Release|x64.Build.0 = Release|x64
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.Release|x86.ActiveCfg = Release|Win32
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.Release|x86.Build.0 = Release|Win32
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.ReleaseParallel|x64.ActiveCfg = Release|x64
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.ReleaseParallel|x64.Build.0 = Release|x64
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.ReleaseParallel|x86.ActiveCfg = Release|Win32
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F}.ReleaseParallel|x86.Build.0 = Release|Win32
+		{75367352-81A3-4707-8560-3005EDC37BBA}.Debug|x64.ActiveCfg = Debug|x64
+		{75367352-81A3-4707-8560-3005EDC37BBA}.Debug|x64.Build.0 = Debug|x64
+		{75367352-81A3-4707-8560-3005EDC37BBA}.Debug|x86.ActiveCfg = Debug|Win32
+		{75367352-81A3-4707-8560-3005EDC37BBA}.Debug|x86.Build.0 = Debug|Win32
+		{75367352-81A3-4707-8560-3005EDC37BBA}.Release|x64.ActiveCfg = Release|x64
+		{75367352-81A3-4707-8560-3005EDC37BBA}.Release|x64.Build.0 = Release|x64
+		{75367352-81A3-4707-8560-3005EDC37BBA}.Release|x86.ActiveCfg = Release|Win32
+		{75367352-81A3-4707-8560-3005EDC37BBA}.Release|x86.Build.0 = Release|Win32
+		{75367352-81A3-4707-8560-3005EDC37BBA}.ReleaseParallel|x64.ActiveCfg = Release|x64
+		{75367352-81A3-4707-8560-3005EDC37BBA}.ReleaseParallel|x64.Build.0 = Release|x64
+		{75367352-81A3-4707-8560-3005EDC37BBA}.ReleaseParallel|x86.ActiveCfg = Release|Win32
+		{75367352-81A3-4707-8560-3005EDC37BBA}.ReleaseParallel|x86.Build.0 = Release|Win32
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -313,6 +343,9 @@ Global
 		{A014E79E-781F-4CB6-AD0B-27A75AF62755} = {53EB451D-0B18-4046-9038-1CDD196DDF33}
 		{A9D23D25-E8F4-4BE6-8699-C9A06FB0B582} = {53EB451D-0B18-4046-9038-1CDD196DDF33}
 		{DF264510-2EE5-4681-8FEB-3C13274A8C62} = {F48F0304-01B7-4EF7-93B3-85F297B15C44}
+		{E62F88EE-DC76-489A-99A8-8070099D9D4F} = {00148231-272C-403B-A3B8-1379293531AA}
+		{75367352-81A3-4707-8560-3005EDC37BBA} = {00148231-272C-403B-A3B8-1379293531AA}
+		{00148231-272C-403B-A3B8-1379293531AA} = {D7A6A624-56FF-4177-9382-DEBFDA33E5B5}
 	EndGlobalSection
 	GlobalSection(ExtensibilityGlobals) = postSolution
 		SolutionGuid = {1C418B8B-47F5-4DF0-B50B-4F5FBAEE968D}

src/Sonnet/Model.cs

@@ -317,28 +317,17 @@ public static Model New(string fileName, string fileType, out Variable[] variabl
 
                 string fullPathWithoutExtension = Path.Combine(directoryName, fileNameWithoutExtension);
 
-                // Previously, CoinMpsIO was used but that doesnt read quad info.
-                // To read MPS with QUAD info use ClpModel or CoinModel readMps. 
-                // CoinModel we havent Wrapped yet at all, so more work.
-                // ClpModel (ClpSimplex) doesnt do row Sense needed for here, only lb / ub.
-                // ClpModel also doesnt save the Objective name.
-                // OsiClp can create row sense from lb / ub, but OsiClp uses CoinMpsIO, so cannot read Quad from OsiClp
-                // So we use ClpSimplex to read the file, but use an OsiClp of it for rowsense 
-
-                ClpSimplex m = new ClpSimplex();
-                OsiClpSolverInterface osiClp = new OsiClpSolverInterface(m);
-                log.PassToClpModel(m);
-
-                int numberErrors = m.readMps(fileName, true, false);
+                OsiClpSolverInterface osiClp = new OsiClpSolverInterface();
+                log.PassToSolver(osiClp);
+
+                int numberErrors = osiClp.readMps(fileName, true, false);
                 if (numberErrors != 0)
                 {
                     string message = string.Format("Errors occurred when reading the mps file '{0}'.", fileName);
                     SonnetLog.Default.Error(message);
                     throw new SonnetException(message);
                 }
-
-                // set objective function offest
-                // Skip this: setDblParam(OsiObjOffset,m.objectiveOffset())
+                ClpSimplex m = osiClp.getModelPtr();                
 
                 //ClpModel  has ClpObjective which may be an implementatin of ClpQuadObjective.
                 // This can be found by obj->type() == 2 (QuadCoef)
@@ -354,7 +343,7 @@ public static Model New(string fileName, string fileType, out Variable[] variabl
                 }
 
                 model = NewHelper(out variables, m.isInteger, m.columnName, m.rowName,
-                    m.getColLower(), m.getColUpper(), "OBJROW", m.getObjCoefficients(),
+                    m.getColLower(), m.getColUpper(), "OBJROW", m.getObjCoefficients(), m.objectiveOffset(),
                     m.getNumCols(), m.getNumRows(), osiClp.getRowSense(), osiClp.getMatrixByRow(), m.getRowLower(), m.getRowUpper(), fullQuadraticMatrix, quadraticObjective);
 
                 // Ensure osiClp is not disposed right after a shallow copy of getMatrixByRow was taken for NewHelper call.
@@ -377,7 +366,7 @@ public static Model New(string fileName, string fileType, out Variable[] variabl
                 m.readLp(fileName);
 
                 model = NewHelper(out variables, m.isInteger, m.columnName, m.rowName,
-                    m.getColLower(), m.getColUpper(), m.getObjName(), m.getObjCoefficients(),
+                    m.getColLower(), m.getColUpper(), m.getObjName(), m.getObjCoefficients(), m.objectiveOffset(),
                     m.getNumCols(), m.getNumRows(), m.getRowSense(), m.getMatrixByRow(), m.getRowLower(), m.getRowUpper(), false, null);
 
                 GC.KeepAlive(m);
@@ -413,6 +402,7 @@ public static Model New(string fileName, string fileType, out Variable[] variabl
         /// <param name="colUpper"></param>
         /// <param name="objName"></param>
         /// <param name="objCoefs"></param>
+        /// <param name="objConst"></param>
         /// <param name="numberVariables"></param>
         /// <param name="numberConstraints"></param>
         /// <param name="rowSenses"></param>
@@ -424,13 +414,14 @@ public static Model New(string fileName, string fileType, out Variable[] variabl
         /// <returns></returns>
         [System.Diagnostics.CodeAnalysis.SuppressMessage("Major Code Smell", "S107:Methods should not have too many parameters", Justification = "Private member and by design")]
         private static Model NewHelper(out Variable[] variables, Func<int, bool> isIntegerFunc, Func<int, string> columnNameFunc, Func<int, string> rowNameFunc,
-            double[] colLower, double[] colUpper, string objName, double[] objCoefs, int numberVariables, int numberConstraints, char[] rowSenses, CoinPackedMatrix rowMatrix, double[] rowLowers, double[] rowUppers, bool fullQuadraticMatrix, CoinPackedMatrix quadraticObjective)
+            double[] colLower, double[] colUpper, string objName, double[] objCoefs, double objConst, int numberVariables, int numberConstraints, char[] rowSenses, CoinPackedMatrix rowMatrix, double[] rowLowers, double[] rowUppers, bool fullQuadraticMatrix, CoinPackedMatrix quadraticObjective)
         {
             Model model = new Model();
             variables = new Variable[numberVariables];
 
             Expression objExpr = new Expression();
 
+            objExpr.Subtract(objConst); // yes, subtract
             for (int i = 0; i < numberVariables; i++)
             {
                 Variable var = new Variable();

src/Sonnet/Solver.cs

@@ -32,7 +32,7 @@ public class Solver : Named, IDisposable
         /// Initializes a new instance of the Solver class with the given name and model, 
         /// and using the given instance derived from OsiSolverInterface.
         /// QP is supported for OsiClp and OsiCbc only.
-        /// MIQP is supported for OsiCbcsolver only.
+        /// MIQP is not supported for any solver type.
         /// </summary>
         /// <param name="model">The model used in this solver.</param>
         /// <param name="solver">The instance of an OsiSolver, eg, OsiClpSolverInterface to be used.</param>
@@ -49,7 +49,7 @@ public Solver(Model model, OsiSolverInterface solver, string name = null)
         /// Initializes a new instance of the Solver class with the given name and model,
         /// and using a to be constructed instance of the given type derived from OsiSolverInterface.
         /// QP is supported for OsiClp and OsiCbc only.
-        /// MIQP is supported for OsiCbcsolver only.
+        /// MIQP is not supported for any solver type.
         /// </summary>
         /// <param name="model">The model used in this solver.</param>
         /// <param name="osiSolverInterfaceType">The type derived from OsiSolverInterface to be used.</param>
@@ -245,7 +245,11 @@ public Model Model
         /// </summary>
         public OsiSolverInterface OsiSolver
         {
-            get { return this.solver; }
+            get 
+            {
+                if (!IsGenerated && model != null && model.Constraints.Any()) log.Warn("Calling OsiSolver before generating will use an empty model. Consider calling Generate() earlier.");
+                return this.solver; 
+            }
         }
 
         /// <summary>
@@ -282,7 +286,6 @@ internal void ApplyObjective(Objective objective)
 
                 this.objective.Unregister(this);
                 this.objective = objective;
-                // if the new or old objective are Quadratic, then ungenerate first
                 Generate(this.objective);
             }
             else
@@ -381,10 +384,7 @@ private void Solve(bool doResolve, bool forceRelaxation)
             {
                 if (forceRelaxation == false && IsMIP)
                 {
-                    if (objective.IsQuadratic)
-                    {
-                        log.Warn("Only experimantal support for MIQP!");
-                    }
+                    if (objective.IsQuadratic) throw new NotSupportedException("MIQP not supported");
 
                     isSolving = true;
                     SaveBeforeMIPSolveInternal(); // save anyway, to allow manual reset
@@ -735,8 +735,7 @@ private void Generate(Objective obj)
 
             if (IsGenerated)
             {
-                // WARNING: This exception could be due to an implicit call to Generate by a Debugger Local or Watch evaluation at a breakpoint.
-                if (obj.IsQuadratic) throw new NotSupportedException("Updating the quadratic objective is not supported for already generated models.");
+                if (obj.IsQuadratic) throw new NotSupportedException("Generating the quadratic objective is not supported for already generated models.");
 
                 // now load the objective into the solver
                 int n = variables.Count;	// the NEW number of variables
@@ -906,44 +905,6 @@ public void Generate()
             }
             rawconstraints.Clear();
 
-#if (SONNET_USE_SEMICONTVAR)
-		    // now that all the regular constraints and variables are registered,
-		    // register the additional constraints and helper variables for any semi-continuous variables
-            foreach (Variable var in variables.Where(v => v is SemiContiniuousVariable))
-            {
-                SemiContinuousVariable scvar = (SemiContinuousVariable)var;
-                double sclower = scvar.SemiContinuousLower;
-                double upper = scvar.Upper;
-                string name = scvar.Name + "SCHelper";
-
-                Variable scvarHelper = new Variable(name, 0.0, 1.0, VariableType.Integer);
-
-                Constraint con1 = new Constraint(name + "Con1", 1.0 * scvar, ConstraintType.LE, upper * scvarHelper);
-                try
-                {
-                    Generate(con1);
-                }
-                catch (Exception ex)
-                {
-                    string message = string.Format("Error generating constraint {0}.", con1.Name);
-                    throw new SonnetException(message, ex);
-                }
-                nz += con1.Coefficients.Count;
-
-                Constraint con2 = new Constraint(name + "Con2", sclower * scvarHelper, ConstraintType.LE, 1.0 * scvar);
-                try
-                {
-                    Generate(con2);
-                }
-                catch (Exception ex)
-                {
-                    string message = string.Format("Error generating constraint {0}.", con2.Name);
-                    throw new SonnetException(message, ex);
-                }
-                nz += con2.Coefficients.Count;
-            }
-#endif
-
             log.DebugFormat("Done generating matrix after ", (CoinUtils.CoinCpuTime() - genStart));
 
             unsafe
@@ -1195,17 +1156,18 @@ given in a standard column major ordered format (without gaps). */
                     {
                         log.Debug("Using CLP-specific quadratic objective loading.");
 
+                        if (isMip) log.Warn("Generating MIQP, but solving MIQP with OsiClp is not supported.");
+
                         ClpSimplex clpSimplex = osiClp.getModelPtr();
 
                         clpSimplex.loadQuadraticObjectiveUnsafe(n, startObj, columnObj, elementObj);
-                        //clpSimplex.writeMps("testquad.mps", 0, 1);// for CPLEX compatibility, use formatType = 0, numberAcross = 1);
                     }
                     else if (solver is OsiCbcSolverInterface osiCbc)
                     {
                         // TODO: does QP with Cbc work? Does MIQP with Cbc work?
                         log.Debug("Using CBC-specific quadratic objective loading.");
 
-                        if (isMip) log.Warn("Only experimantal support for MIQP!"); 
+                        if (isMip) log.Warn("Generating MIQP, but solving MIQP with OsiCbc is not supported.");
 
                         OsiSolverInterface osiReal = osiCbc.getRealSolverPtr(); //usually the OsiClpSolver
                         if (osiReal is OsiClpSolverInterface osiRealClp)
@@ -1296,6 +1258,7 @@ given in a standard column major ordered format (without gaps). */
         /// Ungenerate the model.
         /// If you're looking to reset the solver, simply create a new instance of solver.
         /// </summary>
+
         public void UnGenerate()
         {
             if (IsGenerated)

src/SonnetWrapper/CbcSolver.h

@@ -100,6 +100,14 @@ namespace COIN
 			}
 		}
 
+		static property System::String^ Version
+		{
+			System::String^ get()
+			{
+				return gcnew String(CBC_VERSION);
+			}
+		}
+
 		/// <summary>
 		/// The CallBack to delegate to be invoked.
 		/// If you add multiple delegates, all will be invoked, 

src/SonnetWrapper/ClpModel.h

@@ -102,6 +102,11 @@ namespace COIN
 			return result;
 		}
 
+		const double objectiveOffset()
+		{
+			return Base->objectiveOffset();
+		}
+
 		bool isInteger(int columnNumber)
 		{
 			return Base->isInteger(columnNumber);

src/SonnetWrapper/CoinLpIO.h

@@ -91,6 +91,11 @@ namespace COIN
 			return result;
 		}
 
+		const double objectiveOffset()
+		{
+			return Base->objectiveOffset();
+		}
+
 		/// Return the problem name
 		String^ getProblemName()
 		{

src/SonnetWrapper/OsiCbcSolverInterface.h

@@ -73,6 +73,14 @@ namespace COIN
 			return Derived->getNodeCount();
 		}
 
+		virtual property System::String^ Version
+		{
+			System::String^ get() override
+			{
+				return gcnew String(CBC_VERSION);
+			}
+		}
+
 	protected:
 		property ::OsiCbcSolverInterface * Derived 
 		{

src/SonnetWrapper/OsiClpSolverInterface.h

@@ -70,11 +70,41 @@ namespace COIN
 			return gcnew CoinPackedMatrix(Base->getMatrixByRow());
 		}
 
+		/// <summary>
+		/// Read an mps file from the given filename.
+		/// </summary>
+		/// <param name="fileName">File to be read</param>
+		/// <param name="keepNames">True to use the given row and column names</param>
+		/// <param name="ignoreErrors">True to ignore errors during reading of the file</param>
+		/// <returns>Status non-zero represents an error</returns>
+		int readMps(String^ fileName, bool keepNames, bool ignoreErrors)
+		{
+			try
+			{
+				char* charFileName = (char*)Marshal::StringToHGlobalAnsi(fileName).ToPointer();
+				int result = ((::OsiClpSolverInterface *) Base)->readMps(charFileName, keepNames, ignoreErrors);
+				Marshal::FreeHGlobal((IntPtr)charFileName);
+				return result;
+			}
+			catch (::CoinError err)
+			{
+				throw gcnew CoinError(err);
+			}
+		}
+
 		/// Get pointer to column-wise copy of matrix
 		CoinPackedMatrix^ getMatrixByCol()
 		{
 			return gcnew CoinPackedMatrix(Base->getMatrixByCol());
 		}
+
+		virtual property System::String^ Version 
+		{
+			System::String^ get() override
+			{
+				return gcnew String(CLP_VERSION);
+			}
+		}
 	};
 
 /*	// Uncomment for CPLEX support