More LPI functions and optimality check (#967)

* add parameter set and get functions for lpi

* remove some unavailbale set and get functions

* add comments and assertation for lp test

* change function order

* remove parameter tests and add isFeasPositive

* optimality check before getsol for lpi, fix memory issue

* Update src/pyscipopt/lp.pxi

Co-authored-by: João Dionísio <[email protected]>

* Update src/pyscipopt/lp.pxi

Co-authored-by: João Dionísio <[email protected]>

* Update src/pyscipopt/lp.pxi

Co-authored-by: João Dionísio <[email protected]>

* Update src/pyscipopt/lp.pxi

Co-authored-by: João Dionísio <[email protected]>

* fix conflict

* style change

* Update test_lp.py

* typo

---------

Co-authored-by: lidingxu <[email protected]>
Co-authored-by: João Dionísio <[email protected]>

Author: 3 people

CHANGELOG.md

@@ -3,7 +3,7 @@
 ## Unreleased
 ### Added
 - Added getLinearConsIndicator
-- Added SCIP_LPPARAM, setIntParam, setRealParam, getIntParam, getRealParam for lpi
+- Added SCIP_LPPARAM, setIntParam, setRealParam, getIntParam, getRealParam, isOptimal, getObjVal, getRedcost for lpi
 - Added isFeasPositive
 ### Fixed
 ### Changed

src/pyscipopt/lp.pxi

@@ -361,8 +361,31 @@ cdef class LP:
 
         return objval
 
+    def isOptimal(self):
+        """
+        returns true iff LP was solved to optimality.
+
+        Returns
+        -------
+        bool
+
+        """
+        return SCIPlpiIsOptimal(self.lpi)
+
+    def getObjVal(self):
+        """Returns the objective value of the last LP solve."""
+        assert self.isOptimal(), "LP is not optimal"
+
+        cdef SCIP_Real objval
+
+        PY_SCIP_CALL(SCIPlpiGetSol(self.lpi, &objval, NULL, NULL, NULL, NULL))
+
+        return objval
+
     def getPrimal(self):
         """Returns the primal solution of the last LP solve."""
+        assert self.isOptimal(), "LP is not optimal"
+
         cdef int ncols = self.ncols()
         cdef SCIP_Real* c_primalsol = <SCIP_Real*> malloc(ncols * sizeof(SCIP_Real))
         cdef int i
@@ -381,6 +404,8 @@ cdef class LP:
 
     def getDual(self):
         """Returns the dual solution of the last LP solve."""
+        assert self.isOptimal(), "LP is not optimal"
+
         cdef int nrows = self.nrows()
         cdef SCIP_Real* c_dualsol = <SCIP_Real*> malloc(nrows * sizeof(SCIP_Real))
         cdef int i
@@ -445,17 +470,37 @@ cdef class LP:
 
         return niters
 
+    def getActivity(self):
+        """Returns the row activity vector of the last LP solve."""
+        assert self.isOptimal(), "LP is not optimal"
+
+        cdef int nrows = self.nrows()
+        cdef SCIP_Real* c_activity = <SCIP_Real*> malloc(nrows * sizeof(SCIP_Real))
+        cdef int i
+
+        PY_SCIP_CALL(SCIPlpiGetSol(self.lpi, NULL, NULL, NULL, c_activity, NULL))
+
+        activity = [0.0] * nrows
+        for i in range(nrows):
+            activity[i] = c_activity[i]
+
+        free(c_activity)
+
+        return activity
+
     def getRedcost(self):
         """Returns the reduced cost vector of the last LP solve."""
+        assert self.isOptimal(), "LP is not optimal"
+
         cdef int ncols = self.ncols()
         cdef SCIP_Real* c_redcost = <SCIP_Real*> malloc(ncols * sizeof(SCIP_Real))
         cdef int i
 
         PY_SCIP_CALL(SCIPlpiGetSol(self.lpi, NULL, NULL, NULL, NULL, c_redcost))
 
-        redcost = []
+        redcost = [0.0] * ncols
         for i in range(ncols):
-            redcost[i].append(c_redcost[i])
+            redcost[i] = c_redcost[i]
 
         free(c_redcost)
 

src/pyscipopt/scip.pxd

@@ -1393,6 +1393,7 @@ cdef extern from "scip/scip.h":
     SCIP_RETCODE SCIPlpiGetNCols(SCIP_LPI* lpi, int* ncols)
     SCIP_RETCODE SCIPlpiSolveDual(SCIP_LPI* lpi)
     SCIP_RETCODE SCIPlpiSolvePrimal(SCIP_LPI* lpi)
+    SCIP_RETCODE SCIPlpiIsOptimal(SCIP_LPI* lpi)
     SCIP_RETCODE SCIPlpiGetObjval(SCIP_LPI* lpi, SCIP_Real* objval)
     SCIP_RETCODE SCIPlpiGetSol(SCIP_LPI* lpi, SCIP_Real* objval, SCIP_Real* primsol, SCIP_Real* dualsol, SCIP_Real* activity, SCIP_Real* redcost)
     SCIP_RETCODE SCIPlpiGetIterations(SCIP_LPI* lpi, int* iterations)

tests/test_lp.py

@@ -73,4 +73,19 @@ def test_lp():
 
     solval = myLP.solve()
 
+    assert(myLP.isOptimal())
+    assert(myLP.getPrimal() is not None)
+    assert(myLP.getDual() is not None)
+    
+    redcost = myLP.getRedcost()
+    assert(redcost is not None)
+    for i in redcost:
+        assert(i is not None)
+
+    activity = myLP.getActivity()
+    assert(activity is not None)
+    for i in activity:
+        assert(i is not None)
+
+    assert round(myLP.getObjVal() == solval)
     assert round(5.0 == solval)