Support more quadratic solvers #2574

pet-mit · 2025-01-13T13:57:32Z

This PR adds the possibility for the user to choose quadratic (QP) solvers other than sirius, dor adequacy problems.
It does so by interfacing Antares QP description (PROBLEME_ANTARES_A_RESOUDRE) to the new OR-Tools MathOpt API.

The new "quadratic-solver" parameter allows the user to switch solver:

setting the value "sirius" will make Antares behave like before, by shunting OR-Tools and calling sirius directly
setting another value will make Antares use OR-Tools via the MathOpt API. For now, only "pdlp" and SCIP are supported. However, SCIP seems to be broken (see here). XPRESS has not been yet added (PR merged, awaiting release)

Breaking change:

"ortools-solver" parameter has been renamed to "linear-solver"
"solver-parameters" parameter has been renamed to "linear-solver-parameters"
New parameters have been added : "quadratic-solver" and "quadratic-solver-parameters" (note that the last parameter is a placeholder, and that is not used for now)
OR-Tools version should be bumped to v9.11-rte1.2

Signed-off-by: Peter Mitri <[email protected]>

src/solver/optimisation/opt_pilotage_optimisation_quadratique.cpp

src/solver/utils/include/antares/solver/utils/ortools_utils.h

Signed-off-by: Peter Mitri <[email protected]>

docs/developer-guide/CHANGELOG.md

src/libs/antares/InfoCollection/StudyInfoCollector.cpp

src/libs/antares/study/parameters.cpp

guilpier-code · 2025-01-21T16:59:41Z

src/solver/application/application.cpp

@@ -48,7 +48,10 @@ namespace
 {
 void printSolvers()


In the scope of this PR ? (not sure)

printSolvers() :

Should be renamed into : logAllAvailableSolvers()

why do we print to std::cout and not in usual logs ? Does it even make sense ?

Moreover printSolvers is called from handleOptions which has a very non expressive and probably wrong name and, besides printing, does very strange things.

src/solver/application/application.cpp

src/tests/end-to-end/binding_constraints/test_binding_constraints.cpp

guilpier-code · 2025-01-22T15:57:32Z

src/tests/src/solver/utils/CMakeLists.txt

+        INCLUDE
+        "${CMAKE_SOURCE_DIR}/solver/utils"


INCLUDE "${CMAKE_SOURCE_DIR}/solver/utils"

is this useful ?
I mean : if we link with Antares::solverUtils, related include directory should be automatic

without it, test file "basis_status.cpp" cannot find "basis_status_impl.h" which is located under src/solver/utils (with sources, not with headers in include folder)

src/tests/src/solver/utils/test_ortools_quadratic_wrapper.cpp

guilpier-code · 2025-01-22T16:53:35Z

src/tests/src/solver/utils/test_ortools_quadratic_wrapper.cpp

+
+BOOST_FIXTURE_TEST_CASE(solver_not_supported, QpFixture)
+{
+    options.quadraticSolver = "sirius";


When I look at the fixture (the part that does not "check" anything), I wish it could be turned into an class QuadraticProblem.
If this is possible, in unit tests we could have :

BOOST_FIXTURE_TEST_CASE(simple_qp_one_var, QpFixture) { QuadraticProblem QP(/*whatever needed*/); QP.addVariable("x", 0, 1, -0.5, 1); QP.solve(); BOOST_CHECK(QP.success()); BOOST_TEST(QP.solution() == {0.25}); .... }

Instead, we have to manipulate problemeAResoudre things, we don't want to read about as a user.

I actually want the checks to be explicitely on problemAResoudre, which holds both the inputs and the outputs of this ortools_quadratic_wrapper

…eature/new_quad_solvers

tbittar

Just some minor remarks, otherwise all good for me !

tbittar · 2025-02-24T16:29:06Z

docs/developer-guide/CHANGELOG.md

@@ -69,7 +70,7 @@ toc_depth: 2
 #### Build
 * vcpkg (linux, sirius) (#2078) (#2090) (#2145)
 * Remove src/antares-deps (#2182)
-* Use OR-Tools v9.11-rte1.1 (#2437)
+* Use OR-Tools v9.11-rte1.2 (#2574)


I see that there is or-tools 9.12 now, could we use it ?

we are not yet able to make an RTE release for sirius support (CI issues with Windows)

docs/user-guide/solver/04-parameters.md

docs/user-guide/solver/09-command-line.md

src/solver/misc/options.cpp

JasonMarechal25 · 2025-02-26T10:13:20Z

docs/user-guide/solver/09-command-line.md

@@ -17,7 +17,8 @@ hide:
 | --adequacy             | Force the simulation in [adequacy](04-parameters.md#mode) mode                                    |
 | --parallel             | Enable [parallel](optional-features/multi-threading.md) computation of MC years                   |
 | --force-parallel=VALUE | Override the max number of years computed [simultaneously](optional-features/multi-threading.md)  |
-| --solver=VALUE         | The optimization solver to use. Possible values are: `sirius` (default), `coin`, `xpress`, `scip` |
+| --linear-solver=VALUE         | The optimization solver to use for linear problems. Possible values are: `sirius` (default), `coin`, `xpress`, `scip` |


Breaking change in the API should be expressed as a change in major version number.

JasonMarechal25 · 2025-02-26T10:16:11Z

src/optimisation/linear-problem-mpsolver-impl/CMakeLists.txt

@@ -25,7 +25,7 @@ target_link_libraries(${PROJ}
        Antares::linear-problem-api
        Antares::logs
        Antares::solverUtils
-        ortools::ortools
+		$<LINK_LIBRARY:WHOLE_ARCHIVE,ortools::ortools>


Can you add a comment for using this generator expression and not a simple link

And maybe even write an ADR on the subject

this is a temporary workaround to a math_opt bug proposed by google. i forgot to link the github discussion, i'll put it in the comments

src/libs/antares/study/parameters.cpp

src/solver/misc/options.cpp

guilpier-code · 2025-02-27T10:15:59Z

src/solver/optimisation/include/antares/solver/optimisation/opt_fonctions.h

@@ -54,14 +54,16 @@ void OPT_InitialiserLeSecondMembreDuProblemeLineaire(PROBLEME_HEBDO*, int, int,
 void OPT_InitialiserLeSecondMembreDuProblemeQuadratique(PROBLEME_HEBDO*, int);
 void OPT_InitialiserLesCoutsLineaire(PROBLEME_HEBDO*, const int, const int);
 void OPT_InitialiserLesCoutsQuadratiques(PROBLEME_HEBDO*, int);
-bool OPT_AppelDuSolveurQuadratique(PROBLEME_ANTARES_A_RESOUDRE*, const int);
+bool OPT_AppelDuSolveurQuadratique(const OptimizationOptions& options,


Yes : this big header was already there.
What we're doing here is make it grow. We should not.
We should create a opt_appel_solveur_quadratique.h associated to the opt_appel_solveur_quadratique.cpp.

Besides split this opt_fonctions.h would be an easy and not very long work (I think).
It would avoid compilation slowness.
We should remember to clean regularly.
So we should open a ticket for this.

guilpier-code · 2025-02-27T10:44:33Z

src/solver/optimisation/opt_appel_solveur_quadratique.cpp


 using namespace Antares;

-bool OPT_AppelDuSolveurQuadratique(PROBLEME_ANTARES_A_RESOUDRE* ProblemeAResoudre,
+void SolveWithSirius(const Solver::Optimization::OptimizationOptions& options,


ok.
Then we could make SolveWithSirius(...) static (meaning : private to the current source file).
Besides, why do we declare this function and then define it in the same source file ?
We could only define it before the call.

src/solver/utils/ortools_quadratic_wrapper.cpp

src/solver/optimisation/opt_appel_solveur_quadratique.cpp

sonarqubecloud · 2025-03-06T14:00:20Z

Quality Gate passed

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0.0% Duplication on New Code

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Support multiple quadratic solvers

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Signed-off-by: Peter Mitri <[email protected]>

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pet-mit changed the title ~~Support multiple quadratic solvers~~ Support more quadratic solvers Jan 21, 2025

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Support more quadratic solvers #2574

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