hchapman / orwrap

Faster matrix constraints for ortools

orwrap for ortools

Implements faster insert of matrix constraints for ortools (can be 100x faster)! Can be used as a drop-in replacement for the Solver in ortools.linear_solver.pywraplp

Installation

You need to have ortools and Cython already installed and you must use Linux at this time. The installation was tested on Ubuntu and works fine here.

The headers in the include directory are from the ubuntu 18.10 package.

Usage

The most important added function to the solver is MakeMatrixConstraint.

def MakeMatrixConstraint(coef, lin_expr, lb, ub):
    """
    Allows fast insertion of many constraints at once.
    lb <= coef * lin_expr <= ub

    :param coef: np.ndarray[rows, cols]
    :param lin_expr: list if <cols> entries containing linear expressions
    :param lb: np.ndarray[rows] with lower bound
    :param ub: np.ndarray[rows] with upper bound
    """

Example

from orwrap import Solver
from numpy import zeros, ones, tril
model = Solver("Test", Solver.GLOP_LINEAR_PROGRAMMING)
model.MakeMatrixConstraint(tril(ones((10, 10))), model.NumVarDict(range(10), 0, 10, "test").values(), zeros(10), ones(10))
print(model.ExportModelAsLpFormat(obfuscated=False))