CoinMPSolver.cxx

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/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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 * License, v. 2.0. If a copy of the MPL was not distributed with this
 * file, You can obtain one at http://mozilla.org/MPL/2.0/.
 *
 * This file incorporates work covered by the following license notice:
 *
 *   Licensed to the Apache Software Foundation (ASF) under one or more
 *   contributor license agreements. See the NOTICE file distributed
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 *   except in compliance with the License. You may obtain a copy of
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#include <CoinMP.h>
#include <CoinError.hpp>
 
#include "SolverComponent.hxx"
#include <strings.hrc>
 
#include <com/sun/star/frame/XModel.hpp>
#include <com/sun/star/table/CellAddress.hpp>
 
#include <rtl/math.hxx>
#include <stdexcept>
#include <vector>
#include <float.h>
 
namespace com::sun::star::uno { class XComponentContext; }
 
using namespace com::sun::star;
 
namespace {
 
class CoinMPSolver : public SolverComponent
{
public:
    CoinMPSolver() {}
 
private:
    virtual void SAL_CALL solve() override;
    virtual OUString SAL_CALL getImplementationName() override
    {
        return "com.sun.star.comp.Calc.CoinMPSolver";
    }
    virtual OUString SAL_CALL getComponentDescription() override
    {
        return SolverComponent::GetResourceString( RID_COINMP_SOLVER_COMPONENT );
    }
};
 
}
 
void SAL_CALL CoinMPSolver::solve()
{
    uno::Reference<frame::XModel> xModel( mxDoc, uno::UNO_QUERY_THROW );
 
    maStatus.clear();
    mbSuccess = false;
 
    xModel->lockControllers();
 
    // collect variables in vector (?)
 
    const auto & aVariableCells = maVariables;
    size_t nVariables = aVariableCells.size();
    size_t nVar = 0;
 
    // collect all dependent cells
 
    ScSolverCellHashMap aCellsHash;
    aCellsHash[maObjective].reserve( nVariables + 1 );                  // objective function
 
    for (const auto& rConstr : std::as_const(maConstraints))
    {
        table::CellAddress aCellAddr = rConstr.Left;
        aCellsHash[aCellAddr].reserve( nVariables + 1 );                // constraints: left hand side
 
        if ( rConstr.Right >>= aCellAddr )
            aCellsHash[aCellAddr].reserve( nVariables + 1 );            // constraints: right hand side
    }
 
    // set all variables to zero
    for ( const auto& rVarCell : aVariableCells )
    {
        SolverComponent::SetValue( mxDoc, rVarCell, 0.0 );
    }
 
    // read initial values from all dependent cells
    for ( auto& rEntry : aCellsHash )
    {
        double fValue = SolverComponent::GetValue( mxDoc, rEntry.first );
        rEntry.second.push_back( fValue );                         // store as first element, as-is
    }
 
    // loop through variables
    for ( const auto& rVarCell : aVariableCells )
    {
        SolverComponent::SetValue( mxDoc, rVarCell, 1.0 );      // set to 1 to examine influence
 
        // read value change from all dependent cells
        for ( auto& rEntry : aCellsHash )
        {
            double fChanged = SolverComponent::GetValue( mxDoc, rEntry.first );
            double fInitial = rEntry.second.front();
            rEntry.second.push_back( fChanged - fInitial );
        }
 
        SolverComponent::SetValue( mxDoc, rVarCell, 2.0 );      // minimal test for linearity
 
        for ( const auto& rEntry : aCellsHash )
        {
            double fInitial = rEntry.second.front();
            double fCoeff   = rEntry.second.back();       // last appended: coefficient for this variable
            double fTwo     = SolverComponent::GetValue( mxDoc, rEntry.first );
 
            bool bLinear = rtl::math::approxEqual( fTwo, fInitial + 2.0 * fCoeff ) ||
                           rtl::math::approxEqual( fInitial, fTwo - 2.0 * fCoeff );
            // second comparison is needed in case fTwo is zero
            if ( !bLinear )
                maStatus = SolverComponent::GetResourceString( RID_ERROR_NONLINEAR );
        }
 
        SolverComponent::SetValue( mxDoc, rVarCell, 0.0 );      // set back to zero for examining next variable
    }
 
    xModel->unlockControllers();
 
    if ( !maStatus.isEmpty() )
        return;
 
    //
    // build parameter arrays for CoinMP
    //
 
    // set objective function
 
    const std::vector<double>& rObjCoeff = aCellsHash[maObjective];
    std::unique_ptr<double[]> pObjectCoeffs(new double[nVariables]);
    for (nVar=0; nVar<nVariables; nVar++)
        pObjectCoeffs[nVar] = rObjCoeff[nVar+1];
    double nObjectConst = rObjCoeff[0];             // constant term of objective
 
    // add rows
 
    size_t nRows = maConstraints.getLength();
    size_t nCompSize = nVariables * nRows;
    std::unique_ptr<double[]> pCompMatrix(new double[nCompSize]);    // first collect all coefficients, row-wise
    for (size_t i=0; i<nCompSize; i++)
        pCompMatrix[i] = 0.0;
 
    std::unique_ptr<double[]> pRHS(new double[nRows]);
    std::unique_ptr<char[]> pRowType(new char[nRows]);
    for (size_t i=0; i<nRows; i++)
    {
        pRHS[i] = 0.0;
        pRowType[i] = 'N';
    }
 
    for (sal_Int32 nConstrPos = 0; nConstrPos < maConstraints.getLength(); ++nConstrPos)
    {
        // integer constraints are set later
        sheet::SolverConstraintOperator eOp = maConstraints[nConstrPos].Operator;
        if ( eOp == sheet::SolverConstraintOperator_LESS_EQUAL ||
             eOp == sheet::SolverConstraintOperator_GREATER_EQUAL ||
             eOp == sheet::SolverConstraintOperator_EQUAL )
        {
            double fDirectValue = 0.0;
            bool bRightCell = false;
            table::CellAddress aRightAddr;
            const uno::Any& rRightAny = maConstraints[nConstrPos].Right;
            if ( rRightAny >>= aRightAddr )
                bRightCell = true;                  // cell specified as right-hand side
            else
                rRightAny >>= fDirectValue;         // constant value
 
            table::CellAddress aLeftAddr = maConstraints[nConstrPos].Left;
 
            const std::vector<double>& rLeftCoeff = aCellsHash[aLeftAddr];
            double* pValues = &pCompMatrix[nConstrPos * nVariables];
            for (nVar=0; nVar<nVariables; nVar++)
                pValues[nVar] = rLeftCoeff[nVar+1];
 
            // if left hand cell has a constant term, put into rhs value
            double fRightValue = -rLeftCoeff[0];
 
            if ( bRightCell )
            {
                const std::vector<double>& rRightCoeff = aCellsHash[aRightAddr];
                // modify pValues with rhs coefficients
                for (nVar=0; nVar<nVariables; nVar++)
                    pValues[nVar] -= rRightCoeff[nVar+1];
 
                fRightValue += rRightCoeff[0];      // constant term
            }
            else
                fRightValue += fDirectValue;
 
            switch ( eOp )
            {
                case sheet::SolverConstraintOperator_LESS_EQUAL:    pRowType[nConstrPos] = 'L'; break;
                case sheet::SolverConstraintOperator_GREATER_EQUAL: pRowType[nConstrPos] = 'G'; break;
                case sheet::SolverConstraintOperator_EQUAL:         pRowType[nConstrPos] = 'E'; break;
                default:
                    OSL_ENSURE( false, "unexpected enum type" );
            }
            pRHS[nConstrPos] = fRightValue;
        }
    }
 
    // Find non-zero coefficients, column-wise
 
    std::unique_ptr<int[]> pMatrixBegin(new int[nVariables+1]);
    std::unique_ptr<int[]> pMatrixCount(new int[nVariables]);
    std::unique_ptr<double[]> pMatrix(new double[nCompSize]);    // not always completely used
    std::unique_ptr<int[]> pMatrixIndex(new int[nCompSize]);
    int nMatrixPos = 0;
    for (nVar=0; nVar<nVariables; nVar++)
    {
        int nBegin = nMatrixPos;
        for (size_t nRow=0; nRow<nRows; nRow++)
        {
            double fCoeff = pCompMatrix[ nRow * nVariables + nVar ];    // row-wise
            if ( fCoeff != 0.0 )
            {
                pMatrix[nMatrixPos] = fCoeff;
                pMatrixIndex[nMatrixPos] = nRow;
                ++nMatrixPos;
            }
        }
        pMatrixBegin[nVar] = nBegin;
        pMatrixCount[nVar] = nMatrixPos - nBegin;
    }
    pMatrixBegin[nVariables] = nMatrixPos;
    pCompMatrix.reset();
 
    // apply settings to all variables
 
    std::unique_ptr<double[]> pLowerBounds(new double[nVariables]);
    std::unique_ptr<double[]> pUpperBounds(new double[nVariables]);
    for (nVar=0; nVar<nVariables; nVar++)
    {
        pLowerBounds[nVar] = mbNonNegative ? 0.0 : -DBL_MAX;
        pUpperBounds[nVar] = DBL_MAX;
 
        // bounds could possibly be further restricted from single-cell constraints
    }
 
    std::unique_ptr<char[]> pColType(new char[nVariables]);
    for (nVar=0; nVar<nVariables; nVar++)
        pColType[nVar] = mbInteger ? 'I' : 'C';
 
    // apply single-var integer constraints
 
    for (const auto& rConstr : std::as_const(maConstraints))
    {
        sheet::SolverConstraintOperator eOp = rConstr.Operator;
        if ( eOp == sheet::SolverConstraintOperator_INTEGER ||
             eOp == sheet::SolverConstraintOperator_BINARY )
        {
            table::CellAddress aLeftAddr = rConstr.Left;
            // find variable index for cell
            for (nVar=0; nVar<nVariables; nVar++)
                if ( AddressEqual( aVariableCells[nVar], aLeftAddr ) )
                {
                    if ( eOp == sheet::SolverConstraintOperator_INTEGER )
                        pColType[nVar] = 'I';
                    else
                    {
                        pColType[nVar] = 'B';
                        pLowerBounds[nVar] = 0.0;
                        pUpperBounds[nVar] = 1.0;
                    }
                }
        }
    }
 
    int nObjectSense = mbMaximize ? SOLV_OBJSENS_MAX : SOLV_OBJSENS_MIN;
 
    HPROB hProb = CoinCreateProblem("");
    int nResult = CoinLoadProblem( hProb, nVariables, nRows, nMatrixPos, 0,
                    nObjectSense, nObjectConst, pObjectCoeffs.get(),
                    pLowerBounds.get(), pUpperBounds.get(), pRowType.get(), pRHS.get(), nullptr,
                    pMatrixBegin.get(), pMatrixCount.get(), pMatrixIndex.get(), pMatrix.get(),
                    nullptr, nullptr, nullptr );
    if (nResult == SOLV_CALL_SUCCESS)
    {
        nResult = CoinLoadInteger( hProb, pColType.get() );
    }
 
    pColType.reset();
    pMatrixIndex.reset();
    pMatrix.reset();
    pMatrixCount.reset();
    pMatrixBegin.reset();
    pUpperBounds.reset();
    pLowerBounds.reset();
    pRowType.reset();
    pRHS.reset();
    pObjectCoeffs.reset();
 
    CoinSetRealOption( hProb, COIN_REAL_MAXSECONDS, mnTimeout );
    CoinSetRealOption( hProb, COIN_REAL_MIPMAXSEC, mnTimeout );
 
    // TODO: handle (or remove) settings: epsilon, B&B depth
 
    // solve model
 
    if (nResult == SOLV_CALL_SUCCESS)
    {
        nResult = CoinCheckProblem( hProb );
    }
 
    if (nResult == SOLV_CALL_SUCCESS)
    {
        try
        {
            nResult = CoinOptimizeProblem( hProb, 0 );
        }
        catch (const CoinError& e)
        {
            CoinUnloadProblem(hProb);
            throw std::runtime_error(e.message());
        }
    }
 
    mbSuccess = ( nResult == SOLV_CALL_SUCCESS );
    if ( mbSuccess )
    {
        // get solution
 
        maSolution.realloc( nVariables );
        CoinGetSolutionValues( hProb, maSolution.getArray(), nullptr, nullptr, nullptr );
        mfResultValue = CoinGetObjectValue( hProb );
    }
    else
    {
        int nSolutionStatus = CoinGetSolutionStatus( hProb );
        if ( nSolutionStatus == 1 )
            maStatus = SolverComponent::GetResourceString( RID_ERROR_INFEASIBLE );
        else if ( nSolutionStatus == 2 )
            maStatus = SolverComponent::GetResourceString( RID_ERROR_UNBOUNDED );
        // TODO: detect timeout condition and report as RID_ERROR_TIMEOUT
        // (currently reported as infeasible)
    }
 
    CoinUnloadProblem( hProb );
}
 
extern "C" SAL_DLLPUBLIC_EXPORT css::uno::XInterface *
com_sun_star_comp_Calc_CoinMPSolver_get_implementation(
    css::uno::XComponentContext *,
    css::uno::Sequence<css::uno::Any> const &)
{
    return cppu::acquire(new CoinMPSolver());
}
 
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