Improve the Xpress interface and add dynamic loading of the Xpress library

CMakeLists.txt

@@ -279,8 +279,8 @@ option(USE_CPLEX "Use the CPLEX solver" OFF)
 message(STATUS "CPLEX support: ${USE_CPLEX}")
 
 ## XPRESS
-option(USE_XPRESS "Use the XPRESS solver" OFF)
-message(STATUS "XPRESS support: ${USE_XPRESS}")
+# Since it is dynamicaly loaded upon use, OFF is currently not supported.
+CMAKE_DEPENDENT_OPTION(USE_XPRESS "Use the Xpress solver" ON "BUILD_CXX" OFF)
 
 # Language specific options
 if(BUILD_CXX)

cmake/README.md

@@ -91,7 +91,7 @@ Here the list of supported solvers:
 * HiGHS\*
 * PDLP
 * SCIP
-* XPRESS\*
+* XPRESS
 
 \*: these solvers are disabled by default.
 
@@ -127,7 +127,6 @@ support for the following third-party solvers:
     note: You must enable the support of GLPK solver by using `-DUSE_GLPK=ON`
     (`OFF` by default).
 *   CPLEX (`USE_CPLEX`),
-*   XPRESS (`USE_XPRESS`)
 
 **warning: Since these solvers are either proprietary (and require a specific
 license) or available under the GPL, we can't test them on public CI and their
@@ -145,14 +144,6 @@ For ease of migration from legacy `make third_party` builds, CMake will also
 read the CPLEX installation path from the `UNIX_CPLEX_DIR` environment variable,
 if defined.
 
-### Enabling XPRESS Support
-
-To enable XPRESS support, configure with `-DUSE_XPRESS=ON` and
-`-DXPRESS_ROOT=/absolute/path/to/XPRESS/root/dir`, replacing
-`/absolute/path/to/XPRESS/root/dir` with the path to your XPRESS installation.
-`XPRESS_ROOT` can also be defined as an environment variable rather than an
-option at configure time.
-
 ## CMake Options
 
 There are several options that can be passed to CMake to modify how the code
@@ -217,8 +208,6 @@ cmake -S. -Bbuild -LH
 | | | |
 | `USE_CPLEX`  | OFF | Enable CPLEX support |
 | | | |
-| `USE_XPRESS` | OFF | Enable XPRESS support |
-| | | |
 | `BUILD_DOC`   | OFF\* | Build all documentations |
 | `BUILD_CXX_DOC` | OFF\* | Build C++ documentation<br>**Forced** to ON if `BUILD_DOC=ON` |
 | `BUILD_DOTNET_DOC` | OFF\* | Build .Net documentation<br>**Forced** to ON if `BUILD_DOC=ON` |

cmake/cpp.cmake

@@ -66,14 +66,6 @@ endif()
 if(USE_CPLEX)
   list(APPEND OR_TOOLS_COMPILE_DEFINITIONS "USE_CPLEX")
 endif()
-if(USE_XPRESS)
-  list(APPEND OR_TOOLS_COMPILE_DEFINITIONS "USE_XPRESS")
-  if(MSVC)
-    list(APPEND OR_TOOLS_COMPILE_DEFINITIONS "XPRESS_PATH=\"${XPRESS_ROOT}\"")
-  else()
-    list(APPEND OR_TOOLS_COMPILE_DEFINITIONS "XPRESS_PATH=${XPRESS_ROOT}")
-  endif()
-endif()
 
 if(WIN32)
   list(APPEND OR_TOOLS_COMPILE_DEFINITIONS "__WIN32__")
@@ -326,7 +318,8 @@ foreach(SUBPROJECT IN ITEMS
  port
  sat
  scheduling
- util)
+ util
+ xpress)
   add_subdirectory(ortools/${SUBPROJECT})
   #target_link_libraries(${PROJECT_NAME} PRIVATE ${PROJECT_NAME}_${SUBPROJECT})
   target_sources(${PROJECT_NAME} PRIVATE $<TARGET_OBJECTS:${PROJECT_NAME}_${SUBPROJECT}>)
@@ -364,7 +357,6 @@ target_link_libraries(${PROJECT_NAME} PUBLIC
   $<$<BOOL:${USE_HIGHS}>:HIGHS::HIGHS>
   ${PDLP_DEPS}
   $<$<BOOL:${USE_SCIP}>:libscip>
-  $<$<BOOL:${USE_XPRESS}>:XPRESS::XPRESS>
   Threads::Threads)
 if(WIN32)
   target_link_libraries(${PROJECT_NAME} PUBLIC psapi.lib ws2_32.lib)

cmake/deps.cmake

@@ -145,10 +145,6 @@ if(USE_CPLEX)
   find_package(CPLEX REQUIRED)
 endif()
 
-if(USE_XPRESS)
-  find_package(XPRESS REQUIRED)
-endif()
-
 # Check language Dependencies
 if(BUILD_PYTHON)
   if(NOT BUILD_pybind11)

examples/cpp/integer_programming.cc

@@ -87,6 +87,7 @@ void RunAllExamples() {
   RunIntegerProgrammingExample("GUROBI");
   RunIntegerProgrammingExample("GLPK");
   RunIntegerProgrammingExample("CPLEX");
+  RunIntegerProgrammingExample("XPRESS");
 }
 }  // namespace operations_research
 

examples/cpp/xpress_use.cc

@@ -0,0 +1,104 @@
+// Copyright Artelys for RTE.
+// Licensed under the Apache License, Version 2.0 (the "License");
+// you may not use this file except in compliance with the License.
+// You may obtain a copy of the License at
+//
+//     http://www.apache.org/licenses/LICENSE-2.0
+//
+// Unless required by applicable law or agreed to in writing, software
+// distributed under the License is distributed on an "AS IS" BASIS,
+// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+// See the License for the specific language governing permissions and
+// limitations under the License.
+
+// This example that shows how to use Xpress Solver.
+
+#include <cstdlib>
+
+#include "ortools/base/commandlineflags.h"
+#include "ortools/base/init_google.h"
+#include "ortools/base/logging.h"
+#include "ortools/linear_solver/linear_solver.h"
+
+using namespace operations_research;
+
+/**
+ * This method shows two ways to initialize a Xpress solver instance.
+ * Two environment variables are used to specify the Xpress installation paths:
+ *  * XPRESSDIR : Path to the Xpress root directory (containing bin and lib folders)
+ *  * XPRESS : Path to the directory containing Xpress license
+ */
+void useXpressSolver(bool solveAsMip, bool useFactory) {
+  std::unique_ptr<MPSolver> solver = nullptr;
+  if (useFactory) {
+    /* This is the preferred way as the program won't stop if anything went
+       wrong. In such a case, `solver` will take value `nullptr` */
+    std::string xpressName = (solveAsMip ? "XPRESS" : "XPRESS_LP");
+    solver.reset(MPSolver::CreateSolver(xpressName));
+  } else {
+    MPSolver::OptimizationProblemType problemType = (solveAsMip ?
+                                            MPSolver::XPRESS_MIXED_INTEGER_PROGRAMMING
+                                            : MPSolver::XPRESS_LINEAR_PROGRAMMING);
+    /* MPSolver::SupportsProblemType(problem_type) will test if Xpress is
+       correctly loaded and has a valid license. This check is important to keep
+       the program running if Xpress is not correctly installed. With the
+       constructor usage, if Xpress is badly loaded or if there is a problem
+       with the license, the program will abort (SIGABRT)
+    */
+    if (MPSolver::SupportsProblemType(problemType)) {
+        solver.reset(new MPSolver("IntegerProgrammingExample", problemType));
+    }
+  }
+  if (solver == nullptr) {
+       LOG(WARNING) << "Xpress solver is not available";
+       return;
+  }
+  // Use the solver
+  /*
+    max -100 x1 + 10 x2
+    s.t. x2 <= 20 x1;
+         30 x1 + 3.5 x2 <= 350
+         0 <= x1 <= 5
+         0 <= x2
+   */
+  const double infinity = MPSolver::infinity();
+  const MPVariable* x1 = solver->MakeIntVar(0, 5, "x1");
+  const MPVariable* x2 = solver->MakeNumVar(0.0, infinity, "x2");
+
+  MPObjective* const objective = solver->MutableObjective();
+  objective->SetCoefficient(x1, -100);
+  objective->SetCoefficient(x2, 10);
+  objective->SetMaximization();
+
+  MPConstraint* const c0 = solver->MakeRowConstraint(-infinity, 0.0);
+  c0->SetCoefficient(x1, -20.0);
+  c0->SetCoefficient(x2, 1);
+
+  MPConstraint* const c1 = solver->MakeRowConstraint(-infinity, 350.0);
+  c1->SetCoefficient(x1, 30.0);
+  c1->SetCoefficient(x2, 3.5);
+
+
+  const MPSolver::ResultStatus result_status = solver->Solve();
+
+  // Check that the problem has an optimal solution.
+  if (result_status != MPSolver::OPTIMAL) {
+    LOG(FATAL) << "Solver returned with non-optimal status.";
+  } else {
+    LOG(WARNING) << "Optimal solution found: obj=" << objective->Value();
+  }
+}
+#define ABSL_MIN_LOG_LEVEL INFO;
+int main(int argc, char** argv) {
+  absl::SetFlag(&FLAGS_stderrthreshold, 0);
+  absl::SetFlag(&FLAGS_logtostderr, true);
+  InitGoogle(argv[0], &argc, &argv, true);
+  std::cout << "start\n";
+  LOG(WARNING) << "start";
+  for (bool solveAsMip: {true, false}) {
+    for (bool useFactory: {true, false}) {
+        useXpressSolver(solveAsMip, useFactory);
+    }
+  }
+  return EXIT_SUCCESS;
+}

examples/dotnet/csintegerprogramming.cs

@@ -117,6 +117,8 @@ static void Main()
         RunIntegerProgrammingExample("SAT");
         Console.WriteLine("---- Linear programming example with GUROBI ----");
         RunIntegerProgrammingExample("GUROBI");
+        Console.WriteLine("---- Linear programming example with XPRESS ----");
+        RunIntegerProgrammingExample("XPRESS");
         Console.WriteLine("---- Integer programming example (Natural API) with GLPK ----");
         RunIntegerProgrammingExampleNaturalApi("GLPK");
         Console.WriteLine("---- Linear programming example (Natural API) with CBC ----");
@@ -127,5 +129,7 @@ static void Main()
         RunIntegerProgrammingExampleNaturalApi("SAT");
         Console.WriteLine("---- Linear programming example (Natural API) with GUROBI ----");
         RunIntegerProgrammingExampleNaturalApi("GUROBI");
+        Console.WriteLine("---- Linear programming example (Natural API) with XPRESS ----");
+        RunIntegerProgrammingExampleNaturalApi("XPRESS");
     }
 }

examples/dotnet/cslinearprogramming.cs

@@ -160,6 +160,7 @@ static void Main()
         RunLinearProgrammingExample("GLOP");
         RunLinearProgrammingExample("GLPK_LP");
         RunLinearProgrammingExample("CLP");
+        RunLinearProgrammingExample("XPRESS_LP");
 
         RunLinearProgrammingExampleNaturalApi("GLOP", true);
         RunLinearProgrammingExampleNaturalApi("GLPK_LP", false);

examples/java/IntegerProgramming.java

@@ -84,5 +84,7 @@ public static void main(String[] args) throws Exception {
     runIntegerProgrammingExample("GLPK");
     System.out.println("---- Integer programming example with CP-SAT ----");
     runIntegerProgrammingExample("SAT");
+    System.out.println("---- Integer programming example with XPRESS ----");
+    runIntegerProgrammingExample("XPRESS");
   }
 }

examples/java/LinearProgramming.java

@@ -116,5 +116,7 @@ public static void main(String[] args) throws Exception {
     runLinearProgrammingExample("GLOP", true);
     System.out.println("---- Linear programming example with CLP ----");
     runLinearProgrammingExample("CLP", false);
+    System.out.println("---- Linear programming example with XPRESS ----");
+    runLinearProgrammingExample("XPRESS_LP", false);
   }
 }

examples/python/integer_programming.py

@@ -102,6 +102,7 @@ def RunAllIntegerExampleNaturalLanguageAPI():
     # RunIntegerExampleNaturalLanguageAPI('CBC')
     RunIntegerExampleNaturalLanguageAPI("SCIP")
     RunIntegerExampleNaturalLanguageAPI("SAT")
+    RunIntegerExampleNaturalLanguageAPI("XPRESS")
 
 
 def RunAllIntegerExampleCppStyleAPI():
@@ -110,6 +111,7 @@ def RunAllIntegerExampleCppStyleAPI():
     # RunIntegerExampleCppStyleAPI('CBC')
     RunIntegerExampleCppStyleAPI("SCIP")
     RunIntegerExampleCppStyleAPI("SAT")
+    RunIntegerExampleCppStyleAPI("XPRESS")
 
 
 def main():

examples/python/linear_programming.py

@@ -138,11 +138,13 @@ def main():
     RunLinearExampleNaturalLanguageAPI("GLPK_LP")
     RunLinearExampleNaturalLanguageAPI("CLP")
     RunLinearExampleNaturalLanguageAPI("PDLP")
+    RunLinearExampleNaturalLanguageAPI("XPRESS_LP")
 
     RunLinearExampleCppStyleAPI("GLOP")
     RunLinearExampleCppStyleAPI("GLPK_LP")
     RunLinearExampleCppStyleAPI("CLP")
     RunLinearExampleCppStyleAPI("PDLP")
+    RunLinearExampleCppStyleAPI("XPRESS_LP")
 
 
 if __name__ == "__main__":

makefiles/Makefile.cpp.mk

@@ -39,7 +39,6 @@ USE_HIGHS ?= OFF
 USE_PDLP := ON # OFF not supported
 USE_SCIP ?= ON
 USE_CPLEX ?= OFF
-USE_XPRESS ?= OFF
 
 USE_DOTNET_CORE_31 ?= OFF
 USE_DOTNET_6 ?= ON
@@ -72,7 +71,6 @@ third_party:
  -DUSE_PDLP=$(USE_PDLP) \
  -DUSE_SCIP=$(USE_SCIP) \
  -DUSE_CPLEX=$(USE_CPLEX) \
- -DUSE_XPRESS=$(USE_XPRESS) \
  -DUSE_DOTNET_CORE_31=$(USE_DOTNET_CORE_31) \
  -DUSE_DOTNET_6=$(USE_DOTNET_6) \
  -DBUILD_VENV=$(BUILD_VENV) \
@@ -665,7 +663,6 @@ detect_cpp:
 	@echo USE_SCIP = $(USE_SCIP)
 	@echo USE_GLPK = $(USE_GLPK)
 	@echo USE_CPLEX = $(USE_CPLEX)
-	@echo USE_XPRESS = $(USE_XPRESS)
 ifdef GLPK_ROOT
 	@echo GLPK_ROOT = $(GLPK_ROOT)
 endif