#20302: Meta-ticket: Improvements to MixedIntegerLinearProgram and its backends
-----------------------------+------------------------
       Reporter:  mkoeppe    |        Owner:
           Type:  task       |       Status:  new
       Priority:  major      |    Milestone:  sage-7.2
      Component:  numerical  |   Resolution:
       Keywords:  lp         |    Merged in:
        Authors:             |    Reviewers:
Report Upstream:  N/A        |  Work issues:
         Branch:             |       Commit:
   Dependencies:  #20296     |     Stopgaps:
-----------------------------+------------------------
Description changed by mkoeppe:

Old description:

> Frontend:
>  - #20304: More error checking in MixedIntegerLinearProgram
>
> Backends:
>  - #20303: Fixes for add_variables in CVXOPT, PPL, GLPK MIP backends and
> add_linear_constraints in CVXOPT
>

> Interactions with InteractiveLinearProgram and its dictionaries:
>  - #18734: Construct an interactive_simplex_method.LPDictionary from a
> MixedIntegerLinearProgram
>  - #20311: interactive_simplex_method enhancements
>  - #20296: MixedIntegerLinearProgram: New backend using
> InteractiveLPProblem
>  - #18735: MixedIntegerLinearProgram/HybridBackend: Reconstruct exact
> rational/algebraic basic solution
>  - #20203: LPCleanDictionary - floating-point helper class for
> interactive simplex method
>  - #18804: LPBackendDictionary - a debugging view of a MIP backend
> connected to interactive_simplex_method
>
> Interactions with polyhedra:
>  - #20301 Polyhedron.to_linear_program should return the MIP variable
> used
>
> * * * *
>
> To be put on separate tickets:
>
> Clean up MILP backend interface:
>
> While implementing `InteractiveLPBackend` for #20296, I noticed several
> deficiencies in the design of the MILP backend interface.
>
>  - `add_col` and `add_variable` both add a variable to the problem; but
> `add_col` only allows to add a column with no name; whereas
> `add_variable` only allows to add a column with no coefficients. There
> should be one function (`add_variable`, probably - see #20296 for a
> possible interface) that can do both; should then deprecate `add_col`.
> Note that `add_col` is not used by `MixedIntegerLinearProgram`; it is
> only used in doctests of the backends.  (Also compare with
> `add_linear_constraint`, which takes a zipped index/coefficient list,
> whereas `add_col` takes two parallel lists.)
>
>  - `add_variables` and `add_linear_constraints` should have a default
> implementation in `GenericBackend`, like `add_linear_constraint_vector`.
>
>  - The doctest of `add_linear_constraint_vector` from generic_backend.pyx
> (which is never run for any real backend!), when applied to COIN or GLPK
> leads to segfaults:
> {{{
> sage:             sage: coeffs = ([0, vector([1, 2])], [1, vector([2,
> 3])])
> sage:             sage: upper = vector([5, 5])
> sage:             sage: lower = vector([0, 0])
> sage:             sage: from sage.numerical.backends.generic_backend
> import get_solver
> sage:             sage: p = get_solver(solver = "Coin")
> # optional - cbc
> sage: p.add_linear_constraint_vector(2, coeffs, lower, upper, 'foo')
> ------------------------------------------------------------------------
> 0   signals.so                          0x0000000109df05c5
> print_backtrace + 37
> ------------------------------------------------------------------------
> Unhandled SIGSEGV: A segmentation fault occurred.
> This probably occurred because a *compiled* module has a bug
> in it and is not properly wrapped with sig_on(), sig_off().
> Python will now terminate.
> ------------------------------------------------------------------------
> Segmentation fault: 11
> $ sage
> SageMath Version 7.2.beta0, Release Date: 2016-03-24
> sage: sage:             sage: coeffs = ([0, vector([1, 2])], [1,
> vector([2, 3])])
> sage: sage:             sage: upper = vector([5, 5])
> sage: sage:             sage: lower = vector([0, 0])
> sage: sage:             sage: from
> sage.numerical.backends.generic_backend import get_solver
> sage: sage:             sage: p = get_solver(solver = "Coin")
> # optional - cbc
> sage: p.add_linear_constraint_vector(2, coeffs, lower, upper)
> ------------------------------------------------------------------------
> 0   signals.so                          0x0000000109c8a5c5
> print_backtrace + 37
> ------------------------------------------------------------------------
> Unhandled SIGSEGV: A segmentation fault occurred.
> }}}
>
> Also, I think the backends should be tested using a common `TestSuite`.
> Right now each backend uses its own doctests, which have slightly
> diverged from each other, so there is nothing (other than the fact that
> they were the result of copy-paste from each other) that ensures
> consistency. (#20296 fixes several wrong doctests in `GenericBackend`,
> from which I tried to copy-paste, for example.)

New description:

 Frontend:
  - #20304: More error checking in `MixedIntegerLinearProgram`

 Backends:
  - #20303: Fixes for add_variables in CVXOPT, PPL, GLPK MIP backends and
 `add_linear_constraints` in CVXOPT


 Interactions with `InteractiveLinearProgram` and its dictionaries:
  - #18734: Construct an `interactive_simplex_method.LPDictionary` from a
 `MixedIntegerLinearProgram`
  - #20311: `interactive_simplex_method` enhancements
  - #20296: `MixedIntegerLinearProgram`: New backend using
 `InteractiveLPProblem`
  - #18735: `MixedIntegerLinearProgram`/`HybridBackend`: Reconstruct exact
 rational/algebraic basic solution
  - #20203: `LPCleanDictionary` - floating-point helper class for
 interactive simplex method
  - #18804: `LPBackendDictionary` - a debugging view of a MIP backend
 connected to `interactive_simplex_method`

 Interactions with polyhedra:
  - #20301 `Polyhedron.to_linear_program` should return the MIP variable
 used

 * * * *

 To be put on separate tickets:

 Clean up MILP backend interface:

 While implementing `InteractiveLPBackend` for #20296, I noticed several
 deficiencies in the design of the MILP backend interface.

  - `add_col` and `add_variable` both add a variable to the problem; but
 `add_col` only allows to add a column with no name; whereas `add_variable`
 only allows to add a column with no coefficients. There should be one
 function (`add_variable`, probably - see #20296 for a possible interface)
 that can do both; should then deprecate `add_col`. Note that `add_col` is
 not used by `MixedIntegerLinearProgram`; it is only used in doctests of
 the backends.  (Also compare with `add_linear_constraint`, which takes a
 zipped index/coefficient list, whereas `add_col` takes two parallel
 lists.)

  - `add_variables` and `add_linear_constraints` should have a default
 implementation in `GenericBackend`, like `add_linear_constraint_vector`.

  - The doctest of `add_linear_constraint_vector` from generic_backend.pyx
 (which is never run for any real backend!), when applied to COIN or GLPK
 leads to segfaults:
 {{{
 sage:             sage: coeffs = ([0, vector([1, 2])], [1, vector([2,
 3])])
 sage:             sage: upper = vector([5, 5])
 sage:             sage: lower = vector([0, 0])
 sage:             sage: from sage.numerical.backends.generic_backend
 import get_solver
 sage:             sage: p = get_solver(solver = "Coin")
 # optional - cbc
 sage: p.add_linear_constraint_vector(2, coeffs, lower, upper, 'foo')
 ------------------------------------------------------------------------
 0   signals.so                          0x0000000109df05c5 print_backtrace
 + 37
 ------------------------------------------------------------------------
 Unhandled SIGSEGV: A segmentation fault occurred.
 This probably occurred because a *compiled* module has a bug
 in it and is not properly wrapped with sig_on(), sig_off().
 Python will now terminate.
 ------------------------------------------------------------------------
 Segmentation fault: 11
 $ sage
 SageMath Version 7.2.beta0, Release Date: 2016-03-24
 sage: sage:             sage: coeffs = ([0, vector([1, 2])], [1,
 vector([2, 3])])
 sage: sage:             sage: upper = vector([5, 5])
 sage: sage:             sage: lower = vector([0, 0])
 sage: sage:             sage: from sage.numerical.backends.generic_backend
 import get_solver
 sage: sage:             sage: p = get_solver(solver = "Coin")
 # optional - cbc
 sage: p.add_linear_constraint_vector(2, coeffs, lower, upper)
 ------------------------------------------------------------------------
 0   signals.so                          0x0000000109c8a5c5 print_backtrace
 + 37
 ------------------------------------------------------------------------
 Unhandled SIGSEGV: A segmentation fault occurred.
 }}}

 Also, I think the backends should be tested using a common `TestSuite`.
 Right now each backend uses its own doctests, which have slightly diverged
 from each other, so there is nothing (other than the fact that they were
 the result of copy-paste from each other) that ensures consistency.
 (#20296 fixes several wrong doctests in `GenericBackend`, from which I
 tried to copy-paste, for example.)

--

--
Ticket URL: <http://trac.sagemath.org/ticket/20302#comment:9>
Sage <http://www.sagemath.org>
Sage: Creating a Viable Open Source Alternative to Magma, Maple, Mathematica, 
and MATLAB

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