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

[sgatto]

We have been working on several improvements of the Xpress interface at RTE.
These include

• the possibility to lazily load the Xpress library (like Gurobi) without the need of the header files during the compilation of Ortools
• a first implementation to make use of callbacks in C++
• implementation of OR-Tool's SetHint method into the XPRESS interface to suggest a feasible solution to Xpress
• update to Xpress 9.0
• allow for a better control on the log level of Xpress
• implement the Write method, a specific exception is raised in case of failure
• Xpress now looks for the standard environment variables that are set during the Xpress installation
• Add new extraction and set method for LP basis for Xpress:
  - MPSolver::GetFinalLpBasisInt,
  - MPSolver::SetStartingLpBasisInt
• add xpress specific tests that can be activated using the CMake flag BUILD_XPRESS_TEST_AND_EXAMPLES
  - these tests can be run using the community licence of Xpress (bundled with the python installation)

[lperron]

I know the basis status is not optimal.
I would still push for merging now.

[sgatto]

I know the basis status is not optimal. I would still push for merging now.

Thanks @lperron ,
After checking the differences we realized that we changed the dynamic_library.h file in order to have a graceful exit if some Xpress functions are not found. This change would not be compatible with your implementation of the Gurobi interface and we are unable to propose a different solution for Gurobi (we have no way to test it).
We are checking internally (at RTE) for a different solution or in case mimic what you have done for Gurobi (having a fatal_error if any function is not_found).
We will correct this issue and push a final commit to remove the draft tag this week.
Would it be ok for you ?

[lperron]

perfect. Laurent Perron | Operations Research | ***@***.*** | (33) 1 42 68 53 00 Le mar. 21 nov. 2023 à 13:29, Andrea Sgattoni ***@***.***> a écrit :

…

I know the basis status is not optimal. I would still push for merging now. Thanks @lperron <https://github.com/lperron> , After checking the differences we realized that we changed the dynamic_library.h file in order to have a graceful exit if some Xpress functions are not found. This change would not be compatible with your implementation of the Gurobi interface and we are unable to propose a different solution for Gurobi (we have no way to test it). We are checking internally (at RTE) for a different solution or in case mimic what you have done for Gurobi (having a fatal_error if any function is not_found). We will correct this issue and push a final commit to remove the draft tag this week. Would it be ok for you ? — Reply to this email directly, view it on GitHub <#3966 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ACUPL3N7MARHIULO2REI3DLYFSNDVAVCNFSM6AAAAAA6SNT5GOVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQMRQHAZTINRRGM> . You are receiving this because you were mentioned.Message ID: ***@***.***>

[sgatto]

@lperron I consider this work finalized. We are ready for a merge/further review.

[flomnes]

@sgatto Could you please remove all references to names ? This is not fully integrated yet because of performance issues

[lperron]

Should I merge ?

[sgatto]

Should I merge ?

It's good for me