ConvertTight: Detect and fix infeasibility

miplearn/solvers/gurobi.py

@@ -33,6 +33,7 @@ class GurobiSolver(InternalSolver):
         """
         if params is None:
             params = {}
+        params["InfUnbdInfo"] = True
         from gurobipy import GRB
 
         self.GRB = GRB
@@ -132,7 +133,6 @@ class GurobiSolver(InternalSolver):
         if iteration_cb is None:
             iteration_cb = lambda: False
         while True:
-            logger.debug("Solving MIP...")
             with RedirectOutput(streams):
                 if lazy_cb is None:
                     self.model.optimize()
@@ -176,6 +176,13 @@ class GurobiSolver(InternalSolver):
         var = self._all_vars[var_name][index]
         return self._get_value(var)
 
+    def is_infeasible(self):
+        return self.model.status in [self.GRB.INFEASIBLE, self.GRB.INF_OR_UNBD]
+
+    def get_farkas_dual(self, cid):
+        c = self.model.getConstrByName(cid)
+        return c.farkasDual
+
     def _get_value(self, var):
         if self.cb_where == self.GRB.Callback.MIPSOL:
             return self.model.cbGetSolution(var)
@@ -280,6 +287,10 @@ class GurobiSolver(InternalSolver):
         c = self.model.getConstrByName(cid)
         c.Sense = sense
 
+    def get_constraint_sense(self, cid):
+        c = self.model.getConstrByName(cid)
+        return c.Sense
+
     def set_constraint_rhs(self, cid, rhs):
         c = self.model.getConstrByName(cid)
         c.RHS = rhs

miplearn/solvers/internal.py

@@ -191,6 +191,23 @@ class InternalSolver(ABC):
         """
         pass
 
+    @abstractmethod
+    def is_infeasible(self):
+        """
+        Returns True if the model has been proved to be infeasible.
+        Must be called after solve.
+        """
+        pass
+
+    @abstractmethod
+    def get_farkas_dual(self, cid):
+        """
+        If the model is infeasible, returns a portion of the infeasibility certificate
+        corresponding to the given constraint. If the model is feasible, calling this
+        function raises an error.
+        """
+        pass
+
     @abstractmethod
     def is_constraint_satisfied(self, cobj):
         pass
@@ -199,6 +216,10 @@ class InternalSolver(ABC):
     def set_constraint_sense(self, cid, sense):
         pass
 
+    @abstractmethod
+    def get_constraint_sense(self, cid):
+        pass
+
     @abstractmethod
     def set_constraint_rhs(self, cid, rhs):
         pass

miplearn/solvers/pyomo/base.py

@@ -258,5 +258,14 @@ class BasePyomoSolver(InternalSolver):
     def set_constraint_sense(self, cid, sense):
         raise Exception("Not implemented")
 
+    def get_constraint_sense(self, cid):
+        raise Exception("Not implemented")
+
     def set_constraint_rhs(self, cid, rhs):
         raise Exception("Not implemented")
+
+    def is_infeasible(self):
+        raise Exception("Not implemented")
+
+    def get_farkas_dual(self, cid):
+        raise Exception("Not implemented")