Merge pull request #8 from ryanjoneil/cbc-and-clp

Adds cbc and clp

README.md

@@ -1,10 +1,10 @@
 # Ruby Algebraic Modeling System
 
-RAMS is a library for formulating and solving [Mixed Integer Linear Programs](https://en.wikipedia.org/wiki/Integer_programming) in Ruby. Currently, it only supports the [GNU Linear Programming Kit](https://www.gnu.org/software/glpk/), but more solvers are on the way.
+RAMS is a library for formulating and solving [Mixed Integer Linear Programs](https://en.wikipedia.org/wiki/Integer_programming) in Ruby. Currently it supports [CLP](https://www.coin-or.org/Clp/), [CBC](https://www.coin-or.org/Cbc/), and [GNU Linear Programming Kit](https://www.gnu.org/software/glpk/), and more solvers are on the way.
 
 ## Quick Start
 
-Make sure you have `glpsol` available on your system. On OSX you can do that with `brew`:
+GLPK is the default solver, so make sure you at least have `glpsol` available on your system. On OSX you can do that with `brew`:
 
 ```
 brew install glpk
@@ -51,4 +51,17 @@ x2 = 0.0
 x3 = 1.0
 ```
 
+If you want to switch to a different solver, simply install that solver onto your system, and change the `solver` attribute on the model.
+
+```ruby
+m.solver = :cbc  # or...
+m.solver = :clp
+```
+
+Additional solver arguments can be passed as though they are command line flags.
+
+```ruby
+m.args = ['--dfs', '--bib']
+```
+
 More examples are available [here](https://github.com/ryanjoneil/rams/tree/master/examples). Happy modeling!

lib/rams/model.rb

@@ -1,5 +1,7 @@
 require 'tempfile'
 require_relative 'variable'
+require_relative 'solvers/cbc'
+require_relative 'solvers/clp'
 require_relative 'solvers/glpk'
 
 module RAMS
@@ -28,7 +30,11 @@ class Model
     attr_accessor :objective, :args, :verbose
     attr_reader :solver, :sense, :variables, :constraints
 
-    SOLVERS = { glpk: RAMS::Solvers::GLPK.new }.freeze
+    SOLVERS = {
+      cbc: RAMS::Solvers::CBC.new,
+      clp: RAMS::Solvers::CLP.new,
+      glpk: RAMS::Solvers::GLPK.new
+    }.freeze
 
     def initialize
       @solver = :glpk

lib/rams/solvers/cbc.rb

@@ -0,0 +1,45 @@
+require_relative 'solver'
+
+module RAMS
+  module Solvers
+    # Interface to COIN-OR Branch-and-Cut
+    class CBC < Solver
+      def solver_command(model_file, solution_file, args)
+        ['cbc', model_file.path] + args + ['printingOptions', 'all', 'solve', 'solution', solution_file.path]
+      end
+
+      private
+
+      def parse_status(model, lines)
+        return :undefined if lines.count < 1
+        status = lines.first
+        return :optimal if status =~ /Optimal/
+        return :feasible if status =~ /Stopped/
+        return :infeasible if status =~ /Infeasible/
+        return :unbounded if status =~ /Unbounded/
+        :undefined
+      end
+
+      def parse_objective(model, lines)
+        return nil if lines.count < 1
+        objective = lines.first.split[-1].to_f
+        model.sense == :max ? -objective : objective
+      end
+
+      def parse_primal(model, lines)
+        lines[model.constraints.count + 1, model.variables.count].map do |l|
+          comps = l.split
+          [model.variables[comps[1]], comps[2].to_f]
+        end.to_h
+      end
+
+      def parse_dual(model, lines)
+        lines[1, model.constraints.count].map do |l|
+          comps = l.split
+          dual = model.sense == :max ? -comps[3].to_f : comps[3].to_f
+          [model.constraints[comps[1]], dual]
+        end.to_h
+      end
+    end
+  end
+end

lib/rams/solvers/clp.rb

@@ -0,0 +1,45 @@
+require_relative 'solver'
+
+module RAMS
+  module Solvers
+    # Interface to COIN-OR Linear Programming
+    class CLP < Solver
+      def solver_command(model_file, solution_file, args)
+        ['clp', model_file.path] + args + ['printingOptions', 'all', 'solve', 'solution', solution_file.path]
+      end
+
+      private
+
+      def parse_status(model, lines)
+        return :undefined if lines.count < 1
+        status = lines.first
+        return :optimal if status =~ /optimal/
+        return :feasible if status =~ /stopped/
+        return :infeasible if status =~ /infeasible/
+        return :unbounded if status =~ /unbounded/
+        :undefined
+      end
+
+      def parse_objective(model, lines)
+        return nil if lines.count < 2
+        objective = lines[1].split[-1].to_f
+        model.sense == :max ? -objective : objective
+      end
+
+      def parse_primal(model, lines)
+        lines[model.constraints.count + 2, model.variables.count].map do |l|
+          comps = l.split
+          [model.variables[comps[1]], comps[2].to_f]
+        end.to_h
+      end
+
+      def parse_dual(model, lines)
+        lines[2, model.constraints.count].map do |l|
+          comps = l.split
+          dual = model.sense == :max ? -comps[3].to_f : comps[3].to_f
+          [model.constraints[comps[1]], dual]
+        end.to_h
+      end
+    end
+  end
+end

lib/rams/solvers/glpk.rb

@@ -4,36 +4,35 @@ module RAMS
   module Solvers
     # Interface to the GNU Linear Programming Kit
     class GLPK < Solver
-      def solver_command(model_file, solution_file)
-        ['glpsol', '--lp', model_file.path, '--output', solution_file.path]
+      def solver_command(model_file, solution_file, args)
+        ['glpsol', '--lp', model_file.path, '--output', solution_file.path] + args
       end
 
       private
 
-      def parse_status(lines)
+      def parse_status(_model, lines)
         status = lines.select { |l| l =~ /^Status/ }.first
         return :optimal if status =~ /OPTIMAL/
         return :feasible if status =~ /FEASIBLE/
         return :infeasible if status =~ /EMPTY/
+        return :unbounded if status =~ /UNBOUNDED/
         :undefined
       end
 
-      def parse_objective(lines)
+      def parse_objective(_model, lines)
         lines.select { |l| l =~ /^Objective/ }.first.split[3].to_f
       end
 
       def parse_primal(model, lines)
-        primal = model.variables.values.map { |v| [v, 0.0] }.to_h
         start_idx = lines.index { |l| l =~ /Column name/ } + 2
         length = lines[start_idx, lines.length].index { |l| l == '' }
-        primal.update(lines[start_idx, length].map { |l| [model.variables[l[7, 12].strip], l[23, 13].to_f] }.to_h)
+        lines[start_idx, length].map { |l| [model.variables[l[7, 12].strip], l[23, 13].to_f] }.to_h
       end
 
       def parse_dual(model, lines)
-        duals = model.constraints.values.map { |c| [c, 0.0] }.to_h
         start_idx = lines.index { |l| l =~ /Row name/ } + 2
         length = lines[start_idx, lines.length].index { |l| l == '' }
-        duals.update(lines[start_idx, length].map { |l| [model.constraints[l[7, 12].strip], l[-13, 13].to_f] }.to_h)
+        lines[start_idx, length].map { |l| [model.constraints[l[7, 12].strip], l[-13, 13].to_f] }.to_h
       end
     end
   end

lib/rams/solvers/solver.rb

@@ -39,7 +39,7 @@ def solve_and_parse(model, model_file, solution_file)
 
       # rubocop:disable MethodLength
       def call_solver(model, model_file, solution_file)
-        command = solver_command(model_file, solution_file) + model.args
+        command = solver_command(model_file, solution_file, model.args)
         _, stdout, stderr, exit_code = Open3.popen3(*command)
 
         begin
@@ -54,25 +54,25 @@ def call_solver(model, model_file, solution_file)
       end
       # rubocop:enable MethodLength
 
-      def solver_command(_model_file, _solution_file)
+      def solver_command(_model_file, _solution_file, _args)
         raise NotImplementedError
       end
 
       def parse_solution(model, solution_text)
         lines = solution_text.split "\n"
         RAMS::Solution.new(
-          parse_status(lines),
-          parse_objective(lines),
+          parse_status(model, lines),
+          parse_objective(model, lines),
           parse_primal(model, lines),
           parse_dual(model, lines)
         )
       end
 
-      def parse_status(_lines)
+      def parse_status(_model, _lines)
         raise NotImplementedError
       end
 
-      def parse_objective(_lines)
+      def parse_objective(_model, _lines)
         raise NotImplementedError
       end
 

rams.gemspec

@@ -4,7 +4,7 @@ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
 
 Gem::Specification.new do |spec|
   spec.name          = 'rams'
-  spec.version       = '0.1'
+  spec.version       = '0.1.1'
   spec.authors       = ["Ryan J. O'Neil"]
   spec.email         = ['ryanjoneil@gmail.com']
   spec.summary       = 'Ruby Algebraic Modeling System'

tests/test_model.rb

@@ -3,9 +3,38 @@
 
 # RAMS::Model tests
 class TestModel < Test::Unit::TestCase
-  # rubocop:disable AbcSize, MethodLength
   def test_simple
+    run_test_simple :cbc
+    run_test_simple :clp
+    run_test_simple :glpk
+  end
+
+  def test_binary
+    run_test_binary :cbc
+    run_test_binary :glpk
+  end
+
+  def test_integer
+    run_test_integer :cbc
+    run_test_integer :glpk
+  end
+
+  def test_infeasible
+    run_test_infeasible :cbc
+    run_test_infeasible :clp
+    run_test_infeasible :glpk
+  end
+
+  def test_unbounded
+    run_test_unbounded :cbc
+    run_test_unbounded :clp
+    run_test_unbounded :glpk
+  end
+
+  # rubocop:disable AbcSize, MethodLength
+  def run_test_simple(solver)
     m = RAMS::Model.new
+    m.solver = solver
     x1 = m.variable
     x2 = m.variable
 
@@ -26,8 +55,9 @@ def test_simple
   # rubocop:enable AbcSize, MethodLength
 
   # rubocop:disable AbcSize, MethodLength
-  def test_binary
+  def run_test_binary(solver)
     m = RAMS::Model.new
+    m.solver = solver
 
     x1 = m.variable type: :binary
     x2 = m.variable type: :binary
@@ -52,8 +82,9 @@ def test_binary
   end
   # rubocop:enable AbcSize, MethodLength
 
-  def test_integer
+  def run_test_integer(solver)
     m = RAMS::Model.new
+    m.solver = solver
 
     x = m.variable type: :integer
     m.constrain(x <= 1.5)
@@ -68,8 +99,9 @@ def test_integer
   end
 
   # rubocop:disable MethodLength
-  def test_infeasible
+  def run_test_infeasible(solver)
     m = RAMS::Model.new
+    m.solver = solver
 
     x1 = m.variable type: :binary, high: 0
     x2 = m.variable type: :binary, high: 0
@@ -86,8 +118,9 @@ def test_infeasible
   end
   # rubocop:enable MethodLength
 
-  def test_unbounded
+  def run_test_unbounded(solver)
     m = RAMS::Model.new
+    m.solver = solver
 
     x = m.variable type: :integer
     m.constrain(x >= 1)
@@ -96,6 +129,6 @@ def test_unbounded
     m.objective = x
     solution = m.solve
 
-    assert_equal :undefined, solution.status
+    assert_includes [:unbounded, :undefined], solution.status
   end
 end