Drake
GurobiSolver Class Referencefinal

Detailed Description

An implementation of SolverInterface for the commercially-licensed Gurobi solver (https://www.gurobi.com/).

The default build of Drake is not configured to use Gurobi, so therefore SolverInterface::available() will return false. You must compile Drake from source in order to link against Gurobi. For details, refer to the documentation at https://drake.mit.edu/bazel.html#proprietary-solvers.

The GRB_LICENSE_FILE environment variable controls whether or not SolverInterface::enabled() returns true. If it is set to any non-empty value, then the solver is enabled; otherwise, the solver is not enabled.

Gurobi solver supports options/parameters listed in https://www.gurobi.com/documentation/9.1/refman/parameters.html. On top of these options, we provide the following additional options

  1. "GRBwrite", set to a file name so that Gurobi solver will write the optimization model to this file, check https://www.gurobi.com/documentation/9.1/refman/py_model_write.html for more details, such as all supported file extensions. Set this option to "" if you don't want to write to file. Default is not to write to a file.
  2. "GRBcomputeIIS", set to 1 to compute an Irreducible Inconsistent Subsystem (IIS) when the problem is infeasible. Refer to https://www.gurobi.com/documentation/9.1/refman/py_model_computeiis.html for more details. Often this method is called together with setting GRBwrite to "FILENAME.ilp" to write IIS to a file with extension "ilp". Default is not to compute IIS.

#include <drake/solvers/gurobi_solver.h>

Classes

struct  SolveStatusInfo
 Contains info returned to a user function that handles a Node or Solution callback. More...
 

Public Types

using Details = GurobiSolverDetails
 Type of details stored in MathematicalProgramResult. More...
 
typedef std::function< void(const MathematicalProgram &, const SolveStatusInfo &callback_info, Eigen::VectorXd *, VectorXDecisionVariable *)> MipNodeCallbackFunction
 Users can supply a callback to be called when the Gurobi solver finds an intermediate solution node, which may not be feasible. More...
 
typedef std::function< void(const MathematicalProgram &, const SolveStatusInfo &callback_info)> MipSolCallbackFunction
 Users can supply a callback to be called when the Gurobi solver finds a feasible solution. More...
 

Public Member Functions

 GurobiSolver ()
 
 ~GurobiSolver () final
 
void AddMipNodeCallback (const MipNodeCallbackFunction &callback)
 Registers a callback to be called at intermediate solutions during the solve. More...
 
void AddMipSolCallback (const MipSolCallbackFunction &callback)
 Registers a callback to be called at feasible solutions during the solve. More...
 
MathematicalProgramResult Solve (const MathematicalProgram &prog, const std::optional< Eigen::VectorXd > &initial_guess=std::nullopt, const std::optional< SolverOptions > &solver_options=std::nullopt) const
 Like SolverInterface::Solve(), but the result is a return value instead of an output argument. More...
 
void Solve (const MathematicalProgram &, const std::optional< Eigen::VectorXd > &, const std::optional< SolverOptions > &, MathematicalProgramResult *) const override
 
Does not allow copy, move, or assignment
 GurobiSolver (const GurobiSolver &)=delete
 
GurobiSolveroperator= (const GurobiSolver &)=delete
 
 GurobiSolver (GurobiSolver &&)=delete
 
GurobiSolveroperator= (GurobiSolver &&)=delete
 
- Public Member Functions inherited from SolverBase
 ~SolverBase () override
 
MathematicalProgramResult Solve (const MathematicalProgram &prog, const std::optional< Eigen::VectorXd > &initial_guess=std::nullopt, const std::optional< SolverOptions > &solver_options=std::nullopt) const
 Like SolverInterface::Solve(), but the result is a return value instead of an output argument. More...
 
void Solve (const MathematicalProgram &, const std::optional< Eigen::VectorXd > &, const std::optional< SolverOptions > &, MathematicalProgramResult *) const override
 Solves an optimization program with optional initial guess and solver options. More...
 
bool available () const override
 Returns true iff support for this solver has been compiled into Drake. More...
 
bool enabled () const override
 Returns true iff this solver is properly configured for use at runtime. More...
 
SolverId solver_id () const override
 Returns the identifier of this solver. More...
 
bool AreProgramAttributesSatisfied (const MathematicalProgram &) const override
 Returns true iff the program's attributes are compatible with this solver's capabilities. More...
 
std::string ExplainUnsatisfiedProgramAttributes (const MathematicalProgram &) const override
 Describes the reasons (if any) why the program is incompatible with this solver's capabilities. More...
 
 SolverBase (const SolverBase &)=delete
 
SolverBaseoperator= (const SolverBase &)=delete
 
 SolverBase (SolverBase &&)=delete
 
SolverBaseoperator= (SolverBase &&)=delete
 
- Public Member Functions inherited from SolverInterface
virtual ~SolverInterface ()
 
 SolverInterface (const SolverInterface &)=delete
 
SolverInterfaceoperator= (const SolverInterface &)=delete
 
 SolverInterface (SolverInterface &&)=delete
 
SolverInterfaceoperator= (SolverInterface &&)=delete
 

Static Public Member Functions

static std::shared_ptr< License > AcquireLicense ()
 This acquires a Gurobi license environment shared among all GurobiSolver instances; the environment will stay valid as long as at least one shared_ptr returned by this function is alive. More...
 
Static versions of the instance methods with similar names.
static SolverId id ()
 
static bool is_available ()
 
static bool is_enabled ()
 Returns true iff the environment variable GRB_LICENSE_FILE has been set to a non-empty value. More...
 
static bool ProgramAttributesSatisfied (const MathematicalProgram &)
 
static std::string UnsatisfiedProgramAttributes (const MathematicalProgram &)
 

Additional Inherited Members

- Protected Member Functions inherited from SolverBase
 SolverBase (std::function< SolverId()> id, std::function< bool()> available, std::function< bool()> enabled, std::function< bool(const MathematicalProgram &)> are_satisfied, std::function< std::string(const MathematicalProgram &)> explain_unsatisfied=nullptr)
 Constructs a SolverBase with the given default implementations of the solver_id(), available(), enabled(), AreProgramAttributesSatisfied(), and ExplainUnsatisfiedProgramAttributes() methods. More...
 
- Protected Member Functions inherited from SolverInterface
 SolverInterface ()
 

Member Typedef Documentation

◆ Details

Type of details stored in MathematicalProgramResult.

◆ MipNodeCallbackFunction

typedef std::function<void(const MathematicalProgram&, const SolveStatusInfo& callback_info, Eigen::VectorXd*, VectorXDecisionVariable*)> MipNodeCallbackFunction

Users can supply a callback to be called when the Gurobi solver finds an intermediate solution node, which may not be feasible.

See Gurobi reference manual for more detail on callbacks: https://www.gurobi.com/documentation/9.0/refman/callback_codes.html. The user may supply a partial solution in the VectorXd and VectorXDecisionVariable arguments that will be passed to Gurobi as a candidate feasible solution. See gurobi_solver_test.cc for an example of using std::bind to create a callback of this signature, while allowing additional data to be passed through.

Parameters
MathematicalProgram&The optimization wrapper, whose current variable values (accessible via MathematicalProgram::GetSolution) will be set to the intermediate solution values.
SolveStatusInfo&Intermediate solution status information values queried from Gurobi.
VectorXd*User may assign this to be the values of the variable assignments.
VectorXDecisionVariable*User may assign this to be the decision variables being assigned. Must have the same number of elements as the VectorXd assignment.

◆ MipSolCallbackFunction

typedef std::function<void(const MathematicalProgram&, const SolveStatusInfo& callback_info)> MipSolCallbackFunction

Users can supply a callback to be called when the Gurobi solver finds a feasible solution.

See Gurobi reference manual for more detail on callbacks: https://www.gurobi.com/documentation/9.0/refman/callback_codes.html. See gurobi_solver_test.cc for an example of using std::bind to create a callback of this signature, while allowing additional data to be passed through.

Parameters
MathematicalProgram&The optimization wrapper, whose current variable values (accessible via MathematicalProgram::GetSolution) will be set to the intermediate solution values.
SolveStatusInfo&Intermediate solution status information values queried from Gurobi.
void*Arbitrary data supplied during callback registration.

Constructor & Destructor Documentation

◆ GurobiSolver() [1/3]

GurobiSolver ( const GurobiSolver )
delete

◆ GurobiSolver() [2/3]

GurobiSolver ( GurobiSolver &&  )
delete

◆ GurobiSolver() [3/3]

◆ ~GurobiSolver()

~GurobiSolver ( )
final

Member Function Documentation

◆ AcquireLicense()

static std::shared_ptr<License> AcquireLicense ( )
static

This acquires a Gurobi license environment shared among all GurobiSolver instances; the environment will stay valid as long as at least one shared_ptr returned by this function is alive.

Call this ONLY if you must use different MathematicalProgram instances at different instances in time, and repeatedly acquiring the license is costly (e.g., requires contacting a license server).

Returns
A shared pointer to a license environment that will stay valid as long as any shared_ptr returned by this function is alive. If Gurobi not available in your build, this will return a null (empty) shared_ptr.
Exceptions
std::exceptionif Gurobi is available but a license cannot be obtained.

◆ AddMipNodeCallback()

void AddMipNodeCallback ( const MipNodeCallbackFunction callback)

Registers a callback to be called at intermediate solutions during the solve.

Parameters
callbackUser callback function.
user_dataArbitrary data that will be passed to the user callback function.

◆ AddMipSolCallback()

void AddMipSolCallback ( const MipSolCallbackFunction callback)

Registers a callback to be called at feasible solutions during the solve.

Parameters
callbackUser callback function.
usrdataArbitrary data that will be passed to the user callback function.

◆ id()

static SolverId id ( )
static

◆ is_available()

static bool is_available ( )
static

◆ is_enabled()

static bool is_enabled ( )
static

Returns true iff the environment variable GRB_LICENSE_FILE has been set to a non-empty value.

◆ operator=() [1/2]

GurobiSolver& operator= ( GurobiSolver &&  )
delete

◆ operator=() [2/2]

GurobiSolver& operator= ( const GurobiSolver )
delete

◆ ProgramAttributesSatisfied()

static bool ProgramAttributesSatisfied ( const MathematicalProgram )
static

◆ Solve() [1/2]

Like SolverInterface::Solve(), but the result is a return value instead of an output argument.

◆ Solve() [2/2]

void Solve
override

◆ UnsatisfiedProgramAttributes()

static std::string UnsatisfiedProgramAttributes ( const MathematicalProgram )
static

The documentation for this class was generated from the following file: