Meta-ticket: Improvements to MixedIntegerLinearProgram, its backends, and InteractiveLinearProgram

[mkoeppe]

Alternatives:

• #26511: Meta-ticket: Use Python optimization interfaces: PuLP, Pyomo, cylp...

Proposed packaging change:

• #28175: Move sage optimization backends to separate Cython packages to remove OptionalExtension? problems

Frontend defects:

• #20304: More error checking in MixedIntegerLinearProgram
• #13696: process chained equalities with different signs correctly
• #14540: MILP constraints are silently misunderstood
• #15159: Segfault after deepcopy of MixedIntegerLinearProgram
• #20461: Fixes for copying a MIP and its variables
• #20462: MixedIntegerLinearProgram/MIPVariable: get_min, set_min, get_max, set_max are broken
• #20602: Deprecate MixedIntegerLinearProgram.gen(), __call__, linear_function, which do not do anything useful; add default_variable method
• #20656: MixedIntegerLinearProgram: Remove _variables dictionary
• #20657: More fixes for copying a MIP and the MIPVariables created by new_variable

Frontend wishlist tickets:

• #7574: clean up of MIP interface
• #20406: get_solver should allow passing a function (a solver factory) as the solver argument
• #19523: Raise an error when constraints are added to the wrong MILP
• #20664: MixedIntegerLinearProgram/MIPVariable API cleanup
• #20773: MixedIntegerLinearProgram.new_variable could optionally take a "static" list of component indices
• #20331: A MIPVariable's repr should include some useful information
• #18733: MixedIntegerLinearProgram should support tableau-query methods
• #18688: MixedIntegerLinearProgram should support basis status getting/setting
• #7290: Dual method for linear programs (dup: #13141)
• #18466: Optimal dual solution of LP from MixedIntegerLinearProgram
• #7300: Display tight constraints
• #7790: Setting a default max/min bound when calling MixedIntegerLinearProgram.new_variable
• #15356: linear programming enhancements
• #15583: sage.numerical.linear_functions.LinearConstraint is not a hashable type
• #23681: Make _repr_ of MILP more informative
• #26302: MixedIntegerLinearProgram should provide a way to get the variables in the order they are provided to the polyhedron method
• #26511: MIP frontend/backend using PuLP

Backend defects:`

• #21825: memory leak in MixedIntegerLinearProgram coin backend
• #21449: CoinBackend: _test_solve fails on 32-bit
• #21550: Fix CoinBackend testsuite (32-bit failure)
• #20303: Fixes for add_variables in CVXOPT, PPL, GLPK MIP backends and add_linear_constraints in CVXOPT
• #18572: CVXOPT solver equations handling
• #20600: more failing tests related to cplex / gurobi
• #20360: Add sig_on/sig_off to COINBackend
• #28914: default_mip_solver: Allow solver = a callable

Improvements to backends:

• #18685: Add basis status functions get_col_stat, get_row_stat to GLPK backend
• #18732: Add tableau query functions glp_eval_tab_row, glp_eval_tab_col to GLPK backend
• #18763: COIN backend should support basis status and tableau data functions
• #18838: GLPK backend does not detect unboundedness in simplex-only mode
• #18764: Add glp_exact to Sage's GLPK bindings
• #19471: COIN backend: More basis status and tableau data functions
• #19472: GLPK backend: More basis status and tableau data functions
• #19525: enhancement: Improve GLPK error handling
• #20332: CVXOPTBackend: Set initial problem_name
• #20361: PPL backend re-solves the problem every time get_variable_value or get_objective_value is called
• #10232: check GLPK bound errors
• #20354: PPLBackend: Add support for integer variables
• #20326: GenericBackend: Fix doctest of add_linear_constraint_vector
• #20414: Add copy/__copy__ methods to CVXOPT, PPL, InteractiveLP backends
• #20548: py3 print in numerical folder
• #20323: Common TestSuite for MIP backends
• #20424: More tests for common MIP TestSuite
• #20325: GenericBackend: Add default implementation of add_variables and add_linear_constraints
• #20328: tests related to cplex / gurobi
• #20458: GLPKBackend/GLPKExactBackend: Support "glp_simplex followed by glp_exact"
• #21563: Add scripts to install Gurobi, Cplex include and lib links in SAGE_LOCAL
• #23680: package Osi

Improvements to the backend interface:

• #20337: MIP: Several fixes regarding constant terms in the objective function
• #20324: MIP backends: Unify add_col, add_variable
• #20362: MIP backends: Make variable type consistent between add_variable, set_variable_type (with deprecation)
• #21498: Unify/document write_lp, write_mps behavior regarding filenames and problem transformations
• #21499: GenericBackend: Add _test_sense method

Improvements to underlying libraries:

• #19903 crash with MIP_Problem
• #20351: sage.libs.ppl.MIP_Problem: Add support for integer variables
• #19592: PPL Variables cannot be saved
• #20876: GLPK: glp_exact ignores verbosity level
• #14645: cvxopt 1.1.6.p0 fails to build with SAGE_SPKG_INSTALL_DOCS=yes
• #22006: CBC tries to use system's blas at runtime which creates an error
• #22380: update cvxopt to 1.1.9

New backends:

• #20296: MixedIntegerLinearProgram: New backend using InteractiveLPProblem
• #20413: InteractiveLPBackend: Use standard-form transformation, objective_constant_term, change default base_ring to QQ
• #20433: InteractiveLPBackend: Implement set_verbosity
• #20376: LoggingBackend - delegating MIP backend class that logs input/output to backend methods
• #20446: GLPKExactBackend - a variation on GLPKBackend that sets a solver parameter and signals errors on integer variables
• #18735: MixedIntegerLinearProgram/HybridBackend: Reconstruct exact rational/algebraic basic solution
• #19219: MILP: Add "CyLP" backend
• #18862: Interface to COIN OpenSolverInterface
• #21094: Sage package for SCIP integer programming solver
• #10879: add optional SCIP integer constraint solver (dup: #8672)
• #21003: Add SCIP backend using PySCIPOpt
• #18766: Add bindings, MixedIntegerLinearProgram backend to qsopt_ex, a state-of-the-art exact simplex solver
• #18765: Add Cython wrappers for GLPK's interface glpssx.h (exact rational simplex)
• #18847 create an interface to Mosek optimisation software
• #21032: MIPCL solver: Add package, MIP backend
• #8661: add lpsolve spkg
• #26511: MIP frontend/backend using PuLP; backend to OSI using yaposib

Interactions with InteractiveLinearProgram and its dictionaries:

• #19097: Refactor run_[revised]_simplex_method; add run_dual_[revised]_simplex_method
• #18742: interactive_simplex_method: Support several styles corresponding to major textbooks
• #18852: interactive_simplex_method: Enable typesetting of run_simplex_method in SageMathCloud?
• #18734: Construct an interactive_simplex_method.LPDictionary from a MixedIntegerLinearProgram
• #20311: interactive_simplex_method enhancements
• #20500: LPAbstractDictionary: Refactor leaving_coefficients, entering_coefficients using new methods row_coefficients, column_coefficients
• #20559: InteractiveLPProblem, dictionaries: add_constraint / add_row methods
• #20874: LPAbstractDictionary: Add objective_name method
• #20203: LPCleanDictionary - floating-point helper class for interactive simplex method
• #18804: LPBackendDictionary - a debugging view of a MIP backend connected to interactive_simplex_method
• #20570: InteractiveLPProblem: refactor plot method
• #18805: Add didactical implementation of tableau cutting planes to interactive_simplex_method

Interactions with polyhedra:

• #20301 Polyhedron.to_linear_program should return the MIP variable used
• #20415 Polyhedron.to_linear_program should select solver by base_ring

Applications:

• #20367: fix integer option and a bug in Delsarte bounds code
• #20416: Various callers of MixedIntegerLinearProgram should accept and pass through a solver argument
• #20447: Wrong result from delsarte_bound_additive_hamming_space with GLPK exact simplex
• #20766: avoid using maxima simplex algo in lattice_polytope

SDP:

• #20506: dual variables handling in SDP solver(s)

Documentation:

• #22472: Numerical optimization section of the reference manual needs reorganization

[mkoeppe]

Description modified to remove my comments about variable_upper_bound and variable_lower_bound. I was misled by the interface description in GenericBackend, which was out of sync with the real backends. Fixed in #20296

[vdelecroix]

Hello,

I guess that you do not want to fix all of that in one ticket. One possibility is to use this one as a "task ticket" pointing to other tickets. See for example #18846, #17601 or #18333.

[klee]

Perhaps I am not that klee that you think I am. My name is Kwankyu Lee.

[mkoeppe]

Yes, you wrote ticket #22472 regarding optimization documentation, so I copied you to make sure you are aware of other efforts regarding the optimization code.

[klee]

Ok :-)