Enable call-back support for Java & Python, and add tests on XPRESS

.github/workflows/ubuntu.yml

@@ -15,7 +15,7 @@ env:
 
 jobs:
   build:
-    name: ${{ matrix.os }} shrd=${{ matrix.cmake.shared }} java=${{ matrix.cmake.java }} dotnet=${{ matrix.cmake.dotnet }} python=${{ matrix.cmake.python }}-${{ matrix.cmake.python-version }}
+    name: ${{ matrix.cmake.config }} shrd=${{ matrix.cmake.shared }} java=${{ matrix.cmake.java }} dotnet=${{ matrix.cmake.dotnet }} python=${{ matrix.cmake.python }}-${{ matrix.cmake.python-version }}
     runs-on: ${{ matrix.os }}
     env:
       XPRESSDIR: ${{ github.workspace }}/xpressmp
@@ -25,11 +25,12 @@ jobs:
       matrix:
         os: ["ubuntu-22.04"]
         cmake: [
-          {shared: OFF, java: OFF, dotnet: OFF, python: OFF, python-version: "3.8",  publish-cxx-or: ON},
-          {shared: ON,  java: ON,  dotnet: ON,  python: OFF, python-version: "3.8",  publish-cxx-or: ON},
-          {shared: ON,  java: OFF, dotnet: OFF, python: ON,  python-version: "3.8",  publish-cxx-or: OFF},
-          {shared: ON,  java: OFF, dotnet: OFF, python: ON,  python-version: "3.9",  publish-cxx-or: OFF},
-          {shared: ON,  java: OFF, dotnet: OFF, python: ON,  python-version: "3.10", publish-cxx-or: OFF},
+          {config: "Release", shared: OFF, java: OFF, dotnet: OFF, python: OFF, python-version: "3.8",  publish-cxx-or: ON},
+          {config: "Release", shared: ON,  java: ON,  dotnet: ON,  python: OFF, python-version: "3.8",  publish-cxx-or: ON},
+          {config: "Release", shared: ON,  java: OFF, dotnet: OFF, python: ON,  python-version: "3.8",  publish-cxx-or: OFF},
+          {config: "Debug", shared: ON,  java: OFF, dotnet: OFF, python: ON,  python-version: "3.8",  publish-cxx-or: OFF},
+          {config: "Release", shared: ON,  java: OFF, dotnet: OFF, python: ON,  python-version: "3.9",  publish-cxx-or: OFF},
+          {config: "Release", shared: ON,  java: OFF, dotnet: OFF, python: ON,  python-version: "3.10", publish-cxx-or: OFF},
         ]
 
     steps:
@@ -72,14 +73,14 @@ jobs:
         if: ${{ startsWith(matrix.os, 'ubuntu') }}
         uses: hendrikmuhs/[email protected]
         with:
-          key: ${{ matrix.os }}-${{ matrix.cmake.shared }}-${{ matrix.cmake.dotnet }}-${{ matrix.cmake.java }}-${{ matrix.cmake.python }}-${{ matrix.cmake.python-version }}
+          key: ${{ matrix.cmake.config }}-${{ matrix.cmake.shared }}-${{ matrix.cmake.dotnet }}-${{ matrix.cmake.java }}-${{ matrix.cmake.python }}-${{ matrix.cmake.python-version }}
 
       - name: Check cmake
         run: cmake --version
       - name: Configure OR-Tools
         run: >
           cmake -S . -B build
-          -DCMAKE_BUILD_TYPE=Release
+          -DCMAKE_BUILD_TYPE=${{ matrix.cmake.config }}
           -DBUILD_SHARED_LIBS=${{ matrix.cmake.shared }}
           -DBUILD_PYTHON=${{ matrix.cmake.python }}
           -DBUILD_JAVA=${{ matrix.cmake.java }}
@@ -93,14 +94,14 @@ jobs:
         run: >
           cmake
           --build build
-          --config Release
+          --config ${{ matrix.cmake.config }}
           --target all install -j4
 
       - name: run tests not xpress
         working-directory: ./build/
         run: >
           ctest
-          -C Release
+          -C ${{ matrix.cmake.config }}
           --output-on-failure
           -E "xpress"
 
@@ -109,7 +110,7 @@ jobs:
         run: >
           ctest 
           -V 
-          -C Release 
+          -C ${{ matrix.cmake.config }} 
           --output-on-failure 
           -R "xpress"
 
@@ -119,8 +120,10 @@ jobs:
         run: |
           SHARED=${{ matrix.cmake.shared }}
           [ $SHARED == "ON" ] && WITH_SHARED="_shared" || WITH_SHARED="_static"
+          CONFIG=${{ matrix.cmake.config }}
+          [ $CONFIG == "Debug" ] && WITH_DEBUG="_debug" || WITH_DEBUG=""
           OS="_${{ matrix.os }}"
-          APPENDIX="${OS}"
+          APPENDIX="${OS}${WITH_DEBUG}"
           echo "::set-output name=appendix::$APPENDIX"
           APPENDIX_WITH_SHARED="${OS}${WITH_SHARED}"
           echo "::set-output name=appendix_with_shared::$APPENDIX_WITH_SHARED"

cmake/python.cmake

@@ -216,7 +216,7 @@ if(BUILD_TESTING)
 
     add_test(
       NAME python_${COMPONENT_NAME}_${TEST_NAME}
-      COMMAND ${VENV_Python3_EXECUTABLE} -m pytest ${FILE_NAME}
+      COMMAND ${VENV_Python3_EXECUTABLE} -m pytest ${FILE_NAME} -s
       WORKING_DIRECTORY ${VENV_DIR})
     message(STATUS "Configuring test ${FILE_NAME} done")
   endfunction()

ortools/linear_solver/java/XpressCallbackTest.java

@@ -0,0 +1,135 @@
+package com.google.ortools.java;
+
+import com.google.ortools.Loader;
+import com.google.ortools.linearsolver.*;
+import java.lang.RuntimeException;
+
+import java.util.ArrayList;
+import java.util.List;
+import java.util.Random;
+import org.junit.jupiter.api.BeforeEach;
+import org.junit.jupiter.api.Test;
+import static org.junit.jupiter.api.Assertions.*;
+
+public class XpressCallbackTest {
+    // Numerical tolerance for checking primal, dual, objective values
+    // and other values.
+    private static final double NUM_TOLERANCE = 1e-5;
+
+    static class CustomException extends RuntimeException {
+        public CustomException() {
+        }
+
+        public CustomException(String msg) {
+            super(msg);
+        }
+
+        public CustomException(Throwable throwable) {
+            super(throwable);
+        }
+
+        public CustomException(String message, Throwable cause) {
+            super(message, cause);
+        }
+    }
+
+    @BeforeEach
+    public void setUp() {
+        Loader.loadNativeLibraries();
+    }
+
+    static class MyMpCallback extends MPCallback {
+        private final MPSolver mpSolver;
+        private final boolean throwRuntimeException;
+        private int nSolutions = 0;
+        private List<Double> lastVarValues = null;
+
+        public MyMpCallback(MPSolver mpSolver, boolean throwRuntimeException) {
+            super(false, false);
+            this.mpSolver = mpSolver;
+            this.throwRuntimeException = throwRuntimeException;
+        }
+
+        @Override
+        public void runCallback(MPCallbackContext callback_context) {
+            if (throwRuntimeException) {
+                throw new CustomException("this is a test exception in a callback");
+            }
+            if (!callback_context.event().equals(MPCallbackEvent.MIP_SOLUTION)) {
+                return;
+            }
+            nSolutions++;
+            if (!callback_context.canQueryVariableValues()) {
+                return;
+            }
+            lastVarValues = new ArrayList<>();
+            for (MPVariable variable : mpSolver.variables()) {
+                lastVarValues.add(callback_context.variableValue(variable));
+            }
+        }
+    }
+
+    private MPSolver initSolver() {
+        MPSolver solver = MPSolver.createSolver("XPRESS_MIXED_INTEGER_PROGRAMMING");
+
+        int nVars = 30;
+        int maxTime = 30;
+        solver.objective().setMaximization();
+
+        Random rand = new Random(123);
+        for (int i = 0; i < nVars; i++) {
+            MPVariable x = solver.makeIntVar(-rand.nextDouble() * 200, rand.nextDouble() * 200, "x_" + i);
+            solver.objective().setCoefficient(x, rand.nextDouble() * 200 - 100);
+            if (i==0) {
+                continue;
+            }
+            double rand1 = -rand.nextDouble() * 2000;
+            double rand2 = rand.nextDouble() * 2000;
+            MPConstraint constraint = solver.makeConstraint(Math.min(rand1, rand2), Math.max(rand1, rand2));
+            constraint.setCoefficient(x, rand.nextDouble() * 200 - 100);
+            for (int  j = 0; j < i ; j++) {
+                constraint.setCoefficient(solver.variable(j), rand.nextDouble() * 200 - 100);
+            }
+        }
+
+        solver.setSolverSpecificParametersAsString("PRESOLVE 0 MAXTIME " + maxTime);
+        solver.enableOutput();
+        return solver;
+    }
+
+    @Test
+    public void testXpressNewMipSolCallback() {
+        MPSolver solver = initSolver();
+        if (solver == null) {
+            return;
+        }
+
+        MyMpCallback cb = new MyMpCallback(solver, false);
+        solver.setCallback(cb);
+
+        solver.solve();
+
+
+        // This is a tough MIP, in 30 seconds XPRESS should have found at least 5
+        // solutions (tested with XPRESS v9.0, may change in later versions)
+        assertTrue(cb.nSolutions > 5);
+         // Test that the last solution intercepted by callback is the same as the optimal one retained
+        for (int i = 0; i < solver.numVariables(); i++) {
+            assertEquals(solver.variable(i).solutionValue(), cb.lastVarValues.get(i), NUM_TOLERANCE);
+        }
+    }
+
+    @Test
+    public void testCallbackThrowsException() {
+        // Test that when the callback throws an exception, it is caught by or-tools
+        MPSolver solver = initSolver();
+        if (solver == null) {
+            return;
+        }
+
+        MyMpCallback cb = new MyMpCallback(solver, true);
+        solver.setCallback(cb);
+
+        assertDoesNotThrow(() -> solver.solve());
+    }
+}

ortools/linear_solver/java/linear_solver.i

@@ -46,6 +46,9 @@ class MPModelRequest;
 class MPSolutionResponse;
 }  // namespace operations_research
 
+// cross-language polymorphism should be enabled to support MPCallback feature
+%module(directors="1") operations_research;
+
 %{
 #include "ortools/linear_solver/linear_solver.h"
 #include "ortools/linear_solver/model_exporter.h"
@@ -512,6 +515,39 @@ PROTO2_RETURN(
 %rename (ShowUnusedVariables) operations_research::MPModelExportOptions::show_unused_variables;
 %rename (MaxLineLength) operations_research::MPModelExportOptions::max_line_length;
 
+// Expose the MPCallback & MPCallbackContext APIs
+// Enable cross-language polymorphism for MPCallback virtual class
+%feature("director") operations_research::MPCallback;
+%unignore operations_research::MPCallback;
+%unignore operations_research::MPCallback::MPCallback;
+%unignore operations_research::MPCallback::~MPCallback;
+%rename (runCallback) operations_research::MPCallback::RunCallback;
+%rename (mightAddCuts) operations_research::MPCallback::might_add_cuts;
+%rename (mightAddLazyConstraints) operations_research::MPCallback::might_add_lazy_constraints;
+%unignore operations_research::MPCallbackContext;
+%unignore operations_research::MPCallbackContext::MPCallbackContext;
+%unignore operations_research::MPCallbackContext::~MPCallbackContext;
+%unignore operations_research::MPCallbackEvent;
+%rename (UNKNOWN) operations_research::MPCallbackEvent::kUnknown;
+%rename (POLLING) operations_research::MPCallbackEvent::kPolling;
+%rename (PRESOLVE) operations_research::MPCallbackEvent::kPresolve;
+%rename (SIMPLEX) operations_research::MPCallbackEvent::kSimplex;
+%rename (MIP) operations_research::MPCallbackEvent::kMip;
+%rename (MIP_SOLUTION) operations_research::MPCallbackEvent::kMipSolution;
+%rename (MIP_NODE) operations_research::MPCallbackEvent::kMipNode;
+%rename (BARRIER) operations_research::MPCallbackEvent::kBarrier;
+%rename (MESSAGE) operations_research::MPCallbackEvent::kMessage;
+%rename (MULTI_OBJ) operations_research::MPCallbackContext::MPCallbackEvent::kMultiObj;
+%rename (event) operations_research::MPCallbackContext::Event;
+%rename (canQueryVariableValues) operations_research::MPCallbackContext::CanQueryVariableValues;
+%rename (variableValue) operations_research::MPCallbackContext::VariableValue;
+%rename (addCut) operations_research::MPCallbackContext::AddCut;
+%rename (addLazyConstraint) operations_research::MPCallbackContext::AddLazyConstraint;
+%rename (suggestSolution) operations_research::MPCallbackContext::SuggestSolution;
+%rename (numExploredNodes) operations_research::MPCallbackContext::NumExploredNodes;
+%rename (setCallback) operations_research::MPSolver::SetCallback;
+
+%include "ortools/linear_solver/linear_solver_callback.h"
 %include "ortools/linear_solver/linear_solver.h"
 %include "ortools/linear_solver/model_exporter.h"
 

ortools/linear_solver/linear_solver_callback.h

@@ -137,7 +137,7 @@ class MPCallbackContext {
 //
 class MPCallback {
  public:
-  // If you intend to call call MPCallbackContext::AddCut(), you must set
+  // If you intend to call MPCallbackContext::AddCut(), you must set
   // might_add_cuts below to be true.  Likewise for
   // MPCallbackContext::AddLazyConstraint() and might_add_lazy_constraints.
   MPCallback(bool might_add_cuts, bool might_add_lazy_constraints)
@@ -153,6 +153,7 @@ class MPCallback {
   bool might_add_cuts() const { return might_add_cuts_; }
   bool might_add_lazy_constraints() const {
     return might_add_lazy_constraints_;
+
   }
 
  private:

ortools/linear_solver/python/linear_solver.i

@@ -47,11 +47,25 @@ class MPSolutionResponse;
 class IISResponse;
 }  // namespace operations_research
 
+// cross-language polymorphism should be enabled to support MPCallback feature
+%module(directors="1") operations_research;
+%feature("director:except") {
+if ($error != NULL) {
+  throw Swig::DirectorMethodException();
+}
+}
+
+%exception {
+try { $action }
+catch (Swig::DirectorException &e) { SWIG_fail; }
+}
+
 %{
 #include "ortools/linear_solver/linear_solver.h"
 #include "ortools/linear_solver/model_exporter.h"
 #include "ortools/linear_solver/model_exporter_swig_helper.h"
 #include "ortools/linear_solver/model_validator.h"
+#include "ortools/linear_solver/python/python_mp_callback.h"
 %}
 
 %pythoncode %{
@@ -275,6 +289,12 @@ PY_CONVERT(MPConstraint);
 PY_CONVERT_HELPER_PTR(MPVariable);
 PY_CONVERT(MPVariable);
 
+PY_CONVERT_HELPER_PTR(PythonMPCallback);
+PY_CONVERT(PythonMPCallback);
+
+PY_CONVERT_HELPER_PTR(MPCallbackContext);
+PY_CONVERT(MPCallbackContext);
+
 %ignoreall
 
 %unignore operations_research;
@@ -494,7 +514,41 @@ PY_CONVERT(MPVariable);
 // Expose the model validator.
 %rename (FindErrorInModelProto) operations_research::FindErrorInMPModelProto;
 
+// Expose the MPCallback & MPCallbackContext APIs
+// Enable cross-language polymorphism for MPCallback virtual class
+%feature("director") operations_research::PythonMPCallback;
+%rename (MPCallback) operations_research::PythonMPCallback;
+%unignore operations_research::PythonMPCallback::PythonMPCallback;
+%unignore operations_research::PythonMPCallback::~PythonMPCallback;
+%unignore operations_research::PythonMPCallback::Run;
+%unignore operations_research::PythonMPCallback::might_add_cuts;
+%unignore operations_research::PythonMPCallback::might_add_lazy_constraints;
+%unignore operations_research::MPCallbackContext;
+%unignore operations_research::MPCallbackContext::MPCallbackContext;
+%unignore operations_research::MPCallbackContext::~MPCallbackContext;
+%unignore operations_research::MPCallbackEvent;
+%rename (UNKNOWN) operations_research::MPCallbackEvent::kUnknown;
+%rename (POLLING) operations_research::MPCallbackEvent::kPolling;
+%rename (PRESOLVE) operations_research::MPCallbackEvent::kPresolve;
+%rename (SIMPLEX) operations_research::MPCallbackEvent::kSimplex;
+%rename (MIP) operations_research::MPCallbackEvent::kMip;
+%rename (MIP_SOLUTION) operations_research::MPCallbackEvent::kMipSolution;
+%rename (MIP_NODE) operations_research::MPCallbackEvent::kMipNode;
+%rename (BARRIER) operations_research::MPCallbackEvent::kBarrier;
+%rename (MESSAGE) operations_research::MPCallbackEvent::kMessage;
+%rename (MULTI_OBJ) operations_research::MPCallbackContext::MPCallbackEvent::kMultiObj;
+%unignore operations_research::MPCallbackContext::Event;
+%unignore operations_research::MPCallbackContext::CanQueryVariableValues;
+%unignore operations_research::MPCallbackContext::VariableValue;
+%unignore operations_research::MPCallbackContext::AddCut;
+%unignore operations_research::MPCallbackContext::AddLazyConstraint;
+%unignore operations_research::MPCallbackContext::SuggestSolution;
+%unignore operations_research::MPCallbackContext::NumExploredNodes;
+%unignore operations_research::MPSolver::SetCallback;
+
+%include "ortools/linear_solver/linear_solver_callback.h"
 %include "ortools/linear_solver/linear_solver.h"
+%include "ortools/linear_solver/python/python_mp_callback.h"
 %include "ortools/linear_solver/model_exporter.h"
 %include "ortools/linear_solver/model_exporter_swig_helper.h"