# This code is part of a Qiskit project.
#
# (C) Copyright IBM 2021, 2023.
#
# This code is licensed under the Apache License, Version 2.0. You may
# obtain a copy of this license in the LICENSE.txt file in the root directory
# of this source tree or at http://www.apache.org/licenses/LICENSE-2.0.
#
# Any modifications or derivative works of this code must retain this
# copyright notice, and modified files need to carry a notice indicating
# that they have been altered from the originals.
"""Translator between a gurobipy model and a quadratic program"""
from typing import cast
import qiskit_optimization.optionals as _optionals
from qiskit_optimization.exceptions import QiskitOptimizationError
from qiskit_optimization.problems.constraint import Constraint
from qiskit_optimization.problems.quadratic_objective import QuadraticObjective
from qiskit_optimization.problems.quadratic_program import QuadraticProgram
from qiskit_optimization.problems.variable import Variable
if _optionals.HAS_GUROBIPY:
# pylint: disable=import-error,no-name-in-module
from gurobipy import LinExpr, Model, QuadExpr
else:
class Model: # type: ignore
"""Empty Model class
Replacement if gurobipy.Model is not present.
"""
pass
[ドキュメント]@_optionals.HAS_GUROBIPY.require_in_call
def to_gurobipy(quadratic_program: QuadraticProgram) -> Model:
"""Returns a gurobipy model corresponding to a quadratic program.
Args:
quadratic_program: The quadratic program to be translated.
Returns:
The gurobipy model corresponding to a quadratic program.
Raises:
QiskitOptimizationError: if non-supported elements (should never happen).
"""
# initialize model
# pylint: disable=import-error
import gurobipy as gp
mdl = gp.Model(quadratic_program.name)
# add variables
var = {}
for idx, x in enumerate(quadratic_program.variables):
if x.vartype == Variable.Type.CONTINUOUS:
var[idx] = mdl.addVar(
vtype=gp.GRB.CONTINUOUS, lb=x.lowerbound, ub=x.upperbound, name=x.name
)
elif x.vartype == Variable.Type.BINARY:
var[idx] = mdl.addVar(vtype=gp.GRB.BINARY, name=x.name)
elif x.vartype == Variable.Type.INTEGER:
var[idx] = mdl.addVar(
vtype=gp.GRB.INTEGER, lb=x.lowerbound, ub=x.upperbound, name=x.name
)
else:
# should never happen
raise QiskitOptimizationError(f"Unsupported variable type: {x.vartype}")
# add objective
objective = QuadExpr(quadratic_program.objective.constant)
for i, v in quadratic_program.objective.linear.to_dict().items():
objective += v * var[cast(int, i)]
for (i, j), v in quadratic_program.objective.quadratic.to_dict().items():
objective += v * var[cast(int, i)] * var[cast(int, j)]
if quadratic_program.objective.sense == QuadraticObjective.Sense.MINIMIZE:
mdl.setObjective(objective, sense=gp.GRB.MINIMIZE)
else:
mdl.setObjective(objective, sense=gp.GRB.MAXIMIZE)
# add linear constraints
for i, l_constraint in enumerate(quadratic_program.linear_constraints):
name = l_constraint.name
rhs = l_constraint.rhs
if rhs == 0 and l_constraint.linear.coefficients.nnz == 0:
continue
linear_expr = LinExpr(0)
for j, v in l_constraint.linear.to_dict().items():
linear_expr += v * var[cast(int, j)]
sense = l_constraint.sense
if sense == Constraint.Sense.EQ:
mdl.addConstr(linear_expr == rhs, name=name)
elif sense == Constraint.Sense.GE:
mdl.addConstr(linear_expr >= rhs, name=name)
elif sense == Constraint.Sense.LE:
mdl.addConstr(linear_expr <= rhs, name=name)
else:
# should never happen
raise QiskitOptimizationError(f"Unsupported constraint sense: {sense}")
# add quadratic constraints
for i, q_constraint in enumerate(quadratic_program.quadratic_constraints):
name = q_constraint.name
rhs = q_constraint.rhs
if (
rhs == 0
and q_constraint.linear.coefficients.nnz == 0
and q_constraint.quadratic.coefficients.nnz == 0
):
continue
quadratic_expr = QuadExpr(0)
for j, v in q_constraint.linear.to_dict().items():
quadratic_expr += v * var[cast(int, j)]
for (j, k), v in q_constraint.quadratic.to_dict().items():
quadratic_expr += v * var[cast(int, j)] * var[cast(int, k)]
sense = q_constraint.sense
if sense == Constraint.Sense.EQ:
mdl.addConstr(quadratic_expr == rhs, name=name)
elif sense == Constraint.Sense.GE:
mdl.addConstr(quadratic_expr >= rhs, name=name)
elif sense == Constraint.Sense.LE:
mdl.addConstr(quadratic_expr <= rhs, name=name)
else:
# should never happen
raise QiskitOptimizationError(f"Unsupported constraint sense: {sense}")
mdl.update()
return mdl
[ドキュメント]@_optionals.HAS_GUROBIPY.require_in_call
def from_gurobipy(model: Model) -> QuadraticProgram:
"""Translate a gurobipy model into a quadratic program.
Note that this supports only basic functions of gurobipy as follows:
- quadratic objective function
- linear / quadratic constraints
- binary / integer / continuous variables
Args:
model: The gurobipy model to be loaded.
Returns:
The quadratic program corresponding to the model.
Raises:
QiskitOptimizationError: if the model contains unsupported elements.
"""
# pylint: disable=import-error
import gurobipy as gp
if not isinstance(model, Model):
raise QiskitOptimizationError(f"The model is not compatible: {model}")
quadratic_program = QuadraticProgram()
# Update the model to make sure everything works as expected
model.update()
# get name
quadratic_program.name = model.ModelName
# get variables
# keep track of names separately, since gurobipy allows to have None names.
var_names = {}
for x in model.getVars():
if x.VType == gp.GRB.CONTINUOUS:
x_new = quadratic_program.continuous_var(x.LB, x.UB, x.VarName)
elif x.VType == gp.GRB.BINARY:
x_new = quadratic_program.binary_var(x.VarName)
elif x.VType == gp.GRB.INTEGER:
x_new = quadratic_program.integer_var(x.LB, x.UB, x.VarName)
else:
raise QiskitOptimizationError(f"Unsupported variable type: {x.VarName} {x.VType}")
var_names[x] = x_new.name
# objective sense
minimize = model.ModelSense == gp.GRB.MINIMIZE
# Retrieve the objective
objective = model.getObjective()
has_quadratic_objective = False
# Retrieve the linear part in case it is a quadratic objective
if isinstance(objective, gp.QuadExpr):
linear_part = objective.getLinExpr()
has_quadratic_objective = True
else:
linear_part = objective
# Get the constant
constant = linear_part.getConstant()
# get linear part of objective
linear = {}
for i in range(linear_part.size()):
linear[var_names[linear_part.getVar(i)]] = linear_part.getCoeff(i)
# get quadratic part of objective
quadratic = {}
if has_quadratic_objective:
for i in range(objective.size()):
var1 = var_names[cast(QuadExpr, objective).getVar1(i)]
var2 = var_names[cast(QuadExpr, objective).getVar2(i)]
coeff = objective.getCoeff(i)
quadratic[var1, var2] = coeff
# set objective
if minimize:
quadratic_program.minimize(constant, linear, quadratic)
else:
quadratic_program.maximize(constant, linear, quadratic)
# check whether there are any general constraints
if model.NumSOS > 0 or model.NumGenConstrs > 0:
raise QiskitOptimizationError("Unsupported constraint: SOS or General Constraint")
# get linear constraints
for l_constraint in model.getConstrs():
name = l_constraint.ConstrName
sense = l_constraint.Sense
l_left_expr = model.getRow(l_constraint)
rhs = l_constraint.RHS
lhs = {}
for i in range(l_left_expr.size()):
lhs[var_names[l_left_expr.getVar(i)]] = l_left_expr.getCoeff(i)
if sense == gp.GRB.EQUAL:
quadratic_program.linear_constraint(lhs, "==", rhs, name)
elif sense == gp.GRB.GREATER_EQUAL:
quadratic_program.linear_constraint(lhs, ">=", rhs, name)
elif sense == gp.GRB.LESS_EQUAL:
quadratic_program.linear_constraint(lhs, "<=", rhs, name)
else:
raise QiskitOptimizationError(f"Unsupported constraint sense: {l_constraint}")
# get quadratic constraints
for q_constraint in model.getQConstrs():
name = q_constraint.QCName
sense = q_constraint.QCSense
q_left_expr = model.getQCRow(q_constraint)
rhs = q_constraint.QCRHS
linear = {}
quadratic = {}
linear_part = q_left_expr.getLinExpr()
for i in range(linear_part.size()):
linear[var_names[linear_part.getVar(i)]] = linear_part.getCoeff(i)
for i in range(q_left_expr.size()):
var1 = var_names[q_left_expr.getVar1(i)]
var2 = var_names[q_left_expr.getVar2(i)]
coeff = q_left_expr.getCoeff(i)
quadratic[var1, var2] = coeff
if sense == gp.GRB.EQUAL:
quadratic_program.quadratic_constraint(linear, quadratic, "==", rhs, name)
elif sense == gp.GRB.GREATER_EQUAL:
quadratic_program.quadratic_constraint(linear, quadratic, ">=", rhs, name)
elif sense == gp.GRB.LESS_EQUAL:
quadratic_program.quadratic_constraint(linear, quadratic, "<=", rhs, name)
else:
raise QiskitOptimizationError(f"Unsupported constraint sense: {q_constraint}")
return quadratic_program