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A Python interface to the Exact integer linear programming solver

Project description

Exact

Exact solves decision and optimization problems formulated as integer linear programs. Under the hood, it converts integer variables to binary (0-1) variables and applies highly efficient propagation routines and strong cutting-planes / pseudo-Boolean conflict analysis.

Exact is a fork of RoundingSat and improves upon its predecessor in reliability, performance and ease-of-use. The name "Exact" reflects that the answers are fully sound, as approximate and floating-point calculations only occur in heuristic parts of the algorithm. As such, Exact can soundly be used for verification and theorem proving, where its envisioned ability to emit machine-checkable certificates of optimality and unsatisfiability should prove useful.

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Features

  • Native conflict analysis over binary linear constraints, constructing full-blown cutting planes proofs.
  • Highly efficient watched propagation routines.
  • Seamless use of arbitrary precision arithmetic when needed.
  • Hybrid linear (top-down) and core-guided (bottom-up) optimization.
  • Optional integration with the SoPlex LP solver.
  • Core solver also compiles on macOS and Windows.
  • Under development: Python interface with assumption solving and reuse of solver state (Linux only for now).
  • Under development: generation of certificates of optimality and unsatisfiability that can be automatically verified by VeriPB.

Python interface

To use the Python interface, compile as a shared library and install it with your package manager (e.g., pip). On Linux, this script should do the trick. On other systems, something similar should happen. Make sure to have the Boost libraries (see dependencies) installed.

The header file Exact.hpp contains the C++ methods exposed to Python via cppyy as well as their description. This is probably the place to start to learn about Exact's Python usage.

Next, python/examples contains instructive, fully commented examples.

File-based usage

Exact takes as input an integer linear program and outputs a(n optimal) solution or reports that none exists. Either pipe the program

cat test/instances/opb/opt/stein15.opb | build/Exact

or pass the file as a parameter

build/Exact test/instances/opb/opt/stein15.opb

Use the flag --help to display a list of runtime parameters.

Exact supports five input formats (described in more detail in InputFormats.md):

  • .opb pseudo-Boolean PBO (only linear objective and constraints)
  • .cnf DIMACS Conjunctive Normal Form (CNF)
  • .wcnf Weighted Conjunctive Normal Form (WCNF)
  • .mps Mathematical Programming System (MPS) via the optional CoinUtils library
  • .lp Linear Program (LP) via the optional CoinUtils library

Note that .mps and .lp allow rational variables, which are not supported by Exact. Additionally, these formats permit floating point values, which may lead to tricky issues. Rewrite constraints with fractional values to integral ones by multiplying with the lowest common multiple of the denominators.

By default, Exact decides on the format based on the filename extension, but this can be overridden with the --format option.

Compilation

In the root directory of Exact:

cd build
cmake .. -DCMAKE_BUILD_TYPE=Release
make

For a debug build:

cd build_debug
cmake .. -DCMAKE_BUILD_TYPE=Debug
make

For more builds, similar build directories can be created.

For installing system-wide or to the CMAKE_INSTALL_PREFIX root, use make install.

Dependencies

  • C++17 (i.e., a reasonably recent C++ compiler)
  • Boost library. On a Debian/Ubuntu system, install with sudo apt install libboost-dev.
  • Optionally: CoinUtils library to parse MPS and LP file formats. Use CMake option -Dcoinutils=ON after installing the library.
  • Optionally: SoPlex LP solver (see below).

SoPlex

Exact supports an integration with the LP solver SoPlex to improve its search routine. For this, checkout SoPlex from its git repository as a submodule, compile it in some separate directory, and configure the right CMake options when compiling Exact.

By default, the following commands in Exact's root directory should work with a freshly checked out repository:

    git submodule init
    git submodule update

    mkdir soplex_build
    cd soplex_build
    cmake ../soplex -DBUILD_TESTING="0" -DSANITIZE_UNDEFINED="0" -DCMAKE_BUILD_TYPE="Release" -DBOOST="0" -DGMP="0" -DCMAKE_WINDOWS_EXPORT_ALL_SYMBOLS="0" -DZLIB="0"
    make -j 8

    cd ../build_debug
    cmake .. -DCMAKE_BUILD_TYPE="Release" -Dsoplex="ON"
    make -j 8

The CMake options soplex_src and soplex_build allow to look for SoPlex in a different location.

License

Exact is licensed under the AGPLv3. If this would hinder your intended usage, please contact @JoD.

Benchmarks

The current set of benchmarks which is used to assess performance is available here.

Citations

If you use Exact, please cite this repository and the RoundingSat origin paper (which focuses on cutting planes conflict analysis):
[EN18] J. Elffers, J. Nordström. Divide and Conquer: Towards Faster Pseudo-Boolean Solving. IJCAI 2018

When relevant, please cite the following papers as well.

Integration with SoPlex:
[DGN20] J. Devriendt, A. Gleixner, J. Nordström. Learn to Relax: Integrating 0-1 Integer Linear Programming with Pseudo-Boolean Conflict-Driven Search. CPAIOR 2020 / Constraints journal

Watched propagation:
[D20] J. Devriendt. Watched Propagation for 0-1 Integer Linear Constraints. CP 2020

Core-guided optimization:
[DGDNS21] J. Devriendt, S. Gocht, E. Demirović, J. Nordström, P. J. Stuckey. Cutting to the Core of Pseudo-Boolean Optimization: Combining Core-Guided Search with Cutting Planes Reasoning. AAAI 2021

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